Results 31 to 40 of about 1,314,027 (175)
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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Journal of the Scientific Society, 2021 The portfolio refers to a collection of documents supporting learning over a period of time and essentially includes reflection on learning. The present review was carried out to explore the practices required for the successful implementation of ...
Saurabh RamBihariLal Shrivastava +1 more
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Functional Portfolio Optimization in Stochastic Portfolio Theory
SIAM Journal on Financial Mathematics, 2022 In this paper we develop a concrete and fully implementable approach to the optimization of functionally generated portfolios in stochastic portfolio theory. The main idea is to optimize over a family of rank-based portfolios parameterized by an exponentially concave function on the unit interval. This choice can be motivated by the long term stability
Steven Campbell, Ting-Kam Leonard Wong
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International Journal of Aerospace Engineering, 2013 Piezoelectric transducers have a long history of applications in nondestructive evaluation of material and structure integrity owing to their ability of transforming mechanical energy to electrical energy and vice versa.
Zhigang Sun +3 more
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Risk minimization and portfolio diversification [PDF]
, 2014 We consider the problem of minimizing capital at risk in the Black-Scholes setting. The portfolio problem is studied given the possibility that a correlation constraint between the portfolio and a financial index is imposed.
Kwak, Minsuk +2 more
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The geometry of relative arbitrage
, 2015 Consider an equity market with $n$ stocks. The vector of proportions of the total market capitalizations that belong to each stock is called the market weight.
Pal, Soumik, Wong, Ting-Kam Leonard
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Sebum Components Dampen the Efficacy of Skin Disinfectants against Cutibacterium acnes Biofilms
MicroorganismsAt Canadian Blood Services, despite the use of 2% chlorhexidine and 70% isopropyl alcohol (standard disinfectant, SD) prior to venipuncture, Cutibacterium acnes evades eradication and is a major contaminant of platelet concentrates (PCs). Since C.
Dilini Kumaran, Sandra Ramirez-Arcos
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ANALISIS MODEL INDEKS TUNGGAL UNTUK MEMBENTUK PORTOFOLIO OPTIMAL DALAM PENGAMBILAN KEPUTUSAN INVESTASI SAHAM (Studi Pada Saham Indeks LQ 45 di Bursa Efek Jakarta) [PDF]
, 2007 This study is a case study, titled "Application of Single Index Method for Forming the Optimal Portfolio Decision Investment Shares (Study on the LQ 45 Shares Listed on Stock Exchange Jakarta).
SUMINAR, RINA
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On the microeconomic problems studied by portfolio theory [PDF]
, 2012 In the paper we consider economically motivated problems, which are treated with the help of methods of portfolio theory that goes back to the papers by H. Markowitz [1] and J. Tobin [2].
Medvedeva, Marina, Nikonov, Oleg
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Education SciencesInternational postgraduate students enrich higher education institutions and host societies, contributing economically, socially, and culturally. However, much less is known about how to improve their academic outcomes compared with their undergraduate ...
Elizabeth Goode +3 more
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