نتایج جستجو برای: garch method measures portfolio risk more accurately in comparison with traditional methods

تعداد نتایج: 19044979  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه بیرجند - دانشکده علوم انسانی 1390

in solvo-hydrothermal method, xrd pattern was indicated presence of intermediate of ammonium octatmolybdate and ammonium tetramolybdate, which were changed to stble phase of ?-moo3 annealing. sem images were indicated nanoparticle with semispheical morphology and tem image was demonstrated nanoparticles with a diameter size of 25nm. also in impregnate method. the xrd pattern was shown high crys...

پایان نامه :دانشگاه تربیت معلم - سبزوار - دانشکده ادبیات و زبانهای خارجی 1390

this study investigated the effects of planning on second-language written production with regard to task type. the participants were 75 iranian learners of english as a foreign language attending a private foreign language institution. they were asked to complete two different types of writing tasks (expository writing task and argumentative writing task) in different planned conditions (indiv...

Journal: :Journal of risk and financial management 2022

Portfolio optimisation aims to efficiently find optimal proportions of portfolio assets, given certain constraints, and has been well-studied. While ascertains asset combinations most suited investor requirements, numerous real-world problems impact its simplicity, e.g., preferences. Trading restrictions are also commonly faced must be met. However, in adding constraints Markowitz’s basic mean-...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه یزد 1388

there is less published research about how teachers in efl contexts respond to students who are relatively less mature and less competent l2 writers. while writing researchers have examined various issues concerning peer and teacher response in writing-oriented classes, little research has centered on the effect of collaborative tasks particularly dictogloss on writing skills. output collaborat...

Journal: :future of medical education journal 0
morteza malmir tuyserkan branch, islamic azad university, tuyserkan, hamadan, iran mohammad zare malayer branch, islamic azad university, malayer, hamadan, iran rahele sarikhani malayer branch, islamic azad university, malayer, hamadan, iran vahid mansouri payamnoor university, iran mostafa salari central tehran branch, islamic azad university, tehran, iran

background: the modern electronic technologies have had a deep impact on traditional methods of education and brought forth new methods for effective education. electronic portfolio is one of the newest methods of teaching. therefore, the purpose of the present research was to study the impact of using e-portfolio on nursing students' learning in physiology course. methods: the design of t...

2015
Jiechen Tang Chao Zhou Xinyu Yuan Songsak Sriboonchitta

This paper concentrates on estimating the risk of Title Transfer Facility (TTF) Hub natural gas portfolios by using the GARCH-EVT-copula model. We first use the univariate ARMA-GARCH model to model each natural gas return series. Second, the extreme value distribution (EVT) is fitted to the tails of the residuals to model marginal residual distributions. Third, multivariate Gaussian copula and ...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد تهران مرکزی - دانشکده ادبیات و زبانهای خارجی 1390

august wilson is undoubtedly one of the rare black playwrights whose works have attracted streams of attention and worldwide audience. the present study aims at analyzing fences and piano lesson which are two of the most successful plays in his pittsburgh cycle from the perspective of michel foucault’s theories and ideas. studying these two plays from foucault’s perspective opens new windows in...

2008
Josip Arnerić Elza Jurun Snježana Pivac

Risk management in this paper is focused on multivariate risk-return decision making assuming time-varying estimation. Empirical research in risk management showed that the static "mean-variance" methodology in portfolio optimization is very restrictive with unrealistic assumptions. The objective of this paper is estimation of time-varying portfolio stocks weights by constraints on risk measure...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه رازی - دانشکده ادبیات و علوم انسانی 1391

the purpose of this two-phase, sequential mixed methods study was to find out whether there were any decencies between male and female ma students’ theses regarding the common features of academic writing such as syntactic complexity, means of integrating cited information, and organizing arguments. i chose 10 male written theses and 15 female written theses in tefl and linguistics. in the firs...

In this research, performance of portfolios formed by use of grid strategy based on new variables (aggressive, indifference and defensive stocks) presented by Rahnamaye Roodposhti (1388), and traditional ones (growth, growth-value and value stocks), calculated with Sharpe and Treynor performance measures and tested by an Active portfolio management approach to identify the portfolios by perform...

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