Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes [PDF]
We consider the portfolio selection problem in the accumulation phase of a defined contribution pension scheme in continuous time, and compare the mean-variance and the expected utility maximization approaches.
Elena Vigna
core
Minimum variance quadratic unbiased estimation of variance components
, 1971 The variance of a quadratic function of the random variables in a linear model is minimized to obtain locally best unbiased estimators (MIVQUE) of variance components.
Rao, C. Radhakrishna +1 more
core +1 more source
FEBS Letters, EarlyView.Embryo‐like structures (stembryos) are an innovative tool, but they are hindered by experimental variability and limited developmental potential. DNA methylation is crucial for mammalian development, but its status in stembryo models is poorly characterized.
Sara Canil +4 more
wiley +1 more source
A submatrix spatial coherence approach to minimum variance beamforming combined with sign coherence factor for coherent plane wave compounding. [PDF]
Technol Health Care, 2022 Yan X, Wang Y.
europepmc +1 more source
On efficiency of mean-variance based portfolio selection in DC pension schemes [PDF]
We consider the portfolio selection problem in the accumulation phase of a defined contribution (DC) pension scheme. We solve the mean-variance portfolio selection problem using the embedding technique pioneered by Zhou and Li (2000) and show that it is ...
Elena Vigna
core
pH‐mediated activation of the lysosomal arginine sensor SLC38A9
FEBS Letters, EarlyView.Cells monitor nutrient levels via the lysosomal transporter SLC38A9 to activate the mechanistic target of rapamycin complex 1 (mTORC1). This study reveals that SLC38A9 function is regulated by pH. We identified histidine 544 as a critical pH sensor that undergoes conformational changes to control amino acid efflux from lysosomes; therefore, it ...
Xuelang Mu, Ampon Sae Her, Tamir Gonen
wiley +1 more source
Lamb Wave-Minimum Sampling Variance Particle Filter-Based Fatigue Crack Prognosis
Sensors, 2019 Fatigue cracks are one of the common failure types of key aircraft components, and they are the focus of prognostics and health management (PHM) systems. Monitoring and prediction of fatigue cracks show great application potential and economic benefit in
Weibo Yang, Peiwei Gao
doaj +1 more source
Biophysical approaches for studying viral entry
FEBS Letters, EarlyView.Viruses infect all living organisms and have been responsible for major epidemics and pandemics. Their ongoing evolutionary battle with host defenses creates a constant need for improved tools to study viral behavior. Advancing methods to probe viral attachment, fusion, and genome release deepen our understanding of how infections begin and support the
Inbar Yosibash, Raya Sorkin
wiley +1 more source
Disturbance Modelling for Minimum Variance Control in Adaptive Optics Systems Using Wavefront Sensor Sampled-Data. [PDF]
Sensors (Basel), 2021 Coronel M +3 more
europepmc +1 more source
An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation [PDF]
In the present work I derive the risk functions of 5 standard estimators for expected asset returns which are frequently advocated in the literature, viz the sample mean vector, the James-Stein and Bayes-Stein estimator, the minimum-variance estimator ...
Frahm, Gabriel
core