Sentences with phrase «for subperiods»
A measure of return calculated by averaging the return for each subperiod in which a cash flow occurs into a return for a reporting period.
https://www.hsbc.ca/ Not exact matches
There are 96 (48) observations per quintile for the overall sample period (subperiods).
To test robustness of findings, they: (1) account for one - way trading frictions ranging from 0.02 % to 0.05 % across assets; (2) consider five subperiods to test consistency over time; and, (3) perform out - of - sample tests using the first part of each subperiod to select the best rules and roughly the last year to measure performance of these rules out - of - sample.
Using return data and strategy descriptions spanning a total of 6,352 hedge funds over the period January 1970 through June 2009 and risk factor adjustment data for a January 1994 through March 2009 subperiod, he concludes that: Keep Reading
The 1963 - 1990 relation between BE / ME and average return is strong, and remarkably similar for the 1963 - 1976 and 1977 - 1990 subperiods.
For the data contained in Figure 2 can be compared against all other determinations of Antarctica's temperature history, over any subperiod of interest, and represents a spatial scale that you are comfortable with.