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Correction: Weight-related changes in MRI-derived measures of body composition and liver steatosis: a large-scale analysis for obesity trial design. [PDF]
Nowak M +9 more
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An EHA strategic roadmap for improved care in Europe for AYA patients with malignant and chronic non-malignant hematological diseases. [PDF]
Castleton A +11 more
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Portfolio Model Considering Normal Uncertain Preference Relations of Investors. [PDF]
Zhou Y, Yan C, Wang X.
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U.S. policy research funded by the National Institute of Mental Health, 1993-2024. [PDF]
Last BS, Teow N, Poupard M.
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Optimizing the possession portfolio
Current Opinion in Psychology, 2022Most 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, 2001zbMATH 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]
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 Alpha, in the case of a single sample path, drawdown functional is defined as the mean ...
ALEXEI CHEKHLOV +2 more
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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 +2 more
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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 +2 more
openaire +1 more source

