نتایج جستجو برای: treynor performance measure

تعداد نتایج: 1347565  

Journal: :Journal of Failure Analysis and Prevention 2001

Journal: :Ekonomika 2021

This paper provides a deep analysis of ten globally diversified portfolios, composed different financial instruments: bonds, shares, ETF’s, commodities, indexes, currencies, constructed applying various optimization techniques. Statistical moments, such as mean, standard deviation, kurtosis and skewness portfolios are compared discussed. Moreover, performance the within time horizon one year es...

Journal: :Anali Ekonomskog fakulteta u Subotici 2018

Journal: :Energies 2021

The resilience of a system can be considered as function its reliability and recoverability. Hence, for effective management, the recoverability all components which build up need to identified. After that, their importance should identified using an appropriate model future resource allocation. critical infrastructures are under dynamic stress due operational conditions. Such significantly aff...

2007
Laurent Candillier Frank Meyer Marc Boullé

Collaborative filtering aims at helping users find items they should appreciate from huge catalogues. In that field, we can distinguish user-based, item-based and model-based approaches. For each of them, many options play a crucial role for their performances, and in particular the similarity function defined between users or items, the number of neighbors considered for useror item-based appr...

2006
David Powers

The Unisex Bathroom is an interesting problem in resource allocation that is useful for illustrative purposes in the study of computer operating systems and parallel processing [1, 9]. The Unisex Bathroom problem consists of a bathroom with n stalls and some number of males and females that share the bathroom. A male or female may be using a stall in the bathroom, waiting to use the bathroom, o...

2015
Leili Lv

In this paper, we prompt public policy performance evaluation method based on local fractional algorithm. This paper takes the public value as a basic framework to build a system and it combines the execution process of ecological construction policies with the performance evaluation of the ecological effects. Then it extracts index factors from some aspects such as the "fairness" of the policy...

پایان نامه :دانشگاه تربیت معلم - تهران - دانشکده ادبیات و علوم انسانی 1390

abstract the variables affecting the nature of reading comprehension can be classified into two general categories: reader’s variables, and text variables (alderson, 2000). despite the wave of research on vocabulary knowledge as reader’s variable, the role of this knowledge in c-test as a text-dependent test and its interaction with lexical cohesion of the test as a text feature has remained a...

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