Sharpe ratio adjusted by VaR(and ES)and dynamic Sharpe ratio adjusted by time-varying VaR(and time-varying ES)are employed to analyze the risk and return of all close-end funds in China from 2005 to 2009.Besides,cointegration test shows that there is no long-term dependence between funds ...
FR853448A|1939-04-24|1940-03-19||Dispositif pour la commande du changement de vitesse, de l'embrayage et éventuellement des freins dans une voiture automobile| FR929534A|1946-06-20|1947-12-30|Rene Gillet Sa Des Ets|Changement de vitesses| FR2299562A1|1975-01-31|1976-08-27|Honda ...