نتایج جستجو برای: for both portfolios

تعداد نتایج: 10714079  

2004
Ravi Bansal Magnus Dahlquist Campbell R. Harvey

Traditional mean-variance efficient portfolios do not capture the potential wealth creation opportunities provided by predictability of asset returns. We propose a simple method for constructing optimally managed portfolios that exploits the possibility that asset returns are predictable. We implement these portfolios in both single and multi-period horizon settings. We compare alternative port...

Journal: :تحقیقات مالی 0
شاپور محمدی دانشگاه تهران رضا راعی دانشگاه تهران رضا تهرانی دانشگاه تهران آرش فیض آباد دانشگاه تهران

the research problem investigated in this paper is modeling volatility and analyzing risk and return’s relationship in tehran stock exchange using garch-family models including garch(1,1), garch(2,2), egarch(1,1), pgarch(1,1), tgarch(1,1), garch(1,1)-m and cgarch(1,1). using the daily returns of tehran stock exchange companies, we focused on two portfolios of all the companies during a 10-year-...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شهید چمران اهواز - دانشکده علوم 1370

1- in a search directed to the reaction of compound)23(the cycloaddition reaction of 1,3- diphenylisobenzofurane)14(with p-benzoquinone)19(,followed by addition of cyclopentadiene was carried out.the specific spacial stracture of its ir,nmr,mass spectra. 2- in another attempt the kinetic stability and behavior of compounds)20(and)23(was studied.the main subject of this study was the highly reve...

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

heteropoly acids (hpa) and their salts have advantages as catalysts which make them both economically and environmentally attractive, strong br?nsted acidity, exhibiting fast reversible multi-electron redox transformations under rather mild conditions, very high solubility in polar solvents, fairly high thermal stability in the solid states, and efficient oxidizing ability, so that they are imp...

پایان نامه :دانشگاه تربیت معلم - سبزوار - دانشکده ادبیات و علوم انسانی 1389

abstract this study aimed at investigating the impact of etymology strategy instruction on the development of vocabulary of iranian intermediate efl learners. etymology, knowledge of origin of words, roots, and affixes, has proved to be a controversial issue and a question of long debate with regard to its impact on the process of vocabulary learning. this study employed etymology strategy in ...

پایان نامه :0 1375

this study examines the effetivenss of task-based activities in helping students learn english language structures for a better communication. initially, a michigan test was administered to the two groups of 52 students majoring in english at the allameh ghotb -e- ravandi university to ensure their homogeneity. the students scores on the grammar part of this test were also regarded as their pre...

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

abstract this study attempted to investigate the strategies used to translate clichés of emotions in dubbed movies in iranian dubbing context for home video companies. the corpus of the current study was parallel and comparable in nature, consisting of five original american movies and their dubbed versions in persian, and five original persian movies which served as a touchstone for judging n...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شیراز - دانشکده ادبیات و زبانهای خارجی 1391

this study was intended to analyze the listening tapescripts of the elementary and pre-intermediate levels of total english textbooks from the pragmatic dimension of language functions and speech acts in order to see whether the listening tasks are pragmatically informative or not. for this purpose, 8 conversations from the two books were selected randomly, and then, the two pragmatic models of...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تبریز 1381

‏‎this study investigated the effect of prior knowledge on the listening comprehension performance of fl learners. twenty students, male and female, drawn from the two intact groups of the senior and junior english language and literature majors were chosen as the participants of this study . the two groups were then randomly assigned into the experimental and control group. the experimental gr...

The main goal of this research is to calculate VaR index with parametric Markov-Switching GARCH approach for accepted companies in Tehran Stock Exchange and also selecting the optimal portfolio of their stocks. To calculate the index, data and information of weekly stock price of 10 representative firms during the period 2008-2014 has been used which account for 332 working weeks.The results fr...

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