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Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options

Akuzawa, Toshinao; Nishiyama, Yoshihiko - In: The North American Journal of Economics and Finance 25 (2013) C, pp. 335-357

We propose a criterion for portfolio selection, implied excess Sharpe ratio. The implied excess Sharpe ratio is intended as an excess Sharpe ratio (versus the underlying stock) that investors can expect to enjoy from portfolios that include options and is a useful ex ante indicator that can be...

Persistent link: https://www.econbiz.de/10010679172

Assessing the effects of water table depth on water use, soil salinity and wheat yield: Searching for a target depth for irrigated areas in the upper Yellow River basin

Xu, Xu; Huang, Guanhua; Sun, Chen; Pereira, Luis S.; … - In: Agricultural Water Management 125 (2013) C, pp. 46-60

-hydrological model, SWAP, was adopted to explore the response of soil water and solute dynamics, and crop yield to water table changes …. With this purpose, SWAP was modified through the inclusion of a simplified crop growth module, a method of variable active …

Persistent link: https://www.econbiz.de/10010678953

Use of saline water for irrigation in monsoon climate and deep water table regions: Simulation modeling with SWAP

Verma, A.K.; Gupta, S.K.; Isaac, R.K. - In: Agricultural Water Management 115 (2012) C, pp. 186-193

SWAP (Soil-Water-Atmosphere-Plant) version 2.0 was evaluated for its capability to simulate crop growth and salinity … during 2000–2003. A close agreement was observed between the measured data and simulated values. SWAP simulated and observed … could be confirmed with application of SWAP that long-term use of saline water in monsoon climate under deep water table …

Persistent link: https://www.econbiz.de/10010594559

Using SWAP to quantify space and time related uncertainty in deep drainage model estimates: A case study from northern NSW, Australia

Bennett, Sarah Ji; Bishop, Thomas F.A.; Vervoort, R. Willem - In: Agricultural Water Management 130 (2013) C, pp. 142-153

. The 1-D soil water model SWAP was used with multiple realisations of rainfall, land use and soil hydraulic properties over …

Persistent link: https://www.econbiz.de/10010709303

Deep drainage modeling for a fertigated coffee plantation in the Brazilian savanna

Pinto, Victor Meriguetti; Reichardt, Klaus; van Dam, Jos; … - In: Agricultural Water Management 148 (2015) C, pp. 130-140

describe hydrological processes, SWAP (Soil, Water, Atmosphere and Plant model) has been successfully used under several ….g. perennial crops, is a new application. This report shows a SWAP application to a mature coffee crop over one-production cycle … annual deep drainage Q=1019mm obtained by SWAP was within 99% of the value determined by the climatologic water balance of …

Persistent link: https://www.econbiz.de/10011116736