نتایج جستجو برای: return and volatility spillovers are important for portfolio selection
تعداد نتایج: 19189891 فیلتر نتایج به سال:
a major concern in the last few years has been the fact that the cultural centers are keeping distance with what they have been established for and instead of reproducing the hegemony, they have turned into a place for resistance and reproduction of resistance against hegemony. because the cultural centers, as urban public spaces in the last two decades, have been the subject of ideological dis...
The most important problem for investors, at the beginning stages of their works, is the way of assigning their investment to one or more different investment alternatives in such a way that with the least possible risk the maximum return become obtainable. In the economic literature this is known as the problem of portfolio selection. This article tries to introduce an efficient way for suppor...
They should reduce their equity position. We study the portfolio problem of a long-horizon investor that allocates between a risk-less and a risky asset in an environment where both volatility and expected returns are time-varying. We find that investors, regardless of their horizon, should substantially decrease risk exposure after an increase in volatility. Ignoring variation in volatility le...
abstract: research purpose: the purpose of this research is to identify academic databases assessment factors and criteria at law and political science majors. the necessity of this research is to distinguish academic databases assessment factors and criteria and to identify the most important ones and rank them in order to select an appropriate database according to students’ and faculty memb...
this paper uses a multivariate garch model to simultaneously estimate the mean and conditional variance using daily returns among different tehran sector indexes from tir 1386 to tir 1391. since different financial assets are traded based on these sector indexes, it is important for financial market participants to understand the volatility transmission mechanism over time and across sectors in...
this thesis basically deals with the well-known notion of the bear-invariant of groups, which is the generalization of the schur multiplier of groups. in chapter two, section 2.1, we present an explicit formula for the bear-invariant of a direct product of cyclic groups with respect to nc, c>1. also in section 2.2, we caculate the baer-invatiant of a nilpotent product of cyclic groups wuth resp...
We provide an exact performance attribution for levered strategies. The attribution includes some familiar elements: return magnification due to leverage, borrowing costs, trading costs, and the variance drag; while familiar, these elements are sometimes downplayed in backtests of levered strategies. In addition, we find empirically that the covariance between return of the source portfolio and...
due to the limiting workspace of parallel manipulator and regarding to finding the trajectory planning of singularity free at workspace is difficult, so finding a best solution that can develop a technique to determine the singularity-free zones in the workspace of parallel manipulators is highly important. in this thesis a simple and new technique are presented to determine the maximal singula...
abstract this study aimed at investigating the effect of bilingual teaching of cognate words (persian-english) on iranian upper intermediate efl learners’ knowledge of lexical development. for this purpose,100 subjects participated in this study out of which 40 learners were selected for this study and they were assigned into two groups, control and experimental. cross-language cognates (wor...
Investors use different approaches to select optimal portfolio. so, Optimal investment choices according to return can be interpreted in different models. The traditional approach to allocate portfolio selection called a mean - variance explains. Another approach is Markov chain. Markov chain is a random process without memory. This means that the conditional probability distribution of the nex...
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