Results 21 to 30 of about 1,250,726 (324)
, 2000 This paper presents a detailed analysis of the composition of household portfolios, usingboth aggregate and micro-data. Among the key findings are that:• Most household wealth is held in the form of housing and pensions.
Banks, J, Smith, S
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The thermodynamics of portfolios [PDF]
, 2000 8 pages, LaTeX, appolb.cls is ...
Piotrowski, E. W, Sładkowski, Jan
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Municipal Compost as a Nutrient Source for Organic Crop Production in New Zealand
Agronomy, 2016 About 1% of New Zealand farmland is managed organically. Nitrogen is the nutrient most likely to limit organic crop production. A potential solution is incorporation of compost to supply N.
Abie Horrocks +3 more
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BMC Medicine, 2021 Background Non-pharmaceutical interventions (NPIs) are used to reduce transmission of SARS coronavirus 2 (SARS-CoV-2) that causes coronavirus disease 2019 (COVID-19). However, empirical evidence of the effectiveness of specific NPIs has been inconsistent.
Yang Liu +5 more
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RELIEF - Revue électronique de littérature française, 2015 Sélection de photos et de documents provenant des archives Dekobra, sélection faite par Madame Nathalie ...
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Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz
, 2015 Using daily returns of the S&P 500 stocks from 2001 to 2011, we perform a backtesting study of the portfolio optimization strategy based on the extreme risk index (ERI).
Mainik, Georg +2 more
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Optimal Dynamic Portfolio with Mean-CVaR Criterion [PDF]
, 2013 Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are popular risk measures from academic, industrial and regulatory perspectives. The problem of minimizing CVaR is theoretically known to be of Neyman-Pearson type binary solution.
Li, Jing, Xu, Mingxin
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International Journal of Neural Systems, 1997 A constant rebalanced portfolio is an asset allocation algorithm which keeps the same distribution of wealth among a set of assets along a period of time. Recently, there has been work on on-line portfolio selection algorithms which are competitive with the best constant rebalanced portfolio determined in hindsight (Cover, 1991; Helmbold et al., 1996;
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Complex Valued Risk Diversification
, 2018 Risk diversification is one of the dominant concerns for portfolio managers. Various portfolio constructions have been proposed to minimize the risk of the portfolio under some constrains including expected returns.
Kadoya, Takanori +2 more
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RM-CVaR: Regularized Multiple $\beta$-CVaR Portfolio
, 2020 The problem of finding the optimal portfolio for investors is called the portfolio optimization problem. Such problem mainly concerns the expectation and variability of return (i.e., mean and variance). Although the variance would be the most fundamental
Abe, Masaya, Nakagawa, Kei, Noma, Shuhei
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