Results 91 to 100 of about 3,121,078 (347)
Bayesian Portfolio Selection with Gaussian Mixture Returns [PDF]
Markowitz portfolio selection is challenged by huge implementation barriers. This paper addresses the parameter uncertainty and deviation from normality in a Bayesian framework. The non-normal asset returns are modeled as finite Gaussian mixtures.
Qian, Hang
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Advanced Science, EarlyView.We report the fast generation of biocompatible solutions of highly 13C‐hyperpolarized (≈11%) partially‐deuterated ketoisocaproate within <6 min using spin‐lock‐induced crossing and reversible exchange with parahydrogen (SLIC‐SABRE). This enables rapid detection of branched‐chain‐amino‐acid transferase 1 (BCAT1) protein expression and investigation of ...
Stefan Petersen +18 more
wiley +1 more source
Performance evaluation, portfolio selection, and HARA utility [PDF]
Our main goal is the generalization of the approach of Jobson and Korkie(1984) for funds performance evaluation. Therefore, we consider the portfolio selection problem of an investor who faces short sales restrictions when choosing among F different ...
Gürtler, Marc, Breuer, Wolfgang
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A New VaR Estimator and Its Application to Portfolio Selection [PDF]
, 2012 [[abstract]]How to develop a method for measuring and managing the risk became an important issue. Value-at-Risk (VaR) has become the popular risk measure and been discussed a lot since it was adopted by the Basel Committee on Banking Supervision.
Hou, Ling-Chu, 侯怜竹
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A credibilistic mean-semivariance-PER portfolio selection model for Latin America
Journal of Business Economics and Management, 2019 Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a portfolio analysing the trade-off ...
Fernando García +3 more
doaj +1 more source
Non‐Noble Metal Nanocatalysts for Hydrogen Evolution
Advanced Science, EarlyView.Recent overviews and latest developments of diverse classes of non‐noble catalysts for application toward high‐performance photocatalysis, thermocatalytic steam reforming, and electrocatalysis. Toward sustainability objectives, several advanced characterization tools in combination with the latest breakthroughs in machine learning for material ...
Lina Jaya Diguna +7 more
wiley +1 more source
Comonotonic approximations for optimal portfolio selection problems. [PDF]
We investigate multiperiod portfolio selection problems in a Black & Scholes type market where a basket of 1 riskless and m risky securities are traded continuously.
Kaas, R +4 more
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Robust optimisation and its application to portfolio planning [PDF]
, 2009 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Decision making under uncertainty presents major challenges from both modelling and solution methods perspectives.
Gregory, Christine
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Distance Measures for Portfolio Selection [PDF]
, 2017 The classical Markowitz approach to the portfolio selection problem (PSP) consists of selecting the portfolio that minimises the return variance for a given level of expected return. By solving the problem for different values of this expected return we obtain the Pareto efficient frontier, which is composed of non-dominated portfolios.
Andria, Joseph +2 more
openaire +2 more sources
Advanced Science, EarlyView.The diagram illustrates a sustainable model of lignin valorization and carbon cycling based on microbial cell factories. Using lignin as the feedstock, synthetic biology technologies, including depolymerization, cell factory construction, pathway gene module integration, and metabolic network regulation, are applied to convert lignin into bulk ...
Na Li +4 more
wiley +1 more source