scholarly journals Identifiability of a coincident index model for the colombian economy

2003 ◽  
Author(s):  
Fabio H. Nieto
Keyword(s):  
Index Model ◽  
Coincident Index

The Development of Habitat Suitability Index Model of Class I Endangered Wildlife, Sedirea japonica - A Case Study of Korea National Park of Dadohaehaesang -

2020 ◽  
Vol 32 (1) ◽  
pp. 153-172
Author(s):  
Yun-Jin Shim ◽  
Yong-Su Park ◽  
Rae-Ha Jang ◽  
Young-Jun Yoon ◽  
Sun- Ryoung Kim ◽  
...  
Keyword(s):  
Habitat Suitability ◽  
National Park ◽  
Class I ◽  
Habitat Suitability Index ◽  
Index Model ◽  
Suitability Index

ANALISIS PORTOFOLIO OPTIMAL DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL PADA SAHAM IDX BUMN20 DI BURSA EFEK INDONESIA JANUARI 2018-JANUARI 2019

2019 ◽  
Vol 4 (2) ◽  
Author(s):  
Mochamad Andik Firmansyah
Keyword(s):  
Stock Exchange ◽  
Optimal Portfolio ◽  
Rate Of Return ◽  
Portfolio Risk ◽  
Expected Return ◽  
Purposive Sampling ◽  
Single Index ◽  
Index Model ◽  
Market Return ◽  
Single Index Model

Penelitian ini bertujuan untuk menentukan level of expected return dan the best risk of optimal portfolio  formation dengan menggunakan Single Index Model pada saham IDX BUMN 20 yang tercatat di Indonesia Stock Exchange dari bulan Januari 2018 sampai January 2019. Saham IDX BUMN 20 yang tercatat di Indonesia Stock Exchange dengan populasi sebanyak 20 perusahaan. Dengan menggunakan populasi sebesar 20 perusahaan maka peneliti menggunakan purposive sampling, dan ternyata hanya 18 perusahaan saja yang ditemukan memenuhi kriteria penelitian ini. Penelitian ini juga menggunakan metode Kuantitatif Deskriptif. Analisa data pada penelitian ini untuk menentukan saham-saham mana saja yang termasuk the optimal portfolio, dan juga the level of proportion of 1 funds yang termasuk juga dalam kategori the optimal portfolio dan the level of expected return serta the best risk of the optimal portfolio yang terbentuk dengan menggunakan Single Index Model. Hasil dari penelitian ini menunjukan bahwa terdapat 5 perusahaan dengan kategori the optimal portfolio dari 18 sampel perusahaan pada saham IDX BUMN 20 dengan tingkat tertinggi dari level of proportion of 1 funds ditemukan pada PTBA share sat 1.89333 or 189,333%, di lain pihak dengan tingkat terendah adalah pada TLKM shares at -2.13488 or -213.488% yang berarti bahwa saham TLKM adalah negatif dan harus dijual dalam jangka waktu pendek sebesar 213,488% dari dana yang dimiliki oleh para inventor dan menghasilkan rate of return yang diharapkan dari formasi optimal portfolio sebesar 0.17583 or 17.583% lebih tinggi dari yang diharapkan oleh market return sebesar 0.00264 or 0.264% dan memiliki tingkat portfolio risk borne sebesar 0.10384 or 10,384%, lebih kecil dari the risk of market sebesar 0.03367 or 3,367% dan beta market sebesar 1.Kata Kunci : Portfolio, Optimal Portfolio, Single Index Model.

ANALISIS DIVERSIFIKASI INTERNASIONAL : PEMBENTUKAN PORTOFOLIO OPTIMAL INDEKS SAHAM DUNIA (Studi Kasus Pada Indeks Saham Aktif Dunia Versi The Wall Street Journal)

2019 ◽  
Vol 6 (02) ◽  
Author(s):  
Rony Mahendra ◽  
Erwin Dyah Astawinetu
Keyword(s):  
Wall Street Journal ◽  
Optimal Portfolio ◽  
Stock Index ◽  
Wall Street ◽  
Expected Return ◽  
Single Index ◽  
Index Model ◽  
Single Index Model ◽  
Stock Indices ◽  
The Wall Street Journal

The research objective is to establish an optimal portfolio and know the difference between risk and return stock index portfolio candidates and non-candidates. Method used in the preparation of this research portfolio is the single index model, while the samples of this study are active world stock indices version of The Wall Street Journal during the period August 2012 - August 2016 and The Global Dow is used as the benchmark stock index. In establishing the optimal portfolio is used two perspectives: the Rupiah perspective and the U.S. Dollar perspective. The results showed there were three stock indices from the perspective of Rupiah and 8 share index menurutperspektif U.S. Dollar that make up the optimal portfolio, with the cut-of-pointsebesar 0,01393menurut Rupiah perspective and the perspective of 0.0078 US Dollars Based on the perspective of return expectations Rupiah obtained by 0.0258 with a risk of 0.06512. Berdarkan perspective of US Dollars, obtained return expectations at 0.0154 with a risk of 0.0292. From the test results showed that the hypothesis, the return on both perspectives there are significant differences between the index of the candidate, with a non-candidate. Then the risk of stock index, among the candidates, with a non-candidate, the Rupiah perspective there is no difference, but in the perspective of US Dollars, there are significant differences.Keywords: Single Index Model, candidate portfolio, optimal portfolio, expected return, excess return to beta, cut-off-point

A multilevel index model of labor market dysfunction

2019 ◽  
Author(s):  
Anna V. Maltseva ◽  
Olesia V. Makhnytkina ◽  
Natalia E. Shilkina ◽  
Alexandr N. Soshnev ◽  
Evgenii A. Evseev
Keyword(s):  
Labor Market ◽  
Index Model

A risk index model for uncertain portfolio selection with background risk

2021 ◽  
Vol 132 ◽  
pp. 105331
Author(s):  
Xiaoxia Huang ◽  
Guowei Jiang ◽  
Pankaj Gupta ◽  
Mukesh Kumar Mehlawat
Keyword(s):  
Portfolio Selection ◽  
Risk Index ◽  
Background Risk ◽  
Index Model

scholarly journals Optimising the Complex Refractive Index Model for Estimating the Permittivity of Heterogeneous Concrete Models

2021 ◽  
Vol 13 (4) ◽  
pp. 723
Author(s):  
Hossain Zadhoush ◽  
Antonios Giannopoulos ◽  
Iraklis Giannakis
Keyword(s):  
Refractive Index ◽  
Shape Factor ◽  
Complex Refractive Index ◽  
Fdtd Method ◽  
Air Voids ◽  
Water Fraction ◽  
Index Model ◽  
General Complex ◽  
Ground Penetrating ◽  
Fine Tune

Estimating the permittivity of heterogeneous mixtures based on the permittivity of their components is of high importance with many applications in ground penetrating radar (GPR) and in electrodynamics-based sensing in general. Complex Refractive Index Model (CRIM) is the most mainstream approach for estimating the bulk permittivity of heterogeneous materials and has been widely applied for GPR applications. The popularity of CRIM is primarily based on its simplicity while its accuracy has never been rigorously tested. In the current study, an optimised shape factor is derived that is fine-tuned for modelling the dielectric properties of concrete. The bulk permittivity of concrete is expressed with respect to its components i.e., aggregate particles, cement particles, air-voids and volumetric water fraction. Different combinations of the above materials are accurately modelled using the Finite-Difference Time-Domain (FDTD) method. The numerically estimated bulk permittivity is then used to fine-tune the shape factor of the CRIM model. Then, using laboratory measurements it is shown that the revised CRIM model over-performs the default shape factor and provides with more accurate estimations of the bulk permittivity of concrete.

scholarly journals How Effective Is the Green Development Policy of China’s Yangtze River Economic Belt? A Quantitative Evaluation Based on the PMC-Index Model

2021 ◽  
Vol 18 (14) ◽  
pp. 7676
Author(s):  
Shengli Dai ◽  
Weimin Zhang ◽  
Jiamin Zong ◽  
Yingying Wang ◽  
Ge Wang
Keyword(s):  
Yangtze River ◽  
Three Dimensional ◽  
Local Area ◽  
Surface Model ◽  
Policy Effectiveness ◽  
Index Model ◽  
Advantages And Disadvantages ◽  
Green Development ◽  
Development Policies ◽  
Policy Texts

Although many countries around the world, especially China, highlight the strategy of green development, there has been little research evaluating the effectiveness of green development policies in local area. This study explores 16 policy texts with the theme of green development in the Yangtze River Economic Belt in China. Using the Policy Modeling Consistency Index (PMC-Index) model, the paper establishes a multi-input–output policy table and scientifically and systematically evaluates these policies. The results show that the average PMC index of the 16 policy texts is 6.83, indicating a high overall quality of policy texts. The index identifies two states of policy effectiveness as being good and excellent; 50% of the total texts fall into these categories and do not fall into the category of having a low level of policy effectiveness. Five indicators, including policy timeliness, social benefits, policy audience scope, and incentives and constraints, significantly impact the PMC-Index of the policy. Six representative policy samples were selected and analyzed. The advantages and disadvantages of the policy can be more fully understood by the degree of depression of the PMC’s three-dimensional curved surface (PMC-Surface) model. Finally, the paper provides theoretical recommendations for the optimization of the green development policies.

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