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Does Crown Financial Portfolio Composition Matter? [PDF]
This paper considers Crown financial portfolio composition from a welfare perspective. It argues that a broad definition of the Crown’s portfolio is required for analysing the welfare implications of portfolio composition.
Nick Davis
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How often does direct real estate increase the risk-adjusted performance of the US mixed-asset portfolio? [PDF]
, 2005 The “case for real estate” in the mixed-asset portfolio is a topic of continuing interest to practitioners and academics. The argument is typically made by comparing efficient frontiers of portfolio with real estate to those that exclude real estate ...
Lee, Stephen L.
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, 2014 For over six years the Marquette University Archives managed patron-driven scanning requests using a desktop version of Extensis Portfolio while building thematically-based digital collections online using CONTENTdm.
Sweetser, Michelle
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Robust Portfolio Optimization with Derivative Insurance Guarantees [PDF]
Robust portfolio optimization aims to maximize the worst-case portfolio return given that the asset returns are allowed to vary within a prescribed uncertainty set.
Berc Rustem, Daniel Kuhn, Steve Zymler
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Neurotrauma ReportsResearch has found that service members (SMs) with mild traumatic brain injury (mTBI) and co-occurring bodily injuries endorse lower chronic postconcussive symptom severity than SMs with mTBI and no bodily injuries.
Jan Elizabeth Kennedy +4 more
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Assessing the Portfolio of Bank Guarantees by Specific Indicators for Determining Risks [PDF]
Ovidius University Annals: Economic Sciences Series, 2016 This paper, entitled “Assessing the portfolio of bank guarantees by using specific indicators fordetermining risks”, deals with the determination, measurement and management of risks and aimsat assessing the quality of the portfolio of guarantees, by ...
Dumitru Nancu
doaj
Образование и наука, 2018 Introduction. In the context of the reformation of the higher education system, the shift of academic education towards the practical sphere of future professional activity bring onto focus the quest for new, more objective methods and means of assessing
E. F. Zeer, L. N. Stepanova
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Linear statistical inference for global and local minimum variance portfolios [PDF]
Traditional portfolio optimization has been often criticized since it does not account for estimation risk. Theoretical considerations indicate that estimation risk is mainly driven by the parameter uncertainty regarding the expected asset returns rather
Frahm, Gabriel
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Fuzzy Ranking Method for Portfolio Selection in Tehran Stock Exchange [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2010 Portfolio selection problem is an important field of capital assignment and budgeting in managerial finance and had proposed patterns for optimal selection of portfolio from the past.
Safar Fazli, Rasool Taghizadeh
doaj