نتایج جستجو برای: adjusted evaluation indicessharpe

تعداد نتایج: 925828  

Journal: :تحقیقات مالی 0
محمدرضا صادقی مقدم استادیار ، مدیریت صنعتی، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران رضا علی بخشی کارشناس ارشد mba، دانشکده مدیریت، دانشگاه تهران، تهران، ایران الهام خلیلی دکتری مدیریت مالی، دانشکدة مدیریت و حسابداری، دانشگاه علامه طباطبائی، تهران، ایران

this paper seeks two goals concurrently, at one hand tries to assay the capability of topsis, vikor and similarity-based approach as multiple attribute decision making approaches in evaluating mutual funds in iran stock exchange, and at the other hand in this evaluation tries to consider and compare three groups of indices including general evaluating indices (age, net value of mutual fund’s as...

Journal: :تحقیقات مالی اسلامی 0
فریدون رهنمای رودپشتی استاد گروه مالی و حسابداری دانشگاه آزاد اسلامی واحد علوم و تحقیقات یاور میرعباسی دانشجوی دکتری مدیریت مالی دانشگاه آزاد اسلامی واحد علوم و تحقیقات

in order to use an islamic financial instrument, this paper intends to measure and evaluate negative and positive deviations from target rate of return in investment opportunity evaluation,that leads to presenting an upside potential- adjusted risk measure. this risk measure named upside potential adjusted risk measure (alpm) is generally applicable and provides assumptions of variance, downsid...

2009
Kazumasa Nomura Paul Terwilliger

Let K denote a field and let V denote a vector space over K with finite positive dimension. We consider a pair of linear transformations A : V → V and A∗ : V → V that satisfy the following conditions: (i) each of A,A∗ is diagonalizable; (ii) there exists an ordering {Vi} d i=0 of the eigenspaces of A such that A ∗Vi ⊆ Vi−1+Vi+Vi+1 for 0 ≤ i ≤ d, where V−1 = 0 and Vd+1 = 0; (iii) there exists an...

2014
Hongyong Cui Jie Xin Anran Li Lucas Jódar

and Applied Analysis 3 Remark 5. Assumption (13) holds if the system has a unique solution. For brevity, we rewrite system (2)∼(5) in the vector form by introducing W(x, t) = (u(x, t), n(x, t)) and Y(x, t) = (a(x, t), b(x, t)). We denote by E 0 = H 2 ⋂H 1 0 (Ω) × H 1 0 (Ω) the space of vector functionsW(x, t) = (u(x, t), n(x, t)) with norm E0 = {‖u‖ 2 H 2 + ‖n‖ 2 H 1} 1/2 . (14) Similarly, we d...

2008
Tom H. Koornwinder

This paper builds on the previous paper by the author, where a relationship between Zhedanov’s algebra AW (3) and the double affine Hecke algebra (DAHA) corresponding to the Askey-Wilson polynomials was established. It is shown here that the spherical subalgebra of this DAHA is isomorphic to AW (3) with an additional relation that the Casimir operator equals an explicit constant. A similar resu...

Background The measurement of health benefits is a key issue in health economic evaluations. There is very scarce empirical literature exploring the differences of using quality-adjusted life years (QALYs) or disability-adjusted life years (DALYs) as benefit metrics and their potential impact in decision-making.   Methods Two previously published models delivering outputs in QALYs, were adapted...

2011
ROBERT POMEROY

TIM D AW 1 , 2 ∗, KATRI N A B ROWN 1 , SE R G I O RO S E N D O 1 , 3 AND ROBERT POMEROY 4 1School of International Development, University of East Anglia, Norwich NR4 7TJ, UK, 2Stockholm Resilience Centre, Stockholm University, SE-106 91 Stockholm, Sweden, 3e-GEO, Faculdade de Ciências Sociais e Humanas, FCSH, Universidade Nova de Lisboa, Avenida de Berna, 26-C, 1069-061 Lisbon, Portugal, and 4...

2007
MOHAMMAD SAL MOSLEHIAN

Hilbert C∗-modules are useful tools in AW ∗-algebra theory, theory of operator algbras, operator K-theory, group representation theory and theory of operator spaces. The theory of Hilbert C∗-modules is very interesting on its own. In this paper we give fundamentals of the theory of Hilbert C∗-modules and examine some ways in which Hilbert C∗-modules differ from Hilbert spaces.

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