Search results for "Return"
showing 10 items of 354 documents
Degree stability of a minimum spanning tree of price return and volatility
2002
We investigate the time series of the degree of minimum spanning trees obtained by using a correlation based clustering procedure which is starting from (i) asset return and (ii) volatility time series. The minimum spanning tree is obtained at different times by computing correlation among time series over a time window of fixed length $T$. We find that the minimum spanning tree of asset return is characterized by stock degree values, which are more stable in time than the ones obtained by analyzing a minimum spanning tree computed starting from volatility time series. Our analysis also shows that the degree of stocks has a very slow dynamics with a time-scale of several years in both cases.
Brand image transfer from team to sponsor: how effective is it to sponsor a football team with little success
2019
We propose to explore the influence of success in sports on the effect of image transfer in sponsorship. We analysed three football teams based on their historical ranking. The image transfer does not occur with the less successful team. We conclude that sports sponsors need to reconsider their strategic options to align them with their company goals and to promote a return on investment. An ideal strategy to enhance the brand image would be to sponsor more successful sports teams because it has been shown that those teams that have more victories get greater exposure and therefore the ROI for sponsors increase.
An analysis of feed’in tariffs for solar PV in six representative countries of the European Union
2014
Abstract In this paper, after a brief review on the main support policies for Photovoltaic (PV) systems in Europe, the specific situations of six representative countries (France, Germany, Greece, Italy, Spain and the U.K.) are examined, with the purpose of highlighting the main differences in the implementation of the feed’in tariff (FiT) support policies adopted for PV systems. In particular, a comparison based on the calculation of economic indexes, as the Discounted Cash Flows (DCF), the Pay-Back-Period (PBP), the Net Present Value (NPV) and the Internal Rate of Return (IRR), for different sized PV systems shows that a specific FiT can sometimes be inconvenient for the producer and that…
Comparative analysis of different supporting measures for the production of electrical energy by solar PV and Wind systems: Four representative Europ…
2009
Abstract In the 9th of March 2007, the European Council decided a fixing goal of 20% contribution of the renewable energy sources (RES) on the total European electric energy production in 2020. In order to reach such an ambitious goal, all the European countries are adopting different support policies for encouraging the installations of RES-based generation systems. In this paper, after a brief review on the main support policies for RES in Europe, the specific situations of four representative countries (France, Germany, Italy and Spain) are examined, with the purpose of putting into evidence the main differences in the support policies adopted for Photovoltaic (PV) and Wind systems. In p…
The Influence of Social Vision, Social Networks, and Financial Return on Social SME Sustainability
2020
Social entrepreneurship is one of the catalysts of poverty reduction and sustainable development, but its impact in developing countries is not rapid in comparison to traditional entrepreneurship. The idea is to explain the phenomenon from an entrepreneurial perspective and to focus on entrepreneur sustainability. The data for this study was collected at the firm level with questionnaires through Qualtrics online survey platform. The structured questionnaires target the Social Micro, Small, and Medium-Sized Enterprises in Nigeria. This study provides a fundamental understanding of structural relationships that exist between the social vision, social network, financial return, innovation, an…
Design & Optimization of Large Cylindrical Radomes with Subcell and Non-Orthogonal FDTD Meshes Combined with Genetic Algorithms
2021
The word radome is a contraction of radar and dome. The function of radomes is to protect antennas from atmospheric agents. Radomes are closed structures that protect the antennas from environmental factors such as wind, rain, ice, sand, and ultraviolet rays, among others. The radomes are passive structures that introduce return losses, and whose proper design would relax the requirement of complex front-end elements such as amplifiers. The radome consists mostly in a thin dielectric curved shape cover and sometimes needs to be tuned using metal inserts to cancel the capacitive performance of the dielectric. Radomes are in the near field region of the antennas and a full wave analysis of th…
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions
2014
We study the high frequency scaling of the distributions of returns for stocks traded at NASDAQ market as a function of the tick-to-price ratio. The tick-to-price ratio is a measure of an effective tick size. We find dramatic differences between distributions for assets with large and small tick-to-price ratio. The presence of returns clustering is evident for large tick size assets. The statistical differences between large and small tick size assets appear to reduce at higher time scales of observation. A possible way to explain returns dynamics for large tick size assets is the coupling of returns with bid-ask spread dynamics. A simple Markov- switching model is able to reproduce the pro…
Una tabla inédita de Fernando Yáñez y nueva luz sobre su estancia en Almedina (1518-1525)
2020
The contribution presents a new acquisition for the catalog of Fernando Yáñez, a Holy Family dating back to 1523, shedding new light on the artist?s production in the third decade of the sixteenth century during his return to Almedina, his birthplace, in a time frame that divides the works for Valencia, like the retablo mayor for the city?s cathedral, from his altarpieces for Cuenca.
A first return examination of vector valued integrals.
2009
We prove that for each Bochner integrable function f there exists a trajectory yielding the Bochner integral of f, and that on infinite dimensional Banach spaces there exist Pettis integrable functions f such that no trajectory yields the Pettis integral of f.
The Best Hedging Strategy in the Presence of Transaction Costs
2009
Considerable theoretical work has been devoted to the problem of option pricing and hedging with transaction costs. A variety of methods have been suggested and are currently being used for dynamic hedging of options in the presence of transaction costs. However, very little was done on the subject of an empirical comparison of different methods for option hedging with transaction costs. In a few existing studies the different methods are compared by studying their empirical performances in hedging only a plain-vanilla short call option. The reader is tempted to assume that the ranking of the different methods for hedging any kind of option remains the same as that for a vanilla call. The …