نتایج جستجو برای: trend return period
تعداد نتایج: 661948 فیلتر نتایج به سال:
Abstract In this paper, we derive an analytical solution to the dynamic optimal portfolio choice problem in case of investor equipped with a power utility function wealth. The results are established by solving Bellman backward recursion under assumption that vector asset returns follows vector-autoregressive process predictable variables. empirical study, performance derived is compared one ob...
Changes in Climate parameters have been accelerated in the coming age, which can affect agricultural activities directly and indirectly. Temperature and precipitation are the most complex climatic factors. Spectral analysis is a scientific and efficient technique used to recognize and detect the hidden behaviors of these variables. In this research, in order to study and analyze the temperature...
Recently, many researches attempt to apply data mining methods to construct attractive decision support models for stock prediction. These models mainly focus on forecasting the price trend and providing advice for investors. According to the practical requirements, this paper proposes a model based on the combination of financial indicators and data mining methods to help fund managers make de...
The Rebound effect refers to the reactions that occur to the advancement of technology and the increase of energy efficiency, and these reactions prevent the achievement of the desired goal completely. In this study, in order to investigate the effect of energy return on the value added of Iranchr(chr(chr('39')39chr('39'))39chr(chr('39')39chr('39')))s industrial sector, first by estimating the ...
The aim of this study is to investigate the trend of spatial and temporal changes in the future extreme temperature of Iran. The data used include daily data of minimum temperature and maximum temperature of CCSM4 model during the basic period of 1986-2005 and the future period of 2006-2050 under scenarios of 4.5 and 8.5 in Iran. The results of studying the trend of warm and cold extreme during...
The basis for this paper is the pricing of multi-period rate of return guarantees. These guarantees can typically be found in life insurance and pension contracts. We derive closed form solutions, expressed by the cumulative multivariate normal probability distribution, for multiperiod rate of return guarantees on both a money market account and a stock. The guarantees of Hipp (1996), Persson a...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید