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 تبریز 0

a semi-empirical mathematical model for predicting physical part of ignition delay period in the combustion of direct - injection diesel engines with swirl is developed . this model based on a single droplet evaporation model . the governing equations , namely , equations of droplet motion , heat and mass transfer were solved simultaneously using a rung-kutta step by step unmerical method . the...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه بوعلی سینا - دانشکده علوم پایه 1391

abstract: in this thesis, we focus to class of convex optimization problem whose objective function is given as a linear function and a convex function of a linear transformation of the decision variables and whose feasible region is a polytope. we show that there exists an optimal solution to this class of problems on a face of the constraint polytope of feasible region. based on this, we dev...

ژورنال: اقتصاد مالی 2020

هدف اصلی پژوهش حاضر تبیین مقایسه­ای مدل قیمت­گذاری دارایی سرمایه­ای مبتنی بر مصرف سنتی[i] و مدل قیمت­گذاری دارایی سرمایه­ای مبتنی بر مصرف تعدیل شده با لحاظ ریسک نقدشوندگی در بازار سرمایه ایران است. جامعه آماری مورد مطالعه این پژوهش شرکت­های پذیرفته شده در بورس اوراق بهادار تهران در دوره زمانی 1388 تا 1396 است. با مقایسه­ای میان این دو نوع مدل قیمت­گذاری با استفاده از مدل رگرسیونی دو مرحله­ای فا...

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

target tracking is the tracking of an object in an image sequence. target tracking in image sequence consists of two different parts: 1- moving target detection 2- tracking of moving target. in some of the tracking algorithms these two parts are combined as a single algorithm. the main goal in this thesis is to provide a new framework for effective tracking of different kinds of moving target...

ژورنال: حسابداری مالی 2020

Considering the inverse relationship between the value and momentum factors and the lack of simultaneous use of them in capital asset pricing models as well as non-use of stock quality as representative of profitability ans investment factors such as CAPM and Fama and French's three-factor models, the basis of this study is to provide a new functional model has been replacing pricing models o...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی خواجه نصیرالدین طوسی - دانشکده برق و کامپیوتر 1391

in the area of automotive engineering there is a tendency to more electrification of power train. in this work control of an induction machine for the application of electric vehicle is investigated. through the changing operating point of the machine, adapting the rotor magnetization current seems to be useful to increase the machines efficiency. in the literature there are many approaches wh...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه فردوسی مشهد - دانشکده علوم 1375

this thesis basically deals with the well-known notion of the bear-invariant of groups, which is the generalization of the schur multiplier of groups. in chapter two, section 2.1, we present an explicit formula for the bear-invariant of a direct product of cyclic groups with respect to nc, c>1. also in section 2.2, we caculate the baer-invatiant of a nilpotent product of cyclic groups wuth resp...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سمنان - دانشکده مدیریت و اقتصاد 1392

these days, all department stores make an effort to provide their clients with valuable products in order to project the best image for them. as a result, clients’ comprehension risk will decrease and they will be more willing to repurchase. having a good image is really important for the department stores because it makes an impression on clients’ comprehension of both quality and risk. consid...

پایان نامه :وزارت علوم، تحقیقات و فناوری - پژوهشگاه دانشهای بنیادی (مرکز تحقیقات فیزیک نظری و - پژوهشکده علوم نانو 1392

among the low–dimensional allotropes of carbon, nanotubes and graphene have attracted very much attention from nano–science and nanotechnology specialists. they have been proposed as building blocks in nanometer device engineering. however, these structures are not defect–free. in this thesis, we focused on defective carbon nanotubes and graphene, and studied the effect of couple of very common...

2006
Michael C. Jensen

Considerable attention has recently been given to general equilibrium models of the pricing of capital assets. Of these, perhaps the best known is the mean-variance formulation originally developed by Sharpe (1964) and Treynor (1961), and extended and clarified by Lintner (1965a; 1965b), Mossin (1966), Fama (1968a; 1968b), and Long (1972). In addition Treynor (1965), Sharpe (1966), and Jensen (...

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