نتایج جستجو برای: risk free return
تعداد نتایج: 1487057 فیلتر نتایج به سال:
abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...
We consider a continuous time dynamic pension funding model in a defined benefit plan of an employment system. The benefits liabilities are random, given by a geometric Brownian process. Three different situations are studied regarding the investment decisions taken by the sponsoring employer: in the first, the fund is invested at a constant, risk-free rate of interest; in the second, the promo...
Portfolio theory assumes that investors accept risk. This means thatin the equal rate of return on the two assets, the assets were chosenthat have a lower risk level. Modern portfolio theory is accepted byinvestors who believe that they are not cope with the market. Sothey keep many different types of securities in order to access theoptimum efficiency rate that is close to the rate of return o...
Here we study the performance of a one-period investment X0 > 0 (dollars) shared among several different assets. Our criterion for measuring performance will be the mean and variance of its rate of return; the variance being viewed as measuring the risk involved. Among other things we will see that the variance of an investment can be reduced simply by diversifying, that is, by sharing the X0 a...
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