نتایج جستجو برای: weight method enables investors to form multiple portfolios

تعداد نتایج: 11198187  

Journal: :Games 2011
Manfred Nermuth

We characterize the structure of Nash equilibria for a certain class of asset market games. In equilibrium, different assets have different returns, and (risk neutral) investors with different wealth hold portfolios with different structures. In equilibrium, an asset’s return is inversely related to the elasticity of its supply. The larger an investor, the more diversified is his portfolio. Sma...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد گرمسار - دانشکده علوم انسانی 1391

the present study was conducted to investigate the effect of implicit focus on form through input flooding and the effect of noticing, explicit focus on form on linguistic accuracy. to fulfill the purpose of the study, 86 iranian pre-intermediate efl learners of one of the language institutes were chosen by means of administering ket as the homogeneity test. these learners were pretested throug...

Journal: :European Journal of Operational Research 2015
Yan Chen Xuancheng Wang

This paper describes a hybrid stock trading system based on Genetic Network Programming (GNP) and Mean Conditional Value-at-Risk Model (GNP–CVaR). The proposed method, combining the advantages of evolutionary algorithms and statistical model, has provided useful tools to construct portfolios and generate effective stock trading strategies for investors with different risk-attitudes. Simulation ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه پیام نور - دانشگاه پیام نور استان تهران - دانشکده علوم انسانی 1390

in the new age, in regard to human success in education in the globalizing world, one can consider english proficiency and individual differences as two important issues. in efl settings, reading skill plays an important role in education. it seems that using multiple intelligences theory in efl classes which values individual differences by tapping different intelligences, can be rewarding. as...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت دبیر شهید رجایی - دانشکده ادبیات و زبانهای خارجی 1392

abstract the current study examined the role of emotional intelligence and motivation on language learning of efl learners in iranian context. the participants of this study were 162 female and 100 male junior high school students. these participants were selected by convenient sampling method. to carry out the study two questionnaires were administered to the participants. first, the adap...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شاهد - دانشکده فنی و مهندسی 1387

abstract biometric access control is an automatic system that intelligently provides the access of special actions to predefined individuals. it may use one or more unique features of humans, like fingerprint, iris, gesture, 2d and 3d face images. 2d face image is one of the important features with useful and reliable information for recognition of individuals and systems based on this ...

Journal: :European Journal of Operational Research 2011
Ephraim Clark Octave Jokung Konstantinos Kassimatis

The concept of efficient portfolios plays an important role in modern financial theory and practice. Although there is an extensive and growing literature that focuses on testing portfolio efficiency, outside of mean-variance optimization, which has several serious shortcomings, no systematic methodology for building efficient portfolios from inefficient indices has been developed. This paper a...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه لرستان - دانشکده علوم پایه 1389

abstract part one: the electrode oxidation potentials of a series of eighteen n-hydroxy compounds in aqueous solution were calculated based on a proper thermodynamic cycle. the dft method at the level of b3lyp-6-31g(d,p) was used to calculate the gas-phase free energy differences ,and the polarizable continuum model (pcm) was applied to describe the solvent and its interaction with n-hydroxy ...

Journal: :Oper. Res. Lett. 2016
Byung-Geun Choi Napat Rujeerapaiboon Ruiwei Jiang

Growth-optimal portfolios are guaranteed to accumulate higher wealth than any other investment strategy in the long run. However, they tend to be risky in the short term. For serially uncorrelated markets, similar portfolios with more robust guarantees have been recently proposed. This paper extends these robust portfolios by accommodating non-zero autocorrelations that may reflect investors’ b...

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