نتایج جستجو برای: adjusted evaluation indices using semivariance modified sharpe

تعداد نتایج: 4254827  

Journal: :Journal of the Institute of Actuaries 1981

Journal: :تحقیقات مالی 0
رضا تهرانی دانشکده مدیریت مسلم پیمانی

in this article the researcher, comparing semivariance and calculated beta on basis of it to the variance and common beta, has tried to see whether downside beta criteria (semivariance and calculated beta on basis of it) have any preference over the common risk criteria (variance and common bata) or not. in order to achieve this, weekly data of 55 sample companies were gathered in a 6-year peri...

2008
J. Andrew Royle

Estimated covariances or semivariances are often used to describe the spatial dependence of spatio-temporal data in the atmospheric and environmental sciences. In this paper an analytic comparison is made between the variance of estimates of covariance and semivariance. It is shown that the estimated semivariances are more precise than estimated covariances for large positive spatial correlatio...

2005
Lindsay T. Sharpe Andrew Stockman Wolfgang Jagla Herbert Jägle

We propose a new luminosity function, V ð1Þ, that improves upon the original CIE 1924 Vð1Þ function and its modification by D. B. Judd (1951) and J. J. Vos (1978), while being consistent with a linear combination of the A. Stockman & L. T. Sharpe (2000) long-wavelength-sensitive (L) and middle-wavelength-sensitive (M) cone fundamentals. It is based on experimentally determined 25 Hz, 2diameter,...

Journal: :Proceedings of the Karelian Research Centre of the Russian Academy of Sciences 2021

Journal: :European Journal of Electrical Engineering and Computer Science 2021

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