نتایج جستجو برای: correlation coefficient among assets

تعداد نتایج: 1632211  

2003

In the introductory lectures, we have discussed Markowitz’ theory of mean-variance optimization (MVO) for the selection of portfolios of securities (or asset classes) in a manner that trades off the expected returns and the perceived risk of potential portfolios. Consider assets S1, S2, . . . , Sn (n ≥ 2) with random returns. Let μi and σi denote the expected return and the standard deviation o...

2010
Turan G. Bali Robert F. Engle

The intertemporal capital asset pricing model of Merton (1973) is examined using the dynamic conditional correlation (DCC) model of Engle (2002). The mean-reverting DCC model is used to estimate a stock’s (portfolio’s) conditional covariance with the market and test whether the conditional covariance predicts time-variation in the stock’s (portfolio’s) expected return. The risk-aversion coeffic...

Journal: :ecopersia 2014
mohammadali hadian-amri karim solaimani ataollah kavian peyman afzal thomas glade

determining landslide size could be a difficult and expensive task. in this research, size parameters of 142 landslides recognized in tajan river basin, northern iran, have been assessed. the dataset was prepared through the extensive field surveys and using the satellite imagery available via google earth. dependence between landslides area (a-m2), volume (v-m3), and depth (d-m) was appointed ...

2013
Bidyadhar Dehury

Often the household environmental factors are combined with the household assets in explaining the economic differentials in population and health parameters of developing countries. Though the utility of wealth index (that combines household environment with assets) in explaining health and health care utilization is established, its utility as a proxy of economic measures is contested. In thi...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده علوم انسانی 1392

this research has been taken among the students of high school in karaj city during the years 1391 and 1392. this is a survey research and data gathering is through questionnaires. studying the “an analysis of students’ tendency toward non-native reference groups in karaj”. the questionnaire was distributed among 260 of these students who were chosen through multi step cluster sampling. conside...

Journal: :CoRR 2016
Wen Jiang

How to manage conflict is still an open issue in Dempster-Shafer evidence theory. The correlation coefficient can be used to measure the similarity of evidence in Dempster-Shafer evidence theory. However, existing correlation coefficients of belief functions have some shortcomings. In this paper, a new correlation coefficient is proposed with many desirable properties. One of its applications i...

2002
Ruth N. Bolton Katherine N. Lemon Peter C. Verhoef

Most research in customer asset management has focused on specific aspects of the value of the customer to the company. The purpose of this article is to propose an integrated framework, called CUSAMS (customer asset management of services), that enables service organizations (1) to make a comprehensive assessment of the value of their customer assets and (2) to understand the influence of mark...

2008

• In this lesson, we will learn how to measure the coefficient of correlation for two sets of ranking. • The coefficient of correlation, r, measures the strength of association or correlation between two sets of data that can be measured. Sometimes, the data is not measurable but can only be ordered, as in ranking. • For example, two students can be asked to rank toast, cereals, and dim sum in ...

2007
Young-Gab Kim Jongin Lim

The rapid growth of the Internet technology has encouraged organizations to protect their information assets. Furthermore, the need for risk analysis has become very important for organizations. However, the existing risk analysis just presents the guidelines that can be used to determine the security measures but do not support how to evaluate the risks quantitatively. Therefore, in this paper...

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