Results 11 to 20 of about 66,854 (253)
A General Framework for Portfolio Theory—Part I: Theory and Various Models
Risks, 2018 Utility and risk are two often competing measurements on the investment success. We show that efficient trade-off between these two measurements for investment portfolios happens, in general, on a convex curve in the two-dimensional space of utility and ...
Stanislaus Maier-Paape, Qiji Jim Zhu
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On Entropy-type Measures and Divergences with Applications in Engineering, Management and Applied Sciences [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2021 In this work we review Entropy-type measures and Divergences, discuss their properties and unfold their diverse applicability. In addition, we compare distances between populations and distributions via weighted Entropy-type measures relying mainly on ...
C. Koukoumis, A. Karagrigoriou
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On the Relationship between Mathematical Theories and Financial Markets A Critical Review on the Book Lecturing Birds on Flying [PDF]
پژوهشنامۀ انتقادی متون و برنامههای علوم انسانی, 2022 The financial crisis of 2007-2008 has been the subject of research in different ways. The role of quantitative models and mathematical theories in the occurrence of this crisis and the other complications that such models cause in financial markets is ...
Hojjatollah Sadeqi
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Teachers’ knowledge for teaching compound interest
Pythagoras, 2013 There is increasing acknowledgement that teachers’ knowledge for teaching mathematics is multifaceted and topic specific. Given the paucity of research on the teaching and learning of financial mathematics in general, little can be known about teachers’
Craig Pournara
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A Dynamic Model for Futures of Iran\'s Oil Industry [PDF]
پژوهشهای اقتصادی, 2015 The main purpose of this paper is to provide a mathematical model for oil future contracts. The study basis has put on the Schwartz Model (1997), but it is clear that with the small change, it is applicable for Iranian Oil Industry Futures.
Hamid Bahmanpour, Abdolsadeh Neisy
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The Journal for Transdisciplinary Research in Southern Africa, 2014 The main aim of the study was (1) to identify the underlying factors related to errors due to incorrect association, and (2) to understand why learners continue to make such errors so that mechanisms to avoid such errors could be devised.
Xolani Khalo, Anass Bayaga
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On the Inception of Financial Representative Bubbles
Mathematics, 2017 In this work, we aim to formalize the inception of representative bubbles giving the condition under which they may arise. We will find that representative bubbles may start at any time, depending on the definition of a behavioral component.
Massimiliano Ferrara +2 more
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Parallelization of the α‐stable modelling algorithms
Mathematical Modelling and Analysis, 2007 Stable distributions have a wide sphere of application: probability theory, physics, electronics, economics, sociology. Particularly important role they play in financial mathematics, since the classical models of financial market, which are based on the
Igoris Belovas, Vadimas Starikovičius
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Estimating the Trends of Volatility in the Risk Equity Market Over the Short and Long Terms
Computational and Mathematical MethodsMarket fluctuations in the stock sector are common. The possible loss that investors may incur because of their investment activity is referred to as investment risk. Returns on investments may fall short of expectations due to a variety of circumstances.
Valeriana Lukitosari +4 more
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The Role of Hellinger Processes in Mathematical Finance
Entropy, 2001 This paper illustrates the natural role that Hellinger processes can play in solving problems from ¯nance. We propose an extension of the concept of Hellinger process applicable to entropy distance and f-divergence distances, where f is a convex ...
T. R. Hurd, T. Choulli
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