نتایج جستجو برای: risk ratio

تعداد نتایج: 1349368  

Journal: Money and Economy 2017

The Basel Committee on Banking Supervision (BCBS), in response to the recent financial crisis, has developed new stability rules aimed at preventing financial crises in the future. This paper uses the new Liquidity Ratio (LCR) and attempts to determine the impact of this ratio on the stability of the banking system. The objective of the LCR is to promote the short-term resilience of the liquidi...

Background and Aim: Considering the importance of obesity and regarding that only few studies in the field of normal anthropometrics are available in the country, the present .study was conducted to survey cardiovascular diseases (CVD) risk factors in people with normal body mass index and waste circumference. Materials and Methods: Data of this cross-sectional study was obtained from the 1st p...

2006
Svetlozar Rachev Stoyan Stoyanov Frank J. Fabozzi

In this paper, we analyze momentum strategies that are based on reward-risk stock selection criteria in contrast to ordinary momentum strategies based on a cumulative return criterion. Reward-risk stock selection criteria include the standard Sharpe ratio with variance as a risk measure, and alternative reward-risk ratios with the expected shortfall as a risk measure. We investigate momentum st...

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