Abstract In this paper we first show how to compute a combination of assets producing an appropriate index of past performance. The desired index is equal to Smax T = maxb ST (b) which is the maximum of T period investment return ST (b) = ∏T t=1 b · xt, where xi is the vector of returns for the tth investment period, and b is the portfolio vector specifying the fraction of wealth allocated to e...

Stock market analysis is a widely studied problem as it offers practical applications for signal processing and predictive methods and a tangible financial reward. Creating a system that yields consistent returns is extremely challenging and is currently an open problem as stock market prices are extremely volatile and vary widely both within a given stock and comparatively amongst many stocks....

Considering the concept of clustering, the main idea of the present study is based on the fact that all stocks for choosing and ranking will not be necessarily in one cluster. Taking the mentioned point into account, this study aims at offering a new methodology for making decisions concerning the formation of a portfolio of stocks in the stock market. To meet this end, Multiple-Criteria Decisi...

The paper studies the impact of the portfolio constraint imposed by the consumption demand for housing (the “housing constraint”) on the household’s optimal holdings of financial assets. Since the ratio of housing to net worth declines as the household accumulates wealth, the housing constraint induces a life-cycle pattern in the portfolio shares of stocks and bonds. For reasonable degrees of r...

Sharia banking is a sharia financial institution that considered to have contributed the national economy. Judging from value of market share owned by Islamic banking, it still relatively low compared Malaysia. This study aims determine effect capital products and on assets in Indonesia. The used are form stocks, corporate sukuk mutual funds. Meanwhile, there demand deposits, savings deposits. ...

background: crimean-congo hemorrhagic fever (cchf) is a severe tick-born illness caused by the cchfv. ruminant animals are the main host to ticks, and ticks are a vector of cchf. therefore, this survey was carried out in 2013 on ticks of khouzistan province, in the southwest of iran, to specify tick species parasitizing live stocks and their seasonal population dynamics. materials and methods: ...

Alphavirus vectors are being developed for possible human vaccine and gene therapy applications. We have sought to advance this field by devising DNA-based vectors and approaches for the production of recombinant vector particles. In this work, we generated a panel of alphavirus vector packaging cell lines (PCLs). These cell lines were stably transformed with expression cassettes that constitut...

Homologies of minicircle kDNA of 27 Mexican stocks were studied by cross-hybridization with four kDNA probes derived from three reference stocks belonging to groups Trypanosoma cruzi I (SO34 cl4 and Silvio) and T. cruzi II (MN) and one Mexican stock. High homologies were only observed with Silvio (six stocks) and Mexican probes (11 stocks). After 30 min exposure (low homology) additional stocks...

Genetically modified cells of haematopoietic and lymphocytic lineages could provide potentially curative treatments for a wide range of inherited and acquired diseases. However, this application is limited in mouse models by the low efficiency of lentiviral vectors. To facilitate the rapid production of high-titre helper-free retroviral vectors for enhanced gene delivery, multiple modifications...