نتایج جستجو برای: weight method enables investors to form multiple portfolios
تعداد نتایج: 11198187 فیلتر نتایج به سال:
the present research study attempted to find out the extent to which two pre-task activities of “glossary of unknown vocabulary items” and “content related support” assisted efl language learners with their performance on listening comprehension questions across two different proficiency levels (low and high). data for this study were obtained from a total of 120 language learners, female and m...
due to extraordinary large amount of information and daily sharp increasing claimant for ui benefits and because of serious constraint of financial barriers, the importance of handling fraud detection in order to discover, control and predict fraudulent claims is inevitable. we use the most appropriate data mining methodology, methods, techniques and tools to extract knowledge or insights from ...
data envelopment analysis (dea) is a powerful tool for measuring relative efficiency of organizational units referred to as decision making units (dmus). in most cases dmus have network structures with internal linking activities. traditional dea models, however, consider dmus as black boxes with no regard to their linking activities and therefore do not provide decision makers with the reasons...
I explore cross-sectional portfolio performance in a sample containing 324,736 transactions conducted by 16,831 investors at an Internet discount brokerage firm during the period May 1999 to March 2002. On average, investors hold undiversified portfolios, show a strong preference for risk, and trade aggressively. I measure performance using a panel data model, and explain the cross-sectional va...
This article formalizes investor rationality and irrationality, exuberance and apprehension, to consider the implications of belief formation for the fragility of an economy’s financial structure. The model presented generates a financial structure with portfolio linkages that make it susceptible to contagious financial crises, despite the absence of coordination failures. Investors forecast th...
People are more willing to bet on their own judgments when they feel skillful or knowledgeable (Heath and Tversky, 1991). We investigate whether this ‘competence effect’ influences trading frequency and home bias. We find that investors who feel competent trade more often and have more internationally diversified portfolios. We also find that male investors, and investors with larger portfolios...
The old adage about putting all of one’s eggs in one basket was thought wise long before the advent of modern portfolio theory and the important results of Markowitz (1959) and others. However, despite the anecdotal imperative to investors to diversify their portfolios, the empirical reality is that diversification rarely takes place as recommended by portfolio theory. In this paper, I demonstr...
This study explores the role of investor sentiment in the pricing of a broad set of macro-related risk factors. Economic theory suggests that pervasive factors (such as TFP and consumption growth) should be priced in the cross-section of stock returns. However, when we form portfolios based directly on their exposure to macro factors, we find that portfolios with higher risk exposure do not ear...
abstract the current study set out to address the issue as to whether the implementation of portfolio assessment would give rise to iranian pre-intermediate efl learner autonomy. participants comprised 60 female in pre-intermediate level within the age range of 16-28.they were selected from among 90 language learners based on their scores on language proficiency test -key english test. then, t...
Abstract—Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and c...
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