Comparison of Portfolios Formed by Use of Grid Strategy Model Based on New and Traditional Variables Performance With Sharpe and Treynor Measures (Evidence of IRAN Exchange)
Authors: not saved
Abstract:
In this research, performance of portfolios formed by use of grid strategy based on new variables (aggressive, indifference and defensive stocks) presented by Rahnamaye Roodposhti (1388), and traditional ones (growth, growth-value and value stocks), calculated with Sharpe and Treynor performance measures and tested by an Active portfolio management approach to identify the portfolios by performance higher than market portfolio performance. For testing the research hypothesis the Mann-Whitney test is used and its results shows that performance calculated by Sharpe ratio shows higher performance for growth and aggressive portfolio than market portfolio but performance calculated by Terynor ratio shows higher performance than market portfolio only for growth portfolio.
similar resources
comparison of portfolios formed by use of grid strategy model based on new and traditional variables performance with sharpe and treynor measures (evidence of iran exchange)
in this research, performance of portfolios formed by use of grid strategy based on new variables (aggressive, indifference and defensive stocks) presented by rahnamaye roodposhti (1388), and traditional ones (growth, growth-value and value stocks), calculated with sharpe and treynor performance measures and tested by an active portfolio management approach to identify the portfolios by perform...
full texton the comparison of keyword and semantic-context methods of learning new vocabulary meaning
the rationale behind the present study is that particular learning strategies produce more effective results when applied together. the present study tried to investigate the efficiency of the semantic-context strategy alone with a technique called, keyword method. to clarify the point, the current study seeked to find answer to the following question: are the keyword and semantic-context metho...
15 صفحه اولeffect of listening strategy training on iranian efl learners listening comprehension and use of strategies
this study aimed to investigate the effects of listening strategy training on iranian efl learners listening comprehension and use of such strategies. this work, employing an experimental methodology, was conducted among 60 adult efl learners from a language institute in isfahan, iran, as participants. the participants, who were selected based on the results of a placement test, were assigned t...
15 صفحه اولthe impact of generative learning strategy use on efl learners’ reading achievement and critical thinking
این پژوهش کوشیده است تأثیر به کارگیری راهبردهای زایا را بر پیشرفت و بسندگی در خواندن و درک مطلب و نیز بر تفکر انتقادی زبان آموزان انگلیسی را بررسی کند. در این پژوهش تعداد 46 دانش آموز دختر در مقطع متوسطه اول به صورت تصادفی انتخاب وبه دو گروه تجربی و شاهد با تعداد دانش آموزان مساوی در هر گروه تقسیم شدند. به هر دو گروه سه داستان کوتاه به عنوان موضوع خواندن برای کلاس داده شد. به گروه تجربی درابتدا...
the effect of metacognitive strategy instruction on efl learners reading comprehension performance and metacognitive awareness
چکیده ندارد.
15 صفحه اولthe innovation of a statistical model to estimate dependable rainfall (dr) and develop it for determination and classification of drought and wet years of iran
آب حاصل از بارش منبع تأمین نیازهای بی شمار جانداران به ویژه انسان است و هرگونه کاهش در کم و کیف آن مستقیماً حیات موجودات زنده را تحت تأثیر منفی قرار می دهد. نوسان سال به سال بارش از ویژگی های اساسی و بسیار مهم بارش های سالانه ایران محسوب می شود که آثار زیان بار آن در تمام عرصه های اقتصادی، اجتماعی و حتی سیاسی- امنیتی به نحوی منعکس می شود. چون میزان آب ناشی از بارش یکی از مولفه های اصلی برنامه ...
15 صفحه اولMy Resources
Journal title
volume 1 issue 2
pages 67- 80
publication date 2011-06-10
By following a journal you will be notified via email when a new issue of this journal is published.
Hosted on Doprax cloud platform doprax.com
copyright © 2015-2023