نتایج جستجو برای: return and volatility spillovers are important for portfolio selection

تعداد نتایج: 19189891  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه فردوسی مشهد - دانشکده ادبیات و علوم انسانی دکتر علی شریعتی 1392

today, information technology and computers are indispensable tools of any profession and translation technologies have become an indispensable part of translator’s workstation. with the increasing demands for high productivity and speed as well as consistency and with the rise of new demands for translation and localization, it is necessary for translators to be familiar with market demands an...

Projects scheduling by the project portfolio selection, something that has its own complexity and its flexibility, can create different composition of the project portfolio. An integer programming model is formulated for the project portfolio selection and scheduling.Two heuristic algorithms, genetic algorithm (GA) and simulated annealing (SA), are presented to solve the problem. Results of cal...

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

1.1 introduction “i see translation as the attempt to produce a text so transparent that it does not seem to be translated. a good translation is like a pane of glass. you only notice that it’s there when there are little imperfections- scratches, bubbles. ideally, there shouldn’t be any. it should never call attention to itself.” “norman shapiro” (venuti, 1995:1) edward fitzgerald is the br...

Abolfazl Danaei Farshad Faezy Razi Rahele Sadat Khatami

In the science of operation research and decision theory, selection is the most important process. Selection is a process that studies multiple qualitative and quantitative criteria, related to the science of management, which are mostly incompatible with each other. The multi criteria selection of a renewable energy portfolio is one of the main issues considered in multi criteria literatur...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تبریز 1389

in reality, most structures involved in geotechnical engineering are three dimensional in nature, and although in many, plane strain or axisymmetric approximations are reasonable, there are some, for which 3-d treatment is required. the quantity of data, and the size of the various vectors and matrices involved in such analysis, increase dramatically. this has sever implications for computer r...

پایان نامه :دانشگاه بین المللی امام خمینی (ره) - قزوین - دانشکده مهندسی معماری و شهرسازی 1388

nowadays,tourism industry considered as one of the main sources of income of a country.unfortunately and despite of owning plenty of cultural historical and natural attractions, iran has not reached to a proper position in this field. besides, the historical cities of a country are considered as the income resource and national wealth of it. qazvin with a rich cultural precedent, have suitable ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه یاسوج - دانشکده ادبیات و علوم انسانی 1392

an investigation into oral interaction in language classes: a conversation analytic point of view the aim of this thesis is to analyze the interaction between language teachers and students in english language institutes. this work is done in the context of yasuj city. learning another language, which is in most cases english, involves many variables. one of these variables is the linguistic...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی 1390

insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...

2001
Derrick Reagle H. D. Vinod

Portfolio and asset pricing theory use symmetric volatility measures to evaluate risk. We propose a method to isolate the risk that the portfolio suffers a loss, separate from the risk that the portfolio reaps uncommon gains. Specifically we take advantage of the one-sided nature of option payments and show how downside risk will only affect the value of a put option (with correctly specified s...

2011
Chunhua Lan

This paper evaluates out-of-sample dynamic portfolio performance to examine the economic value of exploiting time variation in the risk premium and in the volatility of stock returns to a multiperiod investor. We find that ignoring time variation in these return moments leads to significant utility costs. The time-varying risk premium plays a more important role than time-varying volatility in ...

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