نتایج جستجو برای: sharpe
تعداد نتایج: 1434 فیلتر نتایج به سال:
We examine a knowledge management (KM) success model that incorporates the quality of available knowledge and KM systems built to share and reuse knowledge such as determinants ofusers' perception of usefulness and user satisfaction with an organization's KM practices. Perceived usefulness and user satisfaction, in turn, affect knowledge use, which in our model is a measure of how well knowledg...
Successful implementation of IT-enabled change requires good management of the change process and of the various sources of resistance that typically accompany the introduction of such change. As a result, helping managers better understand the dynamics of organizational processes is an important objective for IS and IT educators. The EIS Simulation is a new computer-based multimedia simulation...
Optimal asset allocation well-fitting the investors goals is a pressing challenge in risk management. In spite of Sharpe ratio, Sortino-Satchell, Generalized Rachev and Farinelli-Tibiletti ratios are new parameter-dependent performance ratios able to suit the investor risk profile. Five investor prototypes are studied and fifteen tailormade optimal asset paths are traced over a rolling twelve m...
Although the European Respiratory Society (ERS) strongly supports and prioritises research on asthma, the publication should NOT be interpreted as an official opinion of the ERS. The ERS took part in this summit and decided, based on exclusive sponsorship of Merck Sharpe and Dohme (Hoddesdon, UK), to cease further participation. The whole project was financially supported by the Asthma, Allergy...
Sin DD, Man J, Sharpe H, et al. Pharmacological management to reduce exacerbations in adults with asthma: a systematic review and meta-analysis. JAMA 2004;292:367–76. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...
We study model-driven statistical arbitrage in U.S. equities. The trading signals are generated in two ways: using Principal Component Analysis and using sector ETFs. In both cases, we consider the residuals, or idiosyncratic components of stock returns, and model them as mean-reverting processes. This leads naturally to “contrarian” trading signals. The main contribution of the paper is the co...
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