نتایج جستجو برای: multi factor models

تعداد نتایج: 2089299  

Journal: :international journal of environmental research 0
b. subramanyam school of civil engineering, sastra university, thanjavur-613402, tamil nadu, india d. ashutosh director, centre for environmental engineering, prist university, tamil nadu, india

liquid-phases adsorption equilibrium of phenol onto two naturally available soils namely kalathur soil (kr) and adhanur soil (ar) were studied. the experimental data were analyzed using fourteen isotherm models, ranging from single-parametric model to multi-parametric models (up to 5 parameters) of the system. results show that in general the accuracy of models to fit experimental data improves...

Asgar Pakmaram Hamid Reza Azizi, Nader Rezaei Rasoul Abdi

This study aimed to present a model for portfolio risk premium assessment of companies listed in Tehran Stock Exchange. In order to achieve this purpose, monthly data of 150 companies listed in Tehran Stock Exchange during 2007-2017 was used. In this study, the predictive powers of FamaFrench three-factor model [11], Carhart four-factor model [1], Fama - French five-factor model [24], Brousseau...

Journal: :مدیریت صنعتی 0
سیدعلی رخشان کارشناس‎ارشد ریاضی کاربردی، دانشکدۀ ریاضی، دانشگاه علم و صنعت ایران، تهران، ایران محمدرضا علیرضایی دانشیار گروه ریاضی کاربردی، دانشگاه علم و صنعت ایران، تهران، ایران

data envelopment analysis (dea) is one of the scientific method that computes the efficiency by using a powerful mathematics basic. data envelopment analysis is a non-parametric technique to evaluate the efficiency of a set of decision making units (dmu) with multi inputs and outputs . since dea’s models classifies decision making units into two categories of efficient and inefficient, so most ...

Journal: :Multivariate behavioral research 2000
C V Dolan

Differences between blacks and whites on cognitive ability tests have been attributed to a fundamental difference between these groups in general intelligence (or g, as it is denoted). The hypothesized difference in g gives rise to Spearman's hypothesis, which states that the differences in the means of the tests are related to the tests' factor loadings on g. Jensen has investigated this hypot...

2008
Kun Zhang Laiwan Chan

We reveal that in the estimation of univariate GARCH or multivariate generalized orthogonal GARCH (GO-GARCH) models, maximizing the likelihood is equivalent to making the standardized residuals as independent as possible. Based on that, we propose three factor GARCH models in the framework of GO-GARCH: independent-factor GARCH exploits factors that are statistically as independent as possible; ...

2001
Olivier Ledoit Michael Wolf Bruce Lehmann Richard Michaud

This paper proposes to estimate the covariance matrix of stock returns by an optimally weighted average of two existing estimators: the sample covariance matrix and single-index covariance matrix. This method is generally known as shrinkage, and it is standard in decision theory and in empirical Bayesian statistics. Our shrinkage estimator can be seen as a way to account for extra-market covari...

Journal: :پژوهش های کاربردی روانشناختی 0

need for cognition scale (ncs) is an instrument for assessing individual’s interest to engage in complex thinking activities and consists both long and short forms. the short form of this scale with 18 items has been used in various researches around the world. the objective of this research was to obtain the factor structure of the persian version of ncs (short form) and study of gender differ...

Journal: :Remote Sensing of Environment 2013

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