نتایج جستجو برای: adjusted evaluation indices using semivariance (modified sharpe

تعداد نتایج: 4254827  

Journal: :تحقیقات مالی 0
محمدرضا صادقی مقدم استادیار ، مدیریت صنعتی، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران رضا علی بخشی کارشناس ارشد mba، دانشکده مدیریت، دانشگاه تهران، تهران، ایران الهام خلیلی دکتری مدیریت مالی، دانشکدة مدیریت و حسابداری، دانشگاه علامه طباطبائی، تهران، ایران

this paper seeks two goals concurrently, at one hand tries to assay the capability of topsis, vikor and similarity-based approach as multiple attribute decision making approaches in evaluating mutual funds in iran stock exchange, and at the other hand in this evaluation tries to consider and compare three groups of indices including general evaluating indices (age, net value of mutual fund’s as...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه فردوسی مشهد - دانشکده علوم تربیتی و روانشناسی 1391

the purpose of this study was to examine the status of supervision on departments’ heads at ferdowsi university of mashhad (fum) and realize some applied themes to provide a fit model for supervising departments’ heads in fum. the method was case study under a research category aimed for applied one. using purposive sampling, interviews were conducted with top fum managers, head departments, an...

Journal: :SSRN Electronic Journal 2018

Journal: :پژوهش های علوم و فناوری چوب و جنگل 0

identification of the best vegetation indices (vis) for use in quantitative analyzes of vegetation is one of the important issues for ecologists. the objective of this study was sensitivity evaluation of vegetation indices to a stand volume for identification of the best vegetation index (vi) in stand volume estimation using a statistical sensitivity method. also, another objective of this stud...

Journal: : 2022

This study aimed at comparing the performances of distinct hedge fund strategies and assessing diversification opportunities using funds. paper analyses overall performance (as indices) for period 2001-2020. Hedge are compared alternative risk adjusted metrics; first, alpha based on four asset-pricing models (CAPM, Fama-French 3 factor, Carhart 5 factor models); then, Sharpe ratio. The findings...

Journal: : 2022

In this paper, we used several elaborate return-to-risk methods to investigate the risk-adjusted performances of five soft commodities. Regarding only level risk, found that cocoa had highest risk losses, followed by orange juice. Cotton and coffee lowest losses. However, according output, cotton was worst asset in which invest because it negative average returns. contradistinction, sugar a rel...

2016
Velappan Shalini Krishna Prasanna

This research investigates the portfolio diversification benefits of commodities in the backdrop of uncertainty caused by the financial crisis, increased Financialization and speculation in commodity markets. Portfolios are formed out of varied asset classes comprise of equity, bond, infra structure, commodity spot & futures indices and sectoral indices such as agri, metals and energy sectors o...

2012
Asmatullah Chaudhry Anwar M. Mirza

We present a general comparison of punctual kriging based image restoration for different neighbourhood sizes. The formulation of the technique under consideration is based on punctual kriging and fuzzy concepts for image restoration in spatial domain. Three different neighbourhood windows are considered to estimate the semivariance at different lags for studying its effect in reduction of nega...

2014
Ying Liu Marie Rekkas Augustine Wong Ricardas Zitikis

The Sharpe ratio is the prominent risk-adjusted performance measure used by practitioners. Statistical testing of this ratio using its asymptotic distribution has lagged behind its use. In this paper, highly accurate likelihood analysis is applied for inference on the Sharpe ratio. Both the oneand two-sample problems are considered. The methodology has O n−3/2 distributional accuracy and can be...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید