Results 261 to 270 of about 12,947,404 (311)
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Coherent Portfolio Performance Ratios
SSRN Electronic Journal, 2021In Quantitative Finance 2016, Chen, Hu and Lin (CHL) claimed the following: ‘ … there is yet no coherent risk measure related to investment performance.’ (p. 682).
Kroll, Yoram +2 more
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PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS
International Journal of Theoretical and Applied Finance, 2019We consider the portfolio selection problem of maximizing a performance measure in a continuous-time diffusion model. The performance measure is the ratio of the overperformance to the underperformance of a portfolio relative to a benchmark. Following a strategy from fractional programming, we analyze the problem by solving a family of related ...
Lin, Hongcan +2 more
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The Information Ratio and Performance
The Journal of Portfolio Management, 1999When it comes to selecting mangers, the predictors of alpha and performance persistence are of primary concern investors. The authors find that it is more difficult for domestic asset class mangers (small-cap is an exception) to outperform their respective benchmarks than it is for international asset class managers.
Francis Gupta +2 more
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Influence of Camber Ratio and Thickness Ratio on the Airfoil Performance
2021The aerodynamic performance of airfoil is certainly measured by the lift to drag ratio of that profile. In this paper, different NACA 4-digit airfoils are considered to perform the comparative analysis. The effects of camber ratio and thickness ratio on the aerodynamic coefficients are discussed.
Sujit Roy, Biplab Das, Agnimitra Biswas
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Delayed reinforcement and fixed‐ratio performance
Journal of the Experimental Analysis of Behavior, 2013AbstractEffects of delayed reinforcement on fixed‐ratio (FR) maintained responding of pigeons were investigated. In Experiments 1–3, the delay of reinforcement was increased across successive sessions until pigeons paused for 300 s. Both signaled and unsignaled delays were studied across different conditions. Overall response rates and run rates (timed
David P, Jarmolowicz, Kennon A, Lattal
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On the performance ratio of photovoltaic installations
2013 IEEE Grenoble Conference, 2013The performance ratio is the parameter used worldwide for evaluating the efficiency of photovoltaic (PV) plants and can be used to compare grid-connected PV plants at different locations all over the world. The paper investigates on the effective performance ratio of PV installations in Sardinia-Italy, with a critical analysis of the whole energetic ...
GHIANI, EMILIO +2 more
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Profitability and Performance Ratios
2020This chapter explores the concept of profitability by establishing a dichotomy between book-value based and market-value based ratios.
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Human variable ratio performance
Learning and Motivation, 2002Abstract The generality of the mathematical principles of reinforcement (MPR) was tested with humans. In Experiment 1A, participants’ mouse clicks were reinforced according to a series of variable-ratio (VR) values. In one condition, a situated task was used (searching for treasure on a map presented via a PC monitor); in the other, abstract version ...
Bizo, Lewis A +4 more
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