نتایج جستجو برای: for both portfolios
تعداد نتایج: 10714079 فیلتر نتایج به سال:
Carmine De Franco, PhD Quantitative analyst [email protected] Bruno Monnier, CFA Quantitative analyst [email protected] Ksenya Rulik, PhD, CFA Head of Quantitative Research [email protected] We assess the exposure of stock portfolios sorted by total volatility to interest rate risk and determine whether this non-equity risk can explain differences in risk and risk-adjust...
In this paper, we generalize the parametric ∆-VaR method from portfolios with normally distributed risk factors to portfolios with elliptically distributed ones. We treat both the expected shortfall and the Value-at-Risk of such portfolios. Special attention is given to the particular case of a multivariate t-distribution.
the extent to which written corrective feedback on linguistic errors can play a role in helping l2 writers improve the accuracy of their writing continues to be an issue of interest to researchers and teachers since truscott (1996) mounted a case for its abolition. while there is growing empirical evidence that written corrective feedback can successfully target some types of linguistic error (...
This paper reexamines the profitability of loser, winner and contrarian portfolios in the Chinese stock market using monthly data of all stocks traded on the Shanghai Stock Exchange and Shenzhen Stock Exchange covering the period from January 1997 to December 2012. We find evidence of short-term and long-term contrarian profitability in the whole sample period when the estimation and holding ho...
nitric oxide (no) is a small molecule synthesized by most of mammalian cells with diverse biological activities including vasodilatation, host defense and wound healing. impaired wound healing is a common occurrence among diabetics and patients receiving glucocorticoid therapy. on the other hand the application of laser in biomedical area have been increased. thus, the current studies were desi...
abstract this quasi-experimental study was aimed at examining the impact of storyline complexity on the grammatical accuracy and complexity of advanced and intermediate efl learners. a total of 65 advanced and intermediate efl learners were selected from iran language institute (ili). an intact group including 35 intermediate participants and another intact group with 30 advanced participants ...
Electronic portfolios (e-portfolios) are a paradigm in constructivist e-learning. They are capable of involving students in deep learning while serving as a meaningful way for both students and faculty to engage in outcomes-based assessment. E-portfolios have been shown to be a valid way to document student progress, encourage greater student involvement in the learning process, showcase work s...
iv abstract this study examined the linguistic behaviors of two iranian efl teachers each of them teaching learners of two similar proficiency levels, a beginner level and an intermediate level, to investigate the relationship between the learners proficiency levels and the amounts and purposes for l1 use by the two teachers. the study was carried out to investigate whether there were differe...
there are two major theories of measurement in psychometrics: classical test theory (ctt) and item-response theory (irt). despite its widespread and long use, ctt has a number of shortcomings, which make it problematic to be used for practical and theoretical purposes. irt tries to solve these shortcomings, and provide better and more dependable answers. one of the applications of irt is the as...
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