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Formative Assessment in Higher Education Classrooms: Second Language Writing Learning [PDF]

open access: yesInternational Journal of TESOL Studies, 2021
Although assessment for learning (AfL) has gradually become a dominant discourse in L2 writing classrooms in higher education throughout the world, in many cases, the quality of AfL implementation in real writing classrooms does not seem to be high ...
Yujie Zhong, Manzhen Yang
doaj   +1 more source

Portfolio Flows and Household Portfolios

open access: yesSSRN Electronic Journal, 2023
In this paper, we show that cross-border portfolio flows around the peak of the European Crisis induced households to rebalance their portfolios toward housing. Estimating difference-in-differences regressions around Draghi’s “Whatever It Takes” speech in July 2012 with household data from the ECB’s Household Finance and Consumption Survey, we find ...
Dominik Boddin   +3 more
openaire   +2 more sources

ON THE INTERNATIONALIZATION OF PORTFOLIOS * [PDF]

open access: yesOxford Economic Papers, 1992
Portfolio theory has been an important component of open economy macroeconomic models. In those models, it is essential to distinguish among several categories of assets, both foreign and domestic, and to specify the demands and supplies. This framework has become increasingly relevant.
Brainard, William C, Tobin, James
openaire   +3 more sources

Assessment challenges in open learning: Way-finding, fork in the road, or end of the line?

open access: yesOpen Praxis, 2013
Growing global commitments to open learning through the use of Open Educational Resources (OERs) are accompanied by concerns over what “to do” with that learning when learners present it to traditional institutions for assessment and accreditation.
Dianne Conrad
doaj   +5 more sources

Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio [PDF]

open access: yesMathematical Finance, 2018
AbstractCover's celebrated theorem states that the long‐run yield of a properly chosen “universal” portfolio is almost as good as that of the best retrospectively chosen constant rebalanced portfolio. The “universality” refers to the fact that this result is model‐free, that is, not dependent on an underlying stochastic process.
Cuchiero, Christa   +2 more
openaire   +6 more sources

Letting Go of Grades: Creating an Environment of Autonomy and a Focus on Learning for High Achieving Students

open access: yesTeaching & Learning Inquiry: The ISSOTL Journal, 2022
In this essay we discuss an iterative, reflective writing assignment (the “learning charter”) as a way to understand how high-achieving students experienced an ungrading learning environment.
Eric Hall, Kristina Meinking
doaj   +1 more source

Multipurpose Strategy for Energy Storage System Based on Capital Asset Pricing Model With Ensemble Approach

open access: yesIEEE Access, 2021
In this paper, we present a multipurpose operation strategy for the efficient distribution of power to multiple power services from a single battery energy storage system (BESS). The proposed operation strategy uses a modern portfolio theory of financial
Kazufumi Yuasa   +3 more
doaj   +1 more source

Producing the tangency portfolio as a corner portfolio [PDF]

open access: yesRAIRO - Operations Research, 2013
One-fund theorem states that an efficient portfolio in a Mean-Variance (M-V) portfolio selection problem for a set of some risky assets and a riskless asset can be represented by a combination of a unique risky fund (tangency portfolio) and the riskless asset.
Reza Keykhaei, Mohamad Taghi Jahandideh
openaire   +1 more source

INVESTMENTS IN TIMES OF UNCERTAINTY: FORMATION OF PORTFOLIOS USING RANDOM FOREST

open access: yesRevista Gestão em Análise, 2023
Objective: based on a systematic approach using machine learning, this research aims to propose a model of selection and allocation of assets that allows for building profitable and safe portfolios, even in times of insecurity and low predictability ...
José Erasmo Silva   +2 more
doaj   +1 more source

Functional Portfolio Optimization in Stochastic Portfolio Theory

open access: yesSIAM Journal on Financial Mathematics, 2022
In this paper we develop a concrete and fully implementable approach to the optimization of functionally generated portfolios in stochastic portfolio theory. The main idea is to optimize over a family of rank-based portfolios parameterized by an exponentially concave function on the unit interval. This choice can be motivated by the long term stability
Steven Campbell, Ting-Kam Leonard Wong
openaire   +3 more sources

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