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Measurement-grade video for computer vision in neurology: an international consensus framework for acquisition and reporting

Alty J, Amprimo G, Shin JH, Wuehr M, Novotny M, Haberfehlner H, Ferraris C, Li R, Merello M, de Koning-Tijssen M, Relton S, Wong D, Taeger J, Zwergal A, Walther S, Weishaupt J, Häusler KG, Rusz J, Taati B, Roemmich R, McKeown M, Gupta AS, Friedrich MU.   +22 more
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Optimizing the possession portfolio

Current Opinion in Psychology, 2022
Most consumers live surrounded by physical goods, some of which are used often and others that are largely neglected. In this article, we introduce the concept of a "possession portfolio" which we define as an individual's holistic sense (vs. an objective listing) of the totality of the physical goods they own at a given point in time.
Kelly L. Haws, Rebecca Walker Reczek
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Optimal Control of the Portfolio

Automation and Remote Control, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kibzun, A. I., Kuznetsov, E. A.
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Drawdown Measure in Portfolio Optimization [PDF]

SSRN Electronic Journal, 2003
A new one-parameter family of risk measures called Conditional Drawdown (CDD) has been proposed. These measures of risk are functionals of the portfolio drawdown (underwater) curve considered in active portfolio management. For some value of the tolerance parameter α, in the case of a single sample path, drawdown functional is defined as the mean of ...
ALEXEI CHEKHLOV, STANISLAV URYASEV, MICHAEL ZABARANKIN   +2 more
openaire   +1 more source

Robust Portfolio Optimization

Metrika, 2002
We address the problem of estimating risk-minimizing portfolios from a sample of historical returns, when the underlying distribution that generates returns exhibits departures from the standard Gaussian assumption. Specifically, we examine how the underlying estimation problem is influenced by marginal heavy tails, as modeled by the univariate Student-
G. J. Lauprete, A. M. Samarov, R. E. Welsch   +2 more
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On the Optimality of Portfolio Insurance

The Journal of Finance, 1985
ABSTRACTThis paper examines the optimality of an insurance strategy in which an investor buys a risky asset and a put on that asset. The put's striking price serves as the insurance level. In complete markets, it is highly unlikely that an investor would utilize such a strategy.
Benninga, Simon, Blume, Marshall E
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Metaheuristics for Portfolio Optimization

2017
Portfolio optimization refers to allocating an amount of investors’ wealth to different assets in order to satisfy the investors’ preferences for return and risk. We address the portfolio optimization problem with real-world constraints, where traditional optimization methods fail to efficiently find an optimal or near-optional solution.
Sarah El-Bizri, Nashat Mansour
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ASYMPTOTICALLY OPTIMAL PORTFOLIOS

Mathematical Finance, 1992
This paper extends to continuous time the concept of universal portfolio introduced by Cover (1991). Being a performance weighted average of constant rebalanced portfolios, the universal portfolio outperforms constant rebalanced and buy‐and‐hold portfolios exponentially over the long run.
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