نتایج جستجو برای: we need an appropriateand developed model for risk and asset pricing fama

تعداد نتایج: 19937428  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - پژوهشکده مهندسی فرایند 1395

abstract: mineral scaling in oil and gas production equipment is one of the most important problem that occurs while water injection and it has been recognized to be a major operational problem. the incompatibility between injected and formation waters may result in inorganic scale precipitation in the equipment and reservoir and then reduction of oil production rate and water injection rate. ...

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

abstract in first part of this project, the use of a new and biguanid-like catalyst supported on silica as a recyclable catalyst provides a new route for the synthesis of a variety of arylalkylidene rhodanine derivatives through knoevenagle reaction in at present of solvent at room temperature. rhodanine derivatives and especially arylalkylidene rhodanines have proven to be attractive compound...

Journal: :تحقیقات مالی 0
غلامرضا اسلامی بیدگلی دانشیار مدیریت مالی، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران اعظم هنردوست کارشناس ارشد مدیریت مالی، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران

to achieve the optimal model for capital asset pricing has always been a central issue in studies of the financial field. in this study we consider fama and french three-factor model augmented by the pastor and stambaugh (2003) liquidity risk factor. unlike most previous studies in this model, stock level beta is allowed to vary with firm-level size and book-to-market value. to verify the above...

The main criterion in investment decisions is to maximize the investors utility. Traditional capital asset pricing models cannot be used when asset returns do not follow a normal distribution. For this reason, we use capital asset pricing model with independent and identically asymmetric power distributed (CAPM-IIAPD) and capital asset pricing model with asymmetric independent and identically a...

پایان نامه :0 1375

to explore the idea the investingation proposed, aimed at finding whether the performances of the population of iranians students studying english in an efl context are consistent in l1 and l2 writing taks and whether there is a cross-linguistic transfer in this respect. in this regard the subjects were instructed to write four compositions-two in english and two in farsi-which consisted of an ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی 1390

over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه ارومیه 1377

fuzzy logic has been developed over the past three decades into a widely applied techinque in classification and control engineering. today fuzzy logic control is one of the most important applications of fuzzy set theory and specially fuzzy logic. there are two general approachs for using of fuzzy control, software and hardware. integrated circuits as a solution for hardware realization are us...

پایان نامه :0 1392

it is definitely necessary to understand the concept and behavior of causation of life insurance policies and its determinants for insurance managers, regulators, and customers. for insurance managers, the profitability and liquidity of insurers can be increasingly influenced by the number of causation through costs, adverse selection, and cash surrender values. therefore, causation is a materi...

2008
Javed Iqbal Robert Brooks Don U.A. Galagedera

The CAPM as the benchmark asset pricing model generally performs poorly in both developed and emerging markets. We investigate whether allowing the model parameters to vary improves the performance of the CAPM and the Fama-French model. Conditional asset pricing models scaled by conditional variables such as Trading Volume and Dividend Yield generally result in small pricing errors. However, a ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه بیرجند - دانشکده علوم 1391

in this thesis, we consider a mathematical model of cancer with completely unknown parameters. we study the stability of critical points which are biologically admissible. then we consider a control on the system and introduce situations at which solutions are attracted to critical points and so the cancer disease has auto healing. the lyapunov stability method is used for estimating the un...

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