Asset Allocation in Active Portfolio Management using Treynor-Black Model and Technical Trends

... Asset Allocation in Active Portfolio Management using Treynor-Black Model and Technical Trends. Shekhar Karande September 2010 Dissertation submitted in ... constructing a portfolio of assets. "According to Miller [1], this model is being used extensively in many portfolios optimis- ing software. It is an easy to understand model requiring little informa...

Ngày tải lên: 29/04/2013, 14:07

... and on the system total cost; (iii) ranking of system components into main, secondary, and remainder; (iv) identification of the predominant cost (exergy destruction or investment) for main and ... components as main, secondary, and remainder, and to define main decision variables subgroups associated with the main and secondary components. The subgroups may have common decision v...

Ngày tải lên: 05/09/2013, 16:30

... pairs and learning through the use of cassettes. Analytical learners: these learners liked studying grammar, studying English books, finding their own mistakes, and learning through reading newspapers. Communicative ... observing and listening to native speakers, talking to friends in English and learning English wherever possible. Authority-oriented learners: they liked the teacher...

Ngày tải lên: 05/02/2014, 22:02

... Bouvier, M. & Jockers, R. (2002) Monitoring of ligand-independent dimerization and ligand-induced conforma- tional changes of melatonin receptors in living cells by biolumi- nescence resonance ... dopamine, R-(–)propylnorapomorphine, and raclopride did not affect oligomerization of D 2L and D 2S in Sf9 and HEK293 cells. Human D 2 dopamine receptors can therefore form consti- tu...

Ngày tải lên: 21/02/2014, 00:20

... organisations, accounting involvement in project benefit analysis and review was just beginning, but in general the management accounting role in PPM was restricted to cost estimation and reporting actual ... being undertaken within business units, which were not included in the portfolio. 3 | Project portfolio management in turbulent times Whilst these projects often...

Ngày tải lên: 08/02/2014, 17:45

... directions. 2 Active Learning 2.1 Pool-based Active Learning Our base framework of active learning is based on the algorithm of (Lewis and Gale, 1994), which is called pool-based active learning. Following ... used them for ex- periments. We wrote the main program of active learning and some additional scripts in Perl and sh. 6.5 Settings of Active Learning For initial see...

Ngày tải lên: 20/02/2014, 04:20

... approach in project portfolio management. Users can group projects according to their needs using flexible hierarchy, and interactively explore the portfolio information through zooming, filtering, ... Portfolio Management in Strategy Processes”, TU-91.167 Seminar in Business Strategy and International Business. Pennypacker, J. S., Sepate, P. “Integrating Project &a...

Ngày tải lên: 07/03/2014, 00:20

... to maintain plan recipes. In this paper, we propose a statistical model to reliably predict both user’s in- tention and system’s intention in a schedule man- agement domain. The proposed model ... by using shared domain knowledge. Since a frame-based model is more flexible than a finite-state model and is more easy-implementable than a plan-based model, we adopt the...

Ngày tải lên: 17/03/2014, 02:20

... promote TQM and QA in manufacturing and selling foods and drugs. 3.3. THEME ORIENTED COURSES 1. Policy and Planning Seminar (6 hrs.×3 days): Method and organisation for determining the management, ... include also rather philosophical seminars to introduce the concept of TQM as well as more technical statistical seminars. Since it is important to maintain the training system su...

Ngày tải lên: 26/10/2012, 09:41