نتایج جستجو برای: asset valuation and market efficiency investigation using a var

تعداد نتایج: 20778048  

پایان نامه :دانشگاه رازی - کرمانشاه - دانشکده ادبیات و علوم انسانی 1393

in recent years, there has been a growing interest among researchers to investigate the relationship betweenteacher self-efficacy and classroom behavior management, especially students misbehavior. therefore, this study aimed to comparatively investigate english and arabic teachers’ use of different behavior managementstrategies, their self-efficacy, and their success in an iranian context. th...

2006
Joel S. Demski Haijin Lin David E. M. Sappington

GAAP mandates a variety of departures from historical cost asset valuation. Here we o¤er a simple model that leads to such variety, depending on regulatory objectives and the magnitude of various economic forces. The central feature of the model is entrepreneurial investment in an asset followed by private information that cannot be communicated. A lemons problem arises in the asset resale mark...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه ارومیه 1377

fuzzy logic has been developed over the past three decades into a widely applied techinque in classification and control engineering. today fuzzy logic control is one of the most important applications of fuzzy set theory and specially fuzzy logic. there are two general approachs for using of fuzzy control, software and hardware. integrated circuits as a solution for hardware realization are us...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد گرمسار - دانشکده زبانهای خارجی 1389

abstract this study examines the effect of teaching lexical inferencing strategies on developing reading comprehension skill of iranian advanced efl learners. participants were female students of meraj and shokouh institudes of garmsar a quasi-experimental design using two intact advanced classes of efl students at meraj and shokouh institutes. as the first step, a general toefl proficiency te...

Journal: :تحقیقات مالی 0
حسین اعتمادی دانشیار دانشکده مدیریت و اقتصاد، دانشگاه تربیت مدرس، ایران رضا داغانی دانشجوی دکتری، دانشکده مدیریت و اقتصاد، دانشگاه تربیت مدرس، ایران مسعود عزیزخانی استادیار دانشکده مدیریت، دانشگاه ایلام، ایران سارا فرهبحش کارشناس ارشد مدیریت بازرگانی، دانشگاه آزاداسلامی، واحد تهران مرکزی،ایران

using the treynor and mazoy model (expanded by fama to evaluate management performance for asset allocation among investment units), this paper examines the management’s performance in funds and investment companies in tehran stock exchange during 2004-2010. the results do not support the application of management market timing during the study period and managers were only able to create addit...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس 1382

‏‎the main purpose of this research was to:1.develop a coking model for thermal cracking of naphtha.2.study coke inhibition methods using different coke inhibitors.developing a coking model in naphtha cracking reactors requires a suitable model of the thermal cracking reactor based on a reliable kinetic model.to obtain reliable results all these models shall be solved simultaneously.for this pu...

Journal: :J. Economic Theory 2018
Shengxing Zhang

We show that the dispersion of private valuation reduces market liquidity and allocative e ciency of a dynamic OTC market. In this decentralized market, traders have time varying and heterogeneous private value over the asset and dealers act as competing mechanism designers. We characterize the optimal liquidity provision with endogenous valuation, outside options and type distributions. Depend...

2000
Mark Fisher Saikat Nandi

volume indicates. Index options give market participants the ability to participate in anticipated market movements without having to buy or sell a large number of securities, and they permit portfolio managers to limit downside risk. Given their prominence and functions, the pricing efficiency of these markets is of great importance to academics, practitioners , and regulators. Well-functionin...

2004
Massimo De Felice Franco Moriconi

In this paper we present an approach to market based valuation of life insurance policies, in the spirit of the NUMAT proposed by Hans Bühlmann (2002) in an editorial in the ASTIN Bulletin. We have experienced the valuation method for more than one decade, both as a pricing procedure applied to policy portfolios of leading insurance companies, and by including the valuation principles into seve...

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