نتایج جستجو برای: mean var jel classification
تعداد نتایج: 1081130 فیلتر نتایج به سال:
The concept of linear risk tolerance is transferred from the expected utility framework to the two-parameter, mean-variance approach. We show how the requirement of a hyperbolical Arrow-Pratt index translates from the EU-approach into a condition on the marginal rate of substitution between return and risk in the two-parameter approach. As a spin-off from this translation, we derive a specific ...
Context. Among optical stellar interferometers, the CHARA Array located at Mt Wilson in California offers the potential of very long baselines (up to 330 m) and the prospect of coupling multiple beam combiners. This paper presents the principle and the measured performance of VEGA, Visible spEctroGraph and polArimeter installed in September 2007 at the coherent focus of the array. Aims. With 0....
We develop a dynamic, stochastic multi-sectoral, equilibrium model that allows for worker turnover, job turnover and career mobility. This serves to bridge the reallocation and job career literatures. Our model makes a number of predictions: a positive correlation between job turnover rates and promotion rates a positive correlation across sectors between mean real income and their correspondin...
Abstract: This paper deals with a portfolio selection problem with fuzzy return rates. A possibilistic mean VaR model was proposed for portfolio selection. Specially, we present a mathematical programming model with possibilistic constraint. The possibilistic programming problem can be solved by transforming it into a linear programming problem. A numerical example is given to illustrate the be...
Bioluminescent bays and lagoons are unique natural environments and popular tourist attractions. However, the bioluminescence in many of these water bodies has declined, principally due to anthropogenic activities. In the Caribbean, the bioluminescence in these bays and lagoons is mostly produced by the dinoflagellate Pyrodinium bahamense var. bahamense. Laguna Grande is one of the three year-r...
Thirty-one genomic SSR markers with a M13 tail attached were used to assess the genetic diversity of the peanut mini core collection. The M13-tailed method was effective in discriminating almost all the cultivated and wild accessions. A total of 477 alleles were detected with an average of 15.4 alleles per locus. The mean polymorphic information content (PIC) score was 0.687. The cultivated pea...
Forecasting crude oil price volatility is an important issues in risk management. The historical course of oil price volatility indicates the existence of a cluster pattern. Therefore, GARCH models are used to model and more accurately predict oil price fluctuations. The purpose of this study is to identify the best GARCH model with the best performance in different time horizons. To achieve th...
Stress in financial markets is defined as the force influencing the behavior of economic agents in the form of uncertainty and changing expectations, the critical values of which are called financial crisis. Increasing oil revenues may have positive effects on aggregate supply through increased investments, especially public sector investment, as well as the import of capital and intermediate...
the effect of economic growth and free trade on environment and transnational pollutions is one of the most important current discussions in the field of environmental economics. nowadays, the economics, social and developmental consequences of the climatic changes around the world is increasingly accepted and approved. in fact, the environment is considered as one of the key elements for susta...
JEL classification: C65, D63, D71, D81 Mathematics Subject Classification (2000): 91B16
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