نتایج جستجو برای: lintner model
تعداد نتایج: 2104306 فیلتر نتایج به سال:
در مطالعه عمیق روی توزیع زاویه ای پاره های شکافت در واکنش یون سنگین ناهمسانگردی های زیادی دیده شده است. این ناهمسانگردی ها را می توان توسط نظریه استاندارد آماری (tsm)(transition statistical state model) توضیح داد.46علت وجود این ناهمسانگردی ها را می توان به اسپین بالا یا z2/a هسته شکافت پذیر نسبت داد1. برای ناهمسانگردیهای بیشترمی -توان از مدل آماری انقطاع (ssm)استفاده کرد. در این مدل توزیع تصویر...
The stochastic discount factor (SDF) methodology is becoming quite popular in recent empirical asset pricing studies. It appears that this new methodology, as claimed, is going to replace traditional methodologies. In this paper, we point out that, because the current practice of the stochastic discount factor methodology ignores a fully specified model for asset returns, it suffers from two po...
despite the different criticisms on contrastive analysis it has been proved that the results of it(when processed) can be useful in a tefl environment, specially at the level of phonology.this study is an attempt to compare and contrast the sound systems of kurdish and english for pedagogical aims.the consonants,vowels,stress and intonation of the two languages are described by the same model...
در این مطالعه برج دانه سازی منطقه یک پتروشیمی شیراز با دو مدل شبیه سازی گردیده است و نتایج هر دو مدل با داده های صنعتی مقایسه شده است. در مدل اول (lumped model) از مقاومت حرارتی در داخل دانه صرف نظر شده است و توزیع دما در داخل دانه یکنواخت است . در مدل دوم (distributed model) برای نقاط داخلی دانه در جهت شعاع توزیع دما در نظر گرفته شده است . نتایج به دست آمده از هر دو مدل با داده های صنع...
This paper empirically examines the relation between the expected stock return and the bid-ask spread. Using the same portfolio formation method as in Amihud and Mendelson (1986) but different test methodologies, we do not find any clear reliable relation between the CAPM risk-adjusted return and the relative bid-ask spread. Our empirical results are more consistent with the conclusions of Cons...
The principal purpose of this paper is to provide a background briefing on behavioural finance (BF) for those unfamiliar with this significant paradigm shift underway in finance scholarship. The paper synthesises and summarises a rapidly burgeoning literature on BF which, presently, is not as accessible as that concerned with modern finance theory. Attention is first given to what is meant by t...
We show in any economy trading options, with investors having mean-variance preferences, that there are arbitrage opportunities resulting from negative prices for out of the money call options. The theoretical implication of this inconsistency is that mean-variance analysis is vacuous. The practical implications of this inconsistency are investigated by developing an option pricing model for a ...
The New Palgrave: Finance (W.W. Norton, New York, 1989) reprints a selection of entries from the The New Palgrave, A Dictionary of Economics, edited by John Eatwell, Murray Milgate, and Peter Newman. This is one of several such volumes serving readers in different areas of economics. For this volume, the editors have chosen 30 essays and added a general preface for the series as well as a speci...
ciency hypothesis by Fama (1970), Fama and French (1989) argue that stock market returns are predictable. There is also evidence of the predictability in the cross section of stock returns, which casts doubt on the widely accepted CAPM by Sharpe (1964) and Lintner (1965). In particular, Fama and French (1992, 1993) report that value stocks, stocks of high book-to-market value ratio, have much h...
We compare the dividend policies of privatelyand publicly-held firms in order to examine Lintner’s (1956) model of dividends, as wells as more recent agency-based and informationbased explanations of observed dividend behavior. Our findings suggest that both public and private firms exhibit a strong aversion to dividend cuts and omissions; however, public firms adhere to a consistent policy of ...
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