This study aimed to present a model for portfolio risk premium assessment of companies listed in Tehran Stock Exchange. In order to achieve this purpose, monthly data of 150 companies listed in Tehran Stock Exchange during 2007-2017 was used. In this study, the predictive powers of FamaFrench three-factor model [11], Carhart four-factor model [1], Fama - French five-factor model [24], Brousseau...

in the present study a quasi 2-d numerical model is developed for calculating air concentration distribution in rapid flows. the model solves air continuity equation (convection diffusion equation) in the whole flow domain. this solution is then coupled with calculations of the free surface in which air content in the flow is also considered. to verify the model, its results are compared with a...

A Newtonian (vectorial) approach is used to develop the governing differential equations of motion for a three layer sandwich beam in which the uniform distribution of mass and stiffness is dealt with exactly. The model allows for each layer of material to be of unequal thickness and the effects of coupled bending and longitudinal motion are accounted for. This results in an eighth order ordina...

purposethe current study aimed to identify the effective aspects and factors on knowledge culture. it further strived to present a model for explaining the relationship between knowledge culture and effectiveness of knowledge management procedures in a knowledge-based organization.methodologythe study used a mixture of library and documentary studies, and exploratory mixed methods. first, the l...

The five-factor model of personality (FFM) is a set of five broad trait dimensions or domains, often referred to as the “Big Five”: Extraversion, Agreeableness, Conscientiousness, Neuroticism (sometimes named by its polar opposite, Emotional Stability), and Openness to Experience (sometimes named Intellect). Highly extraverted individuals are assertive and sociable, rather than quiet and reserv...

a new simple model is introduced for a liquid and an equation of state is derived based on this model and the statistical mechanical calculations. this equation of state works well for the non-polar and slightly polar liquids. the important conclusion that may be deduced from this equation of state is that if the reduced variables of state are chosen and defined appropriately, then, the princip...

For the iron-based high Tc superconductor LaFeAsO1−xFx, we construct a minimal model, where all of the five Fe d bands turn out to be involved. We then investigate the origin of superconductivity with a five-band random-phase approximation by solving the Eliashberg equation. We conclude that the spin fluctuation modes arising from the nesting between the disconnected Fermi pockets realise, basi...

In this paper the flow behaviour over a number of car bodies is studied. For this purpose the unsteady 2-D incompressible Navier-Stokes equations have been applied. After averaging and nondimensionalizing the equations, the system of equations has been transformed from the Cartesian (x-y) coordinates to a body fitted generalized (-) coordinate. As the flow is incompressible, the density in the ...