نتایج جستجو برای: Markowitz’s Mean - Variance Method

تعداد نتایج: 2176930  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه بیرجند - دانشکده ادبیات و علوم انسانی 1392

in new management approaches, in the organizations with inflexible structure, existing of red tapes and interruptions caused by limitations and also non-compliance with environmental changes, create demotivation among staff. with regard to the influence of job motivational potential and its relationship to the type of organizational structure( enabling and dissuasive), the goal of this research...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سمنان 1392

in the area of vocabulary teaching and learning although much research has been done, only some of it has led to effective techniques of vocabulary teaching and many language learners still have problem learning vocabulary. the urge behind this study was to investigate three methods of teaching words. the first one was teaching words in context based on a traditional method of teaching that is,...

پایان نامه :0 1374

the following question poped up: is there any relationship between iranian high school efl learners reading comprehension and listening comprehension? then the following null hypothesis (ho) was developed to the test the above, mentioned question. "there is no relationship between high school efl learners reading comprehension and listening comprehension. for nearly 16 weeks, the experimental g...

Journal: :American Journal of Agricultural Economics 1990

Journal: :Journal of Economic Theory 2015

Journal: :amirkabir international journal of modeling, identification, simulation & control 2015
a. esfahanipour s. e. zamanzadeh

there have been several efforts in the literature to extract as much information as possible from the financial networks. most of the research has been concerned about the hierarchical structures, clustering, topology and also the behavior of the market network; but not a notable work on the network filtration exists. this paper proposes a stock market filtering model using the correlation - ba...

2007
J. KALLSEN

We provide a new characterization of mean-variance hedging strategies in a general semimartingale market. The key point is the introduction of a new probability measure P ⋆ which turns the dynamic asset allocation problem into a myopic one. The minimal martingale measure relative to P ⋆ coincides with the variance-optimal martin-gale measure relative to the original probability measure P .

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