نتایج جستجو برای: adjusted evaluation indices using semivariance modified sharpe
تعداد نتایج: 4254827 فیلتر نتایج به سال:
This paper seeks to answer whether socially responsible bond Exchange Traded Funds (ETFs) in t he USA can outperform the main local aggregate and stock market indices. More specifically, performance of 62 ETFs with Environmental, Social Governance (ESG) Scores 7/10 or above is assessed over period 1/1/2018 - 31/12/2021. The sample has been selected based on data availability study period. Stand...
Phosphorus (P) Indices in the southern United States frequently produce different recommendations for similar conditions. We compared risk ratings from 12 southern states (Alabama, Arkansas, Florida, Georgia, Kentucky, Louisiana, Mississippi, North Carolina, Oklahoma, South Carolina, Tennessee, and Texas) using data collected from benchmark sites in the South (Arkansas, Georgia, Mississippi, No...
Many risk, inequality, poverty and concentration measures are extremely sensitive to outliers, dependence, heterogeneity and heavy tails. In this paper we focus on robust measurement of risk, inequality, poverty and concentration under heterogeneity, dependence and heavy-tailedness of largely unknown form using the recent results on t−statistic based heterogeneity and correlation robust inferen...
A bioassay method detecting deformations of mycelia germinated from conidia of Pyricularia oryzae P-2b, has been modified to give quantitative estimations. The method was first developed using antimitotic agents which showed characteristic curling effect. Morphological deformations include curling, swelling, hyper-divergency, beads shape and so on, and inhibition of the germination was also obs...
This paper uses the concept of possibilistic risk aversion to propose a new approach for portfolio selection in fuzzy environment. Using possibility theory, the possibilistic mean, variance, standard deviation and risk premium of a fuzzy number are established. Possibilistic Sharpe ratio is defined as the ratio of possibilistic risk premium and possibilistic standard deviation of a portfolio. T...
soil hydraulic properties such as soil water characteristic curve are necessary prerequisite for modeling water movement and solute transport. direct methods of estimating these hydraulic properties are time consuming and costly. indirect methods, such as pedotransfer functions, estimate the hydraulic parameters using easy-to-measure soil properties like particle size distributions, bulk densit...
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