نتایج جستجو برای: first lag of market return affected net cash flow to mutual funds however

تعداد نتایج: 22278160  

پایان نامه :0 1375

investigation the archetype of mother can help the reader to understand poes works, especially his fiction, better, if not fully. motivated by internal and external drives to get into the universe in its manifold form poe was impelled to art and, from various modes of art, to symbolism. how much was poe successful to produce works of art has been a matter of dispute among critics. however, ther...

Journal: :Scientific and social research 2021

This paper discusses the factors influencing return of mutual funds. It takes monthly funds as a dependent variable, and three kinds potential factors, which are characteristics funds, managers market independent variables.

پایان نامه :دانشگاه تربیت معلم - تهران - دانشکده علوم 1393

in this thesis, structural, electronical, and optical properties of inverse pervskite(ca3pbo) in cubic phase have been investigated.the calculation have been done based on density functional theory and according to generalized gradiant approximate (gga) as correlating potential. in order to calculate the configurations, implementing in the wien2k code have been used from 2013 version. first of ...

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

abstract governing was disorganized for years, when mongols attached to iran and it caused to clearing way for interference of mongols princes. dispatching of holaku to the west culminated in establishing iilkhanan government. holakus activities in destruction of abbaasis government and activities which shows his staying in iran, made force oulus juji to comparison against iilkhanis gover...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد تهران مرکزی - دانشکده مدیریت 1392

data envelopment analysis (dea) is a powerful tool for measuring relative efficiency of organizational units referred to as decision making units (dmus). in most cases dmus have network structures with internal linking activities. traditional dea models, however, consider dmus as black boxes with no regard to their linking activities and therefore do not provide decision makers with the reasons...

1999
Christer Carlsson Robert Fullér

We consider the internal rate of return (IRR) decision rule in capital budgeting problems with fuzzy cash flows. The possibility distribution of the IRR at any r ≥ 0, is defined to be the degree of possibility that the (fuzzy) net present value of the project with discount factor r equals to zero. Generalizing our earlier results on fuzzy capital budegeting problems [5] we show that the possibi...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس 1389

in the past couple of decades sociocultural theory of sla and its implications in efl contexts have attracted attentions of research circles worldwide and aroused some controversies. firth and wagner (1997) have questioned the principles of the cognitive view which gives importance to mental constructs in favor of sociocultural view which highlights social and contextual constructs. but if soci...

2005
Hendrik Scholz Marco Wilkens William F. Sharpe

In this paper we analyze the influence of market climates on mutual fund Sharpe ratios. First, in a theoretical analysis based on a common factor model in performance analysis, we show that a significant bias results from market climate – in addition to the obvious influence of fund management performance. Market climate is determined by the random mean and standard deviation of market excess r...

2001
Wei Jiang

In this paper, we propose a nonparametric test for market timing ability and apply the analysis to a large sample of mutual funds that have different benchmark indices. The test statistic is formed to proxy the probability that a manager loads on more market risk when the market return is relatively high. The test (i) only requires the ex post returns of funds and their benchmark portfolios; (i...

2003
Navneet Arora Hui Ou-Yang Dong-Hyun Ahn Jennifer Conrad Eitan Goldman Pete Kyle Steve Slezak

Closed-end funds have been a topic of interest among academics and professionals on five counts. First, they tend to sell above their net asset value at their commencement. Second, they start selling at a discount within a year. Third, this discount is volatile but mean-reverting. Fourth, the news of open-ending a fund reduces the discount although some discount persists till the actual event o...

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