نتایج جستجو برای: adjusted evaluation indices using semivariance modified sharpe

تعداد نتایج: 4254827  

Journal: :Clinical biomechanics 2016
Yang Sun Park Young Tae Lim Kyung Koh Jong Moon Kim Hyun Joon Kwon Ji Seung Yang Jae Kun Shim

BACKGROUND Adolescent idiopathic scoliosis is a prevalent orthopedic problem in children ages 10 to 16years. Although genetic, physiological and biomechanical factors are considered to contribute to the onset and progression of adolescent idiopathic scoliosis, the underlying mechanisms are not yet clear. The purpose of this study was to investigate the association between spinal deformity and i...

Journal: :International Business & Economics Research Journal (IBER) 2014

Journal: :Journal of Research in Engineering and Applied Sciences 2021

2003
Javier Estrada

For over 30 years academics and practitioners have been debating the merits of the CAPM. One of the characteristics of this model is that it measures risk by beta, which follows from an equilibrium in which investors display mean-variance behavior. In that framework, risk is assessed by the variance of returns, a questionable and restrictive measure of risk. The semivariance of returns is a mor...

Journal: :Remote Sensing 2017
Alessandro C. Mondini

Landslides cause damages and affect victims worldwide, but landslide information is lacking. Even large events may not leave records when they happen in remote areas or simply do not impact with vulnerable elements. This paper proposes a procedure to measure spatial autocorrelation changes induced by event landslides in a multi-temporal series of synthetic aperture radar (SAR) intensity Sentine...

2002
Robert B. Durand Lau Sim Yoon Ross A. Maller

iii Evidence for the benefits of international over domestic portfolio diversification is still mixed. In part, this may be due to different methodologies employed. There has recently been a resurgence of interest in Markowitz allocation methods in preference to alternatives such as index models. Accordingly, this paper examines international portfolio optimisation using the full Markowitz meth...

Journal: :Shanlax international journal of management 2023

Though there are numerous financial assets in our capital market for the investors to invest their money attainment of more return, Mutual Funds play a predominant role acting as most favorable asset increase wealth by offering schemes. Investors who eyeing on mix various one single scheme can consider investing hybrid funds. That is why we conducting study selected mutual types funds have take...

Journal: :Algorithmic Finance 2017
Mariana Rosa Montenegro Pedro Henrique M. Albuquerque

This work aims the development of an enhanced portfolio selection method, which is based on the classical portfolio theory proposed by Markowitz (1952) and incorporates the local Gaussian correlation model for optimization. This novel method of portfolio selection incorporates two assumptions: the non-linearity of returns and the empirical observation that the relation between assets is dynamic...

هلاکویی نایینی, کورش, چمن, رضا, گلستان, بنفشه, یونسیان, مسعود,

Background and Objectives: A pregnancy can be considered high-risk if there are conditions that put the mother or the baby at higher-than-average risk of morbidity or mortality. Neonatal mortality rate is one of the most important indices of children's health status. The present study was conducted to evaluate the effects of high-risk states on neonatal mortality. Methods: We performed a nes...

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