capital asset pricing model (capm) has been among the common models to estimate expected returns rate. since the linearity assumption is considered in the standard version of the capital asset pricing model, estimating beta in nonlinear setting will be inconsistent and bias-oriented. therefore, this study tries to evaluate predictive power of nonlinear capital asset pricing model as well as sta...

This article was published in the GLIM newsletter No 23, 1994 (ISSN 0269-0772). It is given on this web-page as I have now added some conjectures, and a little numerical example.

short-selling prohibition has been one of the primary assumptions of markowitz mean-variance model. solving markowitz quadratic model creates investment efficient frontier by considering only two return and budget constraints. in order to develop a more realistic portfolio selection model, in this paper, a new mathematical model is developed to allow short-selling under some practical constrain...

this study compared the use of five different models to describe the growth from birth to 20 weeks of age of kids from both genders of nondescript goats. fifty nine (59) nondescript kids were weighed weekly at the university of maiduguri livestock teaching and research farm, nigeria and the live weights were modeled. biologically relevant variables were estimated for each kid from the logistic,...

In this paper, a neural network model reference adaptive system speed observer is designed, which can be used in speed control of linear induction motors (LIMs). Dynamical equations of LIM have been considered accurate. In other words, the end effect and the electrical losses of the motor have been included in the motor equivalent circuit. Then equations of the reference model and adaptive mode...

A new analytical description model, called the standard model, for the discretization of Euclidean linear objects (point, m-flat, m-simplex) in dimension n is proposed. The objects are defined analytically by inequalities. This allows a global definition independent of the number of discrete points. A method is provided to compute the analytical description for a given linear object. A discrete...

We calculate, at the classical level, the superpotential tri-linear couplings of the only known globally consistent heterotic minimal supersymmetric Standard Model [1]. This recently constructed model is based on a compactification of the E8 × E8 heterotic string theory on a Calabi-Yau threefold with Z2 fundamental group, coupled with a slope-stable holomorphic SU(5) vector bundle. In the obser...

In this paper, the dynamic response of a viscoelastic beam subjected to a moving distributed load has been studied. The viscoelastic properties of the beam have been considered as linear standard model in shear and incompressible in bulk. The stress components have been separated to the shear and dilatation components and as a result the governing equations in viscoelastic form has been obtaine...

The Higgs boson is believed to be one of the fundamental constituents of the Standard Model. In this work I am firstly presenting the significance of the Higgs Mechanism and what has been achieved so far in the experimental search for it. Then, I will investigate how a Linear Collider should be to designed to improve our knowledge of its properties. Finally I am going to present an outline of t...