for assessment of portfolio performance, it's crucial to adjust the return by the risk which is taken. so it seems undeniable that for measuring the risk-adjusted return of portfolio, we need an appropriate and developed model for risk and asset pricing. fama & french 3 factor model could explain several return anomalies. recent studies show that capital productivity effects on stock retur...

Time changes of return, inefficiency studies performed and presence of effective factors on share return rate are caused development modern and intelligent methods in estimation and evaluation of share return in stock companies. Aim of this research is prediction of return using financial variables with artificial neural network approach. Therefore, the statistical population of this study incl...

abstract this study was conducted under cold climate condition in khorasan during 2006-2008 growing seasons to evaluation of soil fertility in wheat-based double cropping systems under different rate of nitrogen and return of crop residues. a randomized complete block design with split-split plot arrangement and three replicates was used. main plots were five crop rotations namely: wheat-wheat,...

Supply chain companies are one of the most important elements of the economy of each country. These companies play an important role in the expansion and activities of other companies through the provision of capital, customers, credit and even raw materials and technology. Therefore, the main goal of this research was to examine the impact of contagion of return and volatility in the return of...

stock selection criteria play a key role in contrarian portfolio construction. the usual approach is applying cumulative return as stock selection criteria however applying this criterion leads to ranking stocks without considering investment risk. in this study, we analyze contrarian strategies that are based on reward–risk stock selection criteria in contrast to ordinary contrarian strategies...

This paper presents a construction for runtime monitors that check real-time properties expressed in timed LTL (TLTL). Due to D’Souza’s results, TLTL can be considered a natural extension of LTL towards real-time. Moreover, a typical obstacle in runtime verification is solved both for untimed and timed formulae, in that standard models of linear temporal logic are infinite traces, whereas in ru...

To predict NFL game outcomes, we examine the application of technical stock market techniques to sentiment gathered from social media. From our analysis we found a $14.84 average return per sentiment-based wager compared to a $12.21 average return loss on the entire 256 games of the 2015-2016 regular season if using an odds-only approach. We further noted that wagers on underdogs (i.e., the les...

Here the first generic parameter indicates that the independent variable, x, is of type double and the second generic parameter, of type double, is the return type. In general a lambda expression is written as a parameter list, followed by the => token, followed by an expression or a statement block. Expression trees, another new C# 3.0 feature, allow lambda expressions to be represented as dat...

JACK M. GWALTNEY, JR.,* S. SAVOLAINEN, P. RIVAS, P. SCHENK, W. MICHAEL SCHELD, AUSTIN SYDNOR, CONSTANCE KEYSERLING, A. LEIGH, KENNETH J. TACK, AND THE CEFDINIR SINUSITIS STUDY GROUP† Department of Internal Medicine, University of Virginia Health Science Center, Charlottesville, Virginia 22908; Department of ORL, Central Military Hospital, Helsinki, Finland; Provenza, 50 1 2a, 08901 L’Hospitalet...

Price return and P/E are two important factors for a lot of investors based on the latest studies by researchers in Tehran Stock market; however, it is expected that the price and the variation of that affect the return and the P/E of any given market as a complicated system. The Bohmian quantum mechanics used referring to the time correlation of return and P/E of the stock market under conside...