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Financial returns exhibit stylized facts such as leptokurtosis, skewness and heavy-tailness. Regarding this behavior, in this paper, we apply multivariate generalized hyperbolic (mGH) distribution for portfolio modeling and performance evaluation, using conditional value at risk (CVaR) as a risk measure and allocating best weights for portfolio selection. Moreover, a robust portfolio optimizati...

This paper examines some performance measures to be considered as an alternative of the Sharpe Ratio. More specifically, we analyze allocation problems taking into consideration portfolio selection models based on different performance ratios. For each allocation problem, we compare the maximum expected utility observing all the portfolio selection approaches proposed here. We also discuss an e...

This research study investigated the development of listening proficiency level by the aid of different media- tional artifacts in Systemic Theoretical Instruction (STI). The study considered whether exposing learners to different types and various numbers of mediating artefacts would increase their awareness towards listen- ing concepts after two months, and consequently promote their listenin...

A translation portfolio is a systematic collection of student's translations or reports of tasks torepresent a variety of student's achievements in the translation course over a specified period oftime. This paper aims to investigate the effect of portfolio assessment in the translatingclassroom in an attempt to examine its impact on EFL learners' metacognitive awareness. Todetermine the impact...

BACKGROUND AND OBJECTIVE Volatile sulfur compounds may be the main source of oral malodor. The aim of this study was to clarify the relationship between periodontal parameters and volatile sulfur compounds and to evaluate the improvement of several halitosis-related outcomes by tongue scraping, nonsurgical periodontal treatment (including oral hygiene instruction) and oral hygiene instruction/c...