نتایج جستجو برای: garch method measures portfolio risk more accurately in comparison with traditional methods

تعداد نتایج: 19044979  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه امام رضا علیه السلام - دانشکده زبانهای خارجی 1393

writing an academic article requires the researchers to provide support for their works by learning how to cite the works of others. various studies regarding the analysis of citation in m.a theses have been done, while little work has been done on comparison of citations among elt scopus journal articles, and so the dearth of research in this area demands for further investigation into citatio...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سمنان - دانشکده ادبیات و علوم انسانی 1389

?it is of utmost priority for an experienced teacher to train the mind of the students, and enable them to think critically and correctly. the most important question here is that how to develop such a crucial ability? this study examines a new way to the development of critical thinking utilizing critical discourse analytical tools. to attain this goal, two classes of senior english la...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده مهندسی عمران 1391

deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...

2015
Vu-Linh Nguyen Van-Nam Huynh

In this paper, we briefly review the basics of copula theory and the problem of estimating Value at Risk (VaR) of portfolio composed by several assets. We present two VaR estimation models in which each return series is assumed to follow AR(1)-GARCH(1, 1) model and the innovations are simultaneously generated using Gaussian copula and Student t copula. The presented models are applied to estima...

Journal: :Annals of Operations Research 2021

Abstract The purpose of this article is to evaluate optimal expected utility risk measures (OEU) in a risk-constrained portfolio optimization context where the return maximized. We compare with OEU constraint selection model using value at as constraint. former coherent measure for functions constant relative aversion and allows individual specifications investor’s attitude time preference. In ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت دبیر شهید رجایی - دانشکده علوم انسانی 1393

according to research, academic self-concept and academic achievement are mutually interdependent. in the present study, the aim was to determine the relationship between the academic self-concept and the academic achievement of students in english as a foreign language and general subjects. the participants were 320 students studying in 4th grade of high school in three cities of noor, nowshah...

2016
Andreas Reuss Pablo Olivares Luis Seco Rudi Zagst

This article tries to enhance traditional distribution paradigms for modelling asset returns by considering an α-stable regime-switching model. Our approach is to perform an empirical test of the α-stable regimeswitching model against other common methods in two settings: in risk management and in portfolio selection. Our empirical study will show that the model is better suited than Gaussian a...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده ادبیات و علوم انسانی 1391

with the introduction of communicative language teaching, a large number of studies have concerned with students’ oral participation in language classrooms. although the importance of classroom participation is evident, some language learners are unwilling to engage in oral activities. this passivity and unwillingness to participate in language classroom discussions is known as “reticence”. rev...

Mohammad Zare, Morteza Malmir Mostafa Salari Rahele Sarikhani, Vahid Mansouri

Background: The Modern Electronic Technologies have had a deep impact on traditional methods of education and brought forth new methods for effective education. Electronic portfolio is one of the newest methods of teaching. Therefore, the purpose of the present research was to study the impact of using e-portfolio on Nursing Students' Learning in Physiology Course. Methods: The design of the st...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده مهندسی شیمی 1391

there is no doubt that human being needs to become integrated with industry and industry needs to be progressed, daily. on the other hand, serious events in industrial units specially in oil industries has been shown that such damages and events are industry related ones. the consequence of such events and damages which resulted in chemical and poisoned explosions and loss of life and property ...

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