Encyclopedia of Finance Part 8 ppt
... 493–504. Redington, F.M. (1952). ‘‘Review of the principle of Life-Office Valuations.’’ Journal of the Institute of Actuaries, 78: 286 –340. Samuelson, P.A. (1945). ‘‘The effects of inter est rate increases ... explained around 80 percent of the variance in holding period returns. A number of studies examine the effectiveness of immunization over sample sets of government 4...
Ngày tải lên: 06/07/2014, 08:20
Encyclopedia of Finance Part 1 pptx
... $5,000.00 $2,010.57 $500.00 $1,510.57 $3, 489 .43 2 3, 489 .43 2,010.57 3 48. 94 1,661.63 1 ,82 7 .80 3 1 ,82 7 .80 2,010.57 182 . 78 1 ,82 7.79 0.01 14 ENCYCLOPEDIA OF FINANCE 21. A Note on the Relationship among ... Distinguished Professor of Finance at Rutgers Busi- ness School, Rutgers University and was chairperson of the Department of Finance from 1 988 –1995. He has a...
Ngày tải lên: 06/07/2014, 08:20
Encyclopedia of Finance Part 6 ppt
... (1 985 ). ‘‘A theory of the term structure of interest rates.’’ Econ- ometrica, 53: 385 –4 08. DeBondt, W. and Thaler, R. (1 985 ). ‘‘Does the stock market overreact?’’ Journal of Finance, 40: 793 80 5. Evans, ... R. (1 980 ). ‘‘Forward ex- change rates as optimal predictors of future spot rates: An econometric analysis.’’ Journal of Political Economy, 88 : 82 9 85 3. Hansen, L....
Ngày tải lên: 06/07/2014, 08:20
Encyclopedia of Finance Part 13 ppt
... percentile À4 .88 495 À4.05 485 À6.60260 À12.47 086 1% VaR 4 .88 495 4.05 485 6.60260 12.47 086 a a 12.47 086 is not equal to the sum of three numbers (4 .88 495, 4.05 485 , 6.60260) because of the diversification ... stock VaR 4 .88 495 4.05 485 6.60260 15.54241 Portfolio VaR – – – 12.47 086 Beta 0 .89 775 0.79631 1.30595 – Beta * Weight 0.29925 0.26544 0.43532 1 Component VaR 3.73 18...
Ngày tải lên: 06/07/2014, 08:20
Encyclopedia of Finance Part 14 ppt
... dividends as a percent of FFO (Quarterty, 1994–2003:Q4) Percent 89 88 85 83 90 88 86 84 88 83 82 79 81 78 75 74 74 72 72 69 71 68 68 67 68 65 66 63 68 65 72 73 68 68 71 72 74 78 81 86 Figure 25.2. REIT ... until the end of 1 980 s. At the end of 1 980 s, the combined effect of overbuilding, the savings and loan crisis, and the impact of the Tax Reform A...
Ngày tải lên: 06/07/2014, 08:20
Encyclopedia of Finance Part 24 pptx
... efficiency.’’ Journal of Finance, 48: 65–91. Jegadeesh, N. and Titman, S. (2001). ‘‘Profitability of momentum strategies: an evaluation of alternative explanations.’’ Journal of Finance, 56: 699–720. Lee, ... Journal, 55: 28 40. Daniel, K., Hirshleifer, D., and Subrahmanyam, A. (19 98) ‘‘Investor psychology an d security market under-and overreactions.’’ Journal of Finance, 53:...
Ngày tải lên: 06/07/2014, 08:20
... their content of molten metal simply and safely. One crucible of this type, found by Flinders Petrie at Serabit in Sinai in 1906 was large enough to contain nearly 8kg of bronze. PART ONE: MATERIALS 54 melting ... integration of a group of skilled foreign workers, perhaps displaced by military disturbances in China. Chinese bronze containing 8 per cent of tin was being produce...
Ngày tải lên: 04/07/2014, 01:20
... RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-431 08- 5) Copyright (C) 1 988 -1992 by Cambridge University Press.Programs Copyright (C) 1 988 -1992 by Numerical Recipes Software. Permission ... RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-431 08- 5) Copyright (C) 1 988 -1992 by Cambridge University Press.Programs Copyright (C) 1 988 -1992 by Numerical Recipes S...
Ngày tải lên: 15/12/2013, 04:15
Tài liệu Root Finding and Nonlinear Sets of Equations part 8 ppt
... Equations 389 Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-431 08- 5) Copyright (C) 1 988 -1992 by Cambridge University Press.Programs Copyright (C) 1 988 -1992 ... =(F·J)·(−J −1 ·F)=−F·F<0(9.7.5) 388 Chapter 9. Root Finding and Nonlinear Sets of Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521...
Ngày tải lên: 15/12/2013, 04:15
Tài liệu Minimization or Maximization of Functions part 8 ppt
... RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-431 08- 5) Copyright (C) 1 988 -1992 by Cambridge University Press.Programs Copyright (C) 1 988 -1992 by Numerical Recipes Software. Permission ... RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-431 08- 5) Copyright (C) 1 988 -1992 by Cambridge University Press.Programs Copyright (C) 1 988 -1992 by Numerical Recipes S...
Ngày tải lên: 24/12/2013, 12:16