نتایج جستجو برای: treynor and jensen) and risk
تعداد نتایج: 16959818 فیلتر نتایج به سال:
چکیده diphyllidea van beneden in carus, 1863 راسته ای است از رده eucestoda که گونه های آن همگی تنها در دریاها زیست کرده و از گونه های مختلف سفره ماهی و یک خانواده از کوسه ماهیان به عنوان میزبان نهایی استفاده می کنند. در این مطالعه گونه ای جدید از جنس coronocestus caira, marques, jensen, kuchta and ivanov, 2013 متعلق به راسته diphyllidea از یک گونه کوسه ماهی به نام iago omanensis (norman) از د...
this paper seeks two goals concurrently, at one hand tries to assay the capability of topsis, vikor and similarity-based approach as multiple attribute decision making approaches in evaluating mutual funds in iran stock exchange, and at the other hand in this evaluation tries to consider and compare three groups of indices including general evaluating indices (age, net value of mutual fund’s as...
insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...
these days, all department stores make an effort to provide their clients with valuable products in order to project the best image for them. as a result, clients’ comprehension risk will decrease and they will be more willing to repurchase. having a good image is really important for the department stores because it makes an impression on clients’ comprehension of both quality and risk. consid...
it is definitely necessary to understand the concept and behavior of causation of life insurance policies and its determinants for insurance managers, regulators, and customers. for insurance managers, the profitability and liquidity of insurers can be increasingly influenced by the number of causation through costs, adverse selection, and cash surrender values. therefore, causation is a materi...
abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...
abstract: country’s fiber optic network, as one of the most important communication infrastructures, is of high importance; therefore, ensuring security of the network and its data is essential. no remarkable research has been done on assessing security of the country’s fiber optic network. besides, according to an official statistics released by ertebatat zirsakht company, unwanted disconnec...
This research aims to test and empirically analyze industrial performance as reflected in the of stocks listed Jakarta Islamic Index using risk adjusted return ratio, Sharpe, Treynor Jensen alpha.Analysis for hypothesis testing purposive sampling method. The population this is all sharia indexes on (JII) Indonesia. period information that object weekly index from April 2019 December 2020, total...
Penelitian ini bertujuan untuk menganalisa perbandingan kinerja Bitcoin, indeks saham LQ45, dan emas spot sebagai instrumen investasi menggunakan variabel pengukuran return, risk, Sharpe, Treynor, Jensen. Jenis penelitian merupakan kuantitatif. Populasi yang digunakan harga penutupan bulanan dari spot. Teknik pemilihan sampel adalah purposive sampling berjumlah 72 data masing-masing selama peri...
Mutual funds are the best tool to mobilize savings and investments in an economy and Pakistan is the pioneer in South Asia, but this industry is not as much mature in comparison to its age in Pakistan. This paper examines the performance of closed ended mutual funds in Pakistan by using five different ranking measures during a period of January 2009 to December 2013 and the sample consists of o...
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