In this paper, we consider the optimal asset allocation problems under VaR constraints. It is shown that the separation property holds to a certain extent. The optimal allocation of funds in risky assets is dependent on the distribution of the returns of
Li, Steven
core
RSSI Fingerprint Height Based Empirical Model Prediction for Smart Indoor Localization. [PDF]
Arigye W +4 more
europepmc +1 more source
A Semi-Empirical Model to Estimate Maximum Floc Size in a Turbulent Flow. [PDF]
Bizi M.
europepmc +1 more source
Developing an empirical model for spillover and emergence: Orsay virus host range in Caenorhabditis. [PDF]
Shaw CL, Kennedy DA.
europepmc +1 more source
An empirical model of proton RBE based on the linear correlation between x-ray and proton radiosensitivity. [PDF]
Flint DB +10 more
europepmc +1 more source
Distribution, aggregate demand and productivity growth - theory and empirical results for six OECD countries based on a Post-Kaleckian model [PDF]
Empirical research based on the Bhaduri/Marglin-variant of the Kaleckian model has recently shown that aggregate demand in many medium-sized and large open economies tends to be wage-led in the medium to long run, even in a period of increasing ...
Artur Tarassow, Eckhard Hein
core
An Empirical Model of Ion-Selective Organic Electrochemical Transistors. [PDF]
Nath SD +4 more
europepmc +1 more source
Model selection for monetary policy analysis – Importance of empirical validity [PDF]
We investigate the importance of employing a valid model for monetary policy analysis. Specifically, we investigate the economic significance of differences in specification and empirical validity of models.
Ragnar Nymoen, Q. Farooq Akram
core
The Impact of Social Media Addiction on Vaccine Hesitancy Among Nursing Students: Testing an Empirical Model. [PDF]
Nichol B +11 more
europepmc +1 more source
Conscious Self-regulation, Motivational Factors, and Personality Traits as Predictors of Students' Academic Performance: A Linear Empirical Model. [PDF]
Morosanova VI, Bondarenko IN, Fomina TG.
europepmc +1 more source

