Results 141 to 150 of about 1,314,027 (175)
mRNA and Next-Generation Vaccine Platforms for Pandemic Influenza Preparedness. [PDF]
Vaccines (Basel)Bright RA.
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Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
PLoS OneHuynh TT, Khoa BT.
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SSRN Electronic Journal, 2011 We provide a model with endogenous portfolios of secured and unsecured household debt. Secured debt is collateralized by owner-occupied housing whereas unsecured debt can be discharged according to bankruptcy regulations. We show that the calibrated model matches important quantitative characteristics of observed wealth and debt portfolios for prime ...
Hintermaier, Thomas, Koeniger, Winfried
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Nursing Standard, 1988
June 1 London: one day course on 'The General Management of Relatively Small Organisations' which could be valuable to managers of hospices or nursing homes. The course content includes sessions on functions and key skills of management, communication, organisation design and structure, action planning. Fee £50.
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June 1 London: one day course on 'The General Management of Relatively Small Organisations' which could be valuable to managers of hospices or nursing homes. The course content includes sessions on functions and key skills of management, communication, organisation design and structure, action planning. Fee £50.
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The Scandinavian Journal of Economics, 1997
The optimal fishing pattern in a multi‐cohort fishery is determined using risk theory.Portfolio theory becomes applicable by treating different age groups of fish as different assets. A possibility set is derived using data on Icelandic cod fisheries. In the presence of risk aversion, it is shown that the abrupt behavior found in deterministic models ...
Baldursson, Fridrik Már +1 more
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The optimal fishing pattern in a multi‐cohort fishery is determined using risk theory.Portfolio theory becomes applicable by treating different age groups of fish as different assets. A possibility set is derived using data on Icelandic cod fisheries. In the presence of risk aversion, it is shown that the abrupt behavior found in deterministic models ...
Baldursson, Fridrik Már +1 more
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Households' Portfolio Diversification [PDF]
STUDI ECONOMICI, 2010 This paper performs an efficiency analysis of households portfolios based on the comparison of observed portfolios with the mean-variance frontier of assets returns. Data on household portfolios are drawn from a representative sample of the Italian population with at least a bank account.
JAPPELLI, TULLIO, Julliard C., Pagano M.
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Mathematical Finance, 1991
We exhibit an algorithm for portfolio selection that asymptotically outperforms the best stock in the market. Let xi= (xi, xi2,…, xim)t denote the performance of the stock market on day i, where xii is the factor by which the jth stock increases on day i. Let bi= (bi1 bi2, bim)t, b;ij≫ 0, bij= 1, denote the proportion bij of wealth invested in the j th
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We exhibit an algorithm for portfolio selection that asymptotically outperforms the best stock in the market. Let xi= (xi, xi2,…, xim)t denote the performance of the stock market on day i, where xii is the factor by which the jth stock increases on day i. Let bi= (bi1 bi2, bim)t, b;ij≫ 0, bij= 1, denote the proportion bij of wealth invested in the j th
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English Education, 1997
Offers a discussion, in the form of a portfolio, of how the author helps student teachers reflect on their teaching through learning portfolios including artifacts on the culture of teaching, pedagogical insights, big risks and monumental leaps, and failures.
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Offers a discussion, in the form of a portfolio, of how the author helps student teachers reflect on their teaching through learning portfolios including artifacts on the culture of teaching, pedagogical insights, big risks and monumental leaps, and failures.
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Econometrica, 1982
Summary: In a portfolio problem with given asset returns, the portfolio efficient set is the set of portfolios chosen by any risk averse agent. Using an approach of \textit{B. Peleg} and \textit{M. E. Yaari} [Econometrica 43, 283--292 (1975; Zbl 0314.90025)], we characterize the portfolio efficient set and derive some of its properties.
Dybvig, Philip H, Ross, Stephen A
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Summary: In a portfolio problem with given asset returns, the portfolio efficient set is the set of portfolios chosen by any risk averse agent. Using an approach of \textit{B. Peleg} and \textit{M. E. Yaari} [Econometrica 43, 283--292 (1975; Zbl 0314.90025)], we characterize the portfolio efficient set and derive some of its properties.
Dybvig, Philip H, Ross, Stephen A
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The Journal of Finance, 1975
IN THE FIRST SECTION of this paper we describe a portfolio game in which the players manage portfolios of hypothetical stocks with the aid of some equally hypothetical analysts. The players compete not only against one another but also against the market index and a portfolio managed by means of the Sharpe model.
Brealey, Richard A, Hodges, S D
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IN THE FIRST SECTION of this paper we describe a portfolio game in which the players manage portfolios of hypothetical stocks with the aid of some equally hypothetical analysts. The players compete not only against one another but also against the market index and a portfolio managed by means of the Sharpe model.
Brealey, Richard A, Hodges, S D
openaire +1 more source