نتایج جستجو برای: based on treynor
تعداد نتایج: 9128293 فیلتر نتایج به سال:
In this paper I derive a risk-adjusted measure of portfolio performance (now known as "Jensen's Alpha") that estimates how much a manager's forecasting ability contributes to the fund's returns. The measure is based on the theory of the pricing of capital assets by Sharpe (1964), Lintner (1965a) and Treynor (Undated). I apply the measure to estimate the predictive ability of 115 mutual fund man...
this study aimed at examining the effects of iranian efl learners’ anxiety, ambiguity tolerance, and gender on their preferences for corrective feedback (cf, henceforth). the effects were sought with regard to the necessity, frequency, and timing of cf, types of errors that need to be treated, types of cf, and choice of correctors. seventy-five iranian efl students, twenty-eight males and forty...
the present study sought to investigate the impact of using mind-mapping technique instruction on female elementary efl learners reading comprehension; it also investigated their attitudes towards using mind-mapping technique as a tool to improve their reading comprehension. this study followed a quasi-experimental design with two intact groups as experimental, and control groups. the participa...
هدف پژوهش حاضر بررسی تاثیر روش تدریس واژگانی (واژه-محور) بر یادگیری لغات در بین دانش آموزان دوره پیش دانشگاهی است. بدین منظور دو گروه از دانش آموزان دوره پیش دانشگاهی (شصت نفر) که در سال تحصیلی 1389 در شهرستان نور آباد استان لرستان مشغول به تحصیل بودند انتخاب شده و به صورت قراردادی گروه آزمایش و گواه در نظر گرفته شدند. در ابتدا به منظور اطمینان یافتن از میزان همگن بودن دو گروه از دانش واژگان، آ...
a phase-locked loop (pll) based frequency synthesizer is an important circuit that is used in many applications, especially in communication systems such as ethernet receivers, disk drive read/write channels, digital mobile receivers, high-speed memory interfaces, system clock recovery and wireless communication system. other than requiring good signal purity such as low phase noise and low spu...
writing as a productive skill requires practice in the basic sub-skills of vocabulary and grammar. in fact, grammar has been viewed as the core of programs in writing classes to help the students put the elements of sentence together and combine sentences of specific lengths to come up with an error-free work of art. conceptualizing l2 writing in this way introduces writing as a product and enc...
introduction: diabetes mellitus is an growing national and international public health concern. the number of people affected by diabetes in world by 2030 will be 69% in developing countries. regular physical activity plays a key role in the management of type 2 diabetes melitus, particularly glycemic control. it has been recommended that peoples with type 2 diabetes participate in moderate-int...
Mutual funds are the best tool to mobilize savings and investments in an economy and Pakistan is the pioneer in South Asia, but this industry is not as much mature in comparison to its age in Pakistan. This paper examines the performance of closed ended mutual funds in Pakistan by using five different ranking measures during a period of January 2009 to December 2013 and the sample consists of o...
Our main goal is the generalization of the approach of Jobson and Korkie (1984) for funds performance evaluation. Therefore, we consider the portfolio selection problem of an investor who faces short sales restrictions when choosing among F different investment funds and assume the investor's utility function to be of the HARA type. We develop a performance measure and discuss its relationships...
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