نتایج جستجو برای: risk return
تعداد نتایج: 1011196 فیلتر نتایج به سال:
This paper documents risk-neutral moments of returns on 29 country-/region-specific ETFs to provide international uncertainty proxies for as many locations possible. Our evidence shows these can generally reflect idiosyncratic information from markets, but the predictive abilities are heterogeneous among them. The panel prediction that standard deviation ( V O L $$ VOL ) positively predict, ske...
Nowadays risk management is as vital as gaining the maximum return. Therefore, researches in risk management area and its different models are very useful for the investors. Using a local (fmincon function) and a global optimization (simulated annealing) algorithms based on three risk management models namely Markowitz, Value at Risk (VaR) and Conditional Value at Risk (CVaR), this research see...
Although the practical importance of investment analysis in long-term energy investments is well understood, choosing the proper method has always been a dilemma. In this regard, classic evaluation methods, with a history of almost a century, are mostly favored, but using them in the valuation of long-lasting energy projects has particular shortcomings, nevertheless. The drawbacks mainly stem f...
Introduction: In case of road accidents, Iran with mortality rate of 30 in 100000 has the highest rank and is on the top of list in the world. Injured of traffic accidents are not able to return to normal condition and social activities due to phisical problem and impaired function. So it's necessary to identify risk factors. Objective: The goal of this study is to determine demographic and ...
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