<p style="text-indent:20px;">In this paper, we investigate sparse portfolio selection models with a regularized <inline-formula><tex-math id="M1">\begin{document}$ l_p $\end{document}</tex-math></inline-formula>-norm term id="M2">\begin{document}$ (0<p\leq 1) $\end{document}</tex-math></inline-formula> and negatively bounded shorting constrain...

The fund manager always pronounces “the high returns from hedge fund are along with low risk. Is the performance of hedge fund manager really good? In this study, the market-timing ability and performance consistency on hedge fund manager are tested. The Sharpe ratio was employed to implement the consistency of performance for mutual fund in the previous literature. Due to the non-normally dist...

The distal-less family of homeobox genes contains six members, Dlx1, Dlx2, Dlx3, Dlx5, Dlx6 and Dlx7, arranged in convergent pairs within the genome of mammals. Both genes of a given pair (Dlx1 and Dlx2, Dlx3 and Dlx7, Dlx5 and 6) have been shown to have similar domains of expression (Qiu et al., 1997). Dlx1 and Dlx2 are expressed in the epithelium and mesenchyme of the maxillary and mandibular...

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...

O presente artigo tem como objetivo analisar o índice de Sharpe sob Endividamento das empresas, assim verificando a hipótese que uma empresa com maior indicador possui também um risco e, portanto menor Sharpe. Na metodologia, os dados foram obtidos através dos Formulários Referência (FRE) da BM&FBovespa (B3), empresas carteira Teórica do Ibovespa, entre período 1996 2016. Para verificar rel...

A proximate, biophysical model is proposed describing temperature-modulated variation in growth rate and differentiation rate in ectotherms, based upon the Sharpe–Schoolfield equation connecting enzyme kinetics and biological rates. Like the Sharpe-Schoolfield equation, the model assumes (1) that growth rate and differentiation rate can be described as controlled by one rate-limiting enzyme; in...