scholarly journals A Structural Approach to Estimating Rate of Return Expectations of Farmers

1993 ◽  
Vol 25 (2) ◽  
pp. 56-68 ◽  
Author(s):  
Bruce L. Ahrendsen
Keyword(s):  
Time Series ◽  
North Carolina ◽  
Cost Function ◽  
Structural Approach ◽  
Rate Of Return ◽  
Dairy Farmers ◽  
Return On Assets ◽  
Rates Of Return ◽  
Sample Mean ◽  
Using Data

AbstractA dual cost function approach is developed as an alternative to time series and simplistic approaches for estimating farmers' expected operating rates of return on assets. A translog restricted cost function is estimated using data provided by 152 North Carolina dairy farmers over the period 1976 through 1986. The predicted costs from the fitted restricted cost function are used to construct estimates of farmers' expected operating rates of return on assets. The estimates from this structural approach explain more of the variation in observed rates than do time series estimates or sample mean observed rates.

Improving Runoff Simulations using Satellite-observed Time-series of Snow Covered Area

2003 ◽  
Vol 34 (4) ◽  
pp. 281-294 ◽  
Author(s):  
R.V. Engeset ◽  
H-C. Udnæs ◽  
T. Guneriussen ◽  
H. Koren ◽  
E. Malnes ◽  
...  
Keyword(s):  
Time Series ◽  
Radar Sensors ◽  
Noaa Avhrr ◽  
Runoff Forecasting ◽  
Snow Covered Area ◽  
Covered Area ◽  
Satellite Sensors ◽  
Major Floods ◽  
Using Data ◽  
Southern Norway

Snowmelt can be a significant contributor to major floods, and hence updated snow information is very important to flood forecasting services. This study assesses whether operational runoff simulations could be improved by applying satellite-derived snow covered area (SCA) from both optical and radar sensors. Currently the HBV model is used for runoff forecasting in Norway, and satellite-observed SCA is used qualitatively but not directly in the model. Three catchments in southern Norway are studied using data from 1995 to 2002. The results show that satellite-observed SCA can be used to detect when the models do not simulate the snow reservoir correctly. Detecting errors early in the snowmelt season will help the forecasting services to update and correct the models before possible damaging floods. The method requires model calibration against SCA as well as runoff. Time-series from the satellite sensors NOAA AVHRR and ERS SAR are used. Of these, AVHRR shows good correlation with the simulated SCA, and SAR less so. Comparison of simultaneous data from AVHRR, SAR and Landsat ETM+ for May 2000 shows good inter-correlation. Of a total satellite-observed area of 1,088 km2, AVHRR observed a SCA of 823 km2 and SAR 720 km2, as compared to 889 km2 using ETM+.

Making investment decisions in stock markets using a forecasting-Markowitz based decision-making approaches

2019 ◽  
Vol 15 (2) ◽  
pp. 647-659 ◽  
Author(s):  
Zahra Moeini Najafabadi ◽  
Mehdi Bijari ◽  
Mehdi Khashei
Keyword(s):  
Decision Making ◽  
Time Series ◽  
Stock Markets ◽  
Time Series Prediction ◽  
Investment Decisions ◽  
Rate Of Return ◽  
Expected Returns ◽  
Prediction Methods ◽  
Content Type ◽  
Markowitz Model

Purpose This study aims to make investment decisions in stock markets using forecasting-Markowitz based decision-making approaches. Design/methodology/approach The authors’ approach offers the use of time series prediction methods including autoregressive, autoregressive moving average and artificial neural network, rather than calculating the expected rate of return based on distribution. Findings The results show that using time series prediction methods has a significant effect on improving investment decisions and the performance of the investments. Originality/value In this study, in contrast to previous studies, the alteration in the Markowitz model started with the investment expected rate of return. For this purpose, instead of considering the distribution of returns and determining the expected returns, time series prediction methods were used to calculate the future return of each asset. Then, the results of different time series methods replaced the expected returns in the Markowitz model. Finally, the overall performance of the method, as well as the performance of each of the prediction methods used, was examined in relation to nine stock market indices.

APPLING GREY FORECASTING METHOD TO FORECAST THE PORTFOLIO’S RATE OF RETURN IN STOCK MARKET OF IRAN

2012 ◽  
Vol 01 (07) ◽  
pp. 01-16
Author(s):  
Ali Mohammadi ◽  
Sara Zeinodin Zade
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Predictive Ability ◽  
Grey Model ◽  
Rate Of Return ◽  
Forecasting Accuracy ◽  
Grey Forecasting ◽  
Best Value ◽  
Forecasting Method ◽  
Time Series Method

Stock market is one of the most important investment market, which influenced by many factors, therefore it needs a robust and accurate forecasting. In this study ,grey model used as a forecasting method and examined if it is the most reliable forecasting method in comparison of time series method. The information of portfolio’s rate of return is gathered from 50 accepted companies in Tehran stock market, which were announced as the best companies last year. Mean Square of the errors (MSE) is computed by different value of α in grey model which could be varied between .1 to .9 ,to examined if α=.5 is the best value that our model could take .Then the predictive ability of the model is compared with different type of time series based forecasting methods Experimental results confirm forecasting accuracy of grey model. Tracking signal is computed for grey model to see whether grey model forecasting is in control or not. At the last portfolio’s rate of return is forecasted for next periods.

scholarly journals Market share of credit facilities and their impact on the profitability of banks in the Kingdom of Saudi Arabia – An applied study on Saudi banks –: الحصة السوقية للتسهيلات الائتمانية وأثرها على ربحية المصارف في المملكة العربية السعودية – دراسة تطبيقية على المصارف السعودية –

2020 ◽  
Vol 4 (11) ◽  
Author(s):  
Amal Abdullah Abdullah Al- Qahtani
Keyword(s):  
Saudi Arabia ◽  
Data Analysis ◽  
Market Share ◽  
Panel Data Analysis ◽  
Rate Of Return ◽  
Return On Assets ◽  
Kingdom Of Saudi Arabia ◽  
Return On Equity ◽  
Applied Study ◽  
Descriptive Approach

The objective of this study is to reveal the effect of the market share of credit facilities on the rate of return on assets and the rate of return on equity in Saudi banks. The study sample consisted of all Saudi banks, which included twelve banks listed on the stock market of 2008 and before 2018. The study relied on the analytical descriptive approach by using the Panel Data Analysis. One of the main findings of the study is that the market share positively affects the rate of return on assets, while the market share of credit facilities does not affect the rate of return on equity. Among the most important recommendations in the study is the need to reduce the rate of return on credit facilities, which may contribute to increasing its market share, which will increase the contribution to the achievement of profits and work on the balance between liquidity and profitability by maintaining the market share in the volume of deposits to give the bank the ability To increase credit facilities and thus increase profits in banks and to conduct further research related to the market share of credit facilities in Saudi banks.

scholarly journals CEO compensation and performance of state owned enterprises in South Africa

2012 ◽  
Vol 10 (1) ◽  
pp. 97-109 ◽  
Author(s):  
Sam Ngwenya ◽  
Mahlomolo Khumalo
Keyword(s):  
South Africa ◽  
Ceo Compensation ◽  
Positive Relationship ◽  
Board Members ◽  
Total Revenue ◽  
Return On Assets ◽  
Base Salary ◽  
And Performance ◽  
Using Data ◽  
The Relationship

The study investigates the relationship between CEO compensation and performance of State Owned Enterprises (SOEs) in South Africa, using data for the period 2009 to 2011. The results indicated that there exist no positive relationship between CEO compensation and SOEs performance as measured by return on assets. The results also indicated a positive relationship between CEO compensation (base salary) and the size of SOEs as measured by total revenue and number of employees. The results suggest that board members of SOEs in South Africa should hold CEOs accountable for the performance of SOEs, and should not pay huge salaries and bonuses to non performing CEOs.

scholarly journals Is Islamic Bank More Stable Than Conventional Bank? Evidence From Islamic Rural Banks in Indonesia

2021 ◽  
Vol 12 (2) ◽  
pp. 294
Author(s):  
Agus Widarjono ◽  
M. B. Hendrie Anto ◽  
Faaza Fakhrunnas
Keyword(s):  
Time Series ◽  
Financial Stability ◽  
Time Series Data ◽  
Series Data ◽  
Z Score ◽  
Profit Rate ◽  
Return On Assets ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Better Than

This study investigates whether Islamic rural banks perform better than conventional rural banks as their competitor in Indonesia. To measure Islamic rural banks' financial performance, we apply financial stability using Z-score and profitability using the return on assets. We use monthly time series data from January 2009 to December 2018. The dynamic regression of the Autoregressive Distributed Lag (ARDL) model is then employed. The results report that the Z-Score of Islamic rural banks is higher than the Z-Score of conventional rural banks. This finding shows that Islamic rural banks are less risky than conventional rural banks. However, the Islamic rural banks' financial stability is very vulnerable to changes in equity, output, and inflation than conventional rural banks. Although the Islamic rural banks' profit rate is lower compared to conventional rural banks, it is considered more stable. The profit of Islamic rural banks is affected by size, equity, domestic output, and inflation.

Recent Mortality Trends in the Spanish Population

2002 ◽  
Vol 8 (4) ◽  
pp. 757-786 ◽  
Author(s):  
A. Felipe ◽  
M. Guillen ◽  
A. M. Perez-Marin
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Spanish Population ◽  
Mortality Trends ◽  
Calendar Time ◽  
Series Analysis ◽  
Univariate Time Series ◽  
Using Data ◽  
The Way

ABSTRACTOur research deals with the way that calendar time affects mortality patterns in the Spanish population, and how this information can be used to elaborate predictions. A description of the observed mortality evolution has been worked out using data from 1975 to 1993. We have used Heligman-Pollard Law number two to model the evolution of Spanish mortality over the period and using univariate time series analysis, we have obtained a prognosis for years 1994 to 2010.

PENGARUH DEBT TO ASSET RATIO, RETURN ON ASSET, TOTAL ASSET TURNOVER DAN CURRENT RATIO TERHADAP PERTUMBUHAN LABA PERUSAHAAN MANUFAKTUR SEKTOR INDUSTRI BARANG KONSUMSI TERDAFTAR DI BEI PERIODE 2016 – 2019

2021 ◽  
Vol 8 (1) ◽  
pp. 34-50
Author(s):  
Leslie Jie ◽  
Bayu Laksma Pradana
Keyword(s):  
Stock Exchange ◽  
Equation Model ◽  
Total Asset ◽  
Return On Assets ◽  
Current Ratio ◽  
Earnings Growth ◽  
Normality Test ◽  
Analysis Technique ◽  
Asset Turnover ◽  
Using Data

This study was conducted to examine the effect of Debt to Asset Ratio, Return on Assets, Total Asset Turnover and Current Ratio on the growth of manufacturing profits in the consumer goods industry sector listed on the Indonesia Stock Exchange for the period of 2016 - 2019. Data collection techniques used were documentation using data secondary. The data analysis method used is a quantitative method with associative and descriptive method approaches. The analysis technique used is multiple regression and hypothesis testing using partial t-test and F test simultaneously. In addition, a classic assumption test which includes a normality test, a multicollinearity test, an autocorrelation test and a heteroscedasticity test are performed. The classic assumption test shows that if this study does not find any distorted variables that meet the requirements of the multiple linear regression equation model. The samples used were 25 companies in 4 periods, 100 samples. The results showed that Total Asset Turnover partially affected earnings growth. Debt to Asset Ratio, Return on Asset, Total Asset Turnover and Current Ratio influence simultaneously earnings growth.

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