نتایج جستجو برای: garch method measures portfolio risk more accurately in comparison with traditional methods
تعداد نتایج: 19044979 فیلتر نتایج به سال:
in this thesis, a better reaction conditions for the synthesis of spirobarbiturates catalyzed by task-specific ionic liquid (2-hydroxy-n-(2-hydroxyethyl)-n,n-dimethylethanaminium formate), calcium hypochlorite ca(ocl)2 or n-bromosuccinimide (nbs) in the presence of water at room temperature by ultrasonic technique is provided. the design and synthesis of spirocycles is a challenging task becaus...
ریسک بازار از عدم اطمینان در خصوص بازدهی آتی دارائیها در بازار نشأت میگیرد. امروزه معیارهای مختلفی برای بررسی انواع ریسک مرتبط با بازار، سبدهای مختلف دارائی، صنایع و ... به کار میروند. اما هر چند این معیارهای مختلف، اطلاعات ارزشمندی را برای فعالان بازار به همراه میآورند، لیکن هر یک به تنهایی نمیتوانند اطلاعات جامع و کاملی را در خصوص ریسک بازار و یا سبد سهام به دست دهند. به همین منظور، «ارز...
purpose a metabolic abnormality such as obesity is a major obstacle in the maintenance of the human health system and causes various chronic diseases including type 2 diabetes, hypertension, cardiovascular diseases, as well as various cancers. this study was designed to summarize the recent scientific knowledge regarding the anti-obesity role of curcumin (diferuloylmethane), which is isolated f...
this study aimed at examining the effects of iranian efl learners’ anxiety, ambiguity tolerance, and gender on their preferences for corrective feedback (cf, henceforth). the effects were sought with regard to the necessity, frequency, and timing of cf, types of errors that need to be treated, types of cf, and choice of correctors. seventy-five iranian efl students, twenty-eight males and forty...
1.1 introduction “i see translation as the attempt to produce a text so transparent that it does not seem to be translated. a good translation is like a pane of glass. you only notice that it’s there when there are little imperfections- scratches, bubbles. ideally, there shouldn’t be any. it should never call attention to itself.” “norman shapiro” (venuti, 1995:1) edward fitzgerald is the br...
abstract in aggregate, active forms of reactive silica with mineral names are sometimes associated with sand and gravel in concrete mixture. alkali hydroxides originated from alkalis in the cement or other resources form an alkaline silica gel with this reactive silica which becomes swallowed and expanded during time causing damage to concrete. there have been growing researches on alkaline r...
implicit and unobserved errors and vulnerabilities issues usually arise in cryptographic protocols and especially in authentication protocols. this may enable an attacker to make serious damages to the desired system, such as having the access to or changing secret documents, interfering in bank transactions, having access to users’ accounts, or may be having the control all over the syste...
financial companies are constantly exposed to the dangers of risk. in the last few years for various reasons, measuring value at risk (var) has become increasingly important for financial firms. the study of multiple measures of risk, var measure with a new approach provides the ground for calculation of market risk. common approaches to risk measurement due to complicated, nonlinear and changi...
OF THE DISSERTATION Two-Stage Portfolio Optimization with Higher-Order Conditional Measures of Risk by Sıtkı Gülten Dissertation Director: Dr. Andrzej Ruszczyński In this study, an application of novel risk modeling and optimization techniques to daily portfolio management will be described. In the first part, I develop and compare specialized methods for scenario generation and scenario tree c...
abstract: proverbs are of the language materials which of the food of any language depends on the quality and quantity of these same materials. in the present research, the researcher tried to present the ramsarian proverbs according to four variables of color, fruit, plantsand animals that selected from the book of the members of each of these four variables, put them into the spss system fo...
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