Results 21 to 30 of about 333,292 (283)
ASTIN Bulletin, 2000 AbstractBased on the profit and loss account of an insurance company we derive a probabilistic model for the financial result of the company, thereby both assets and liabilities are marked to market. We thus focus on the economic value of the company.We first analyse the underwriting risk of the company. The maximization of the risk return ratio of the
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Bitcoin and Portfolio Diversification: Portfolio Optimization Approach [PDF]
SSRN Electronic Journal, 2020 This study investigates the performance of Bitcoin as a diversifier under different constraining portfolio optimization frameworks. The study employs different constraining optimization frameworks that seek to maximize risk-adjusted returns (Sharpe ratio) of the portfolio by optimizing allocations to each asset class (asset allocation). The performance
Walid Bakry +3 more
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Cuatro ediciones de Prime the Animation! [PDF]
Con A de Animación, 2017 Prime the Animation!, la muestra internacional de cortometrajes de estudiantes que conmemora el día mundial de la animación en la Universitat Politècnica de València, celebró en octubre de 2016 su cuarta edición.
Sara Álvarez Sarrat
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Lenguaje, 2007 This article makes a case for the possibility of incorporating the theory of Multiple Intelligences in our daily work as language teachers through the use of portfolios, project work and team teaching.
Rosalba Cárdenas Ramos
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Profitability of contrarian strategies in the Chinese stock market
, 2015 This paper reexamines the profitability of loser, winner and contrarian portfolios in the Chinese stock market using monthly data of all stocks traded on the Shanghai Stock Exchange and Shenzhen Stock Exchange covering the period from January 1997 to ...
Jiang, Zhi-Qiang +2 more
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Systematic Initialization Approaches for Portfolio Optimization Problems
IEEE Access, 2019 Selecting the number of assents to obtain the maximized expected return under the possible lowest risk is the main concern of portfolio optimization problems. Optimization algorithms -multi/many-objective- are evaluated to find the desired/possible level
Mehmet Altinoz, O. Tolga Altinoz
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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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The relationship between size, diversification and risk [PDF]
, 2001 Property portfolio diversification takes many forms, most of which can be associated with asset size. In other words larger property portfolios are assumed to have greater diversification potential than small portfolios.
Byrne, Peter, Lee, Stephen
core
Molecular Oncology, EarlyView.This work identified serum proteins associated with pancreatic epithelial neoplasms (PanINs) and early‐stage PDAC. Proteomics screens assessed genetically engineered mice with abundant PanINs, KPC mice (Lox‐STOP‐Lox‐KrasG12D/+ Lox‐STOP‐Lox‐Trp53R172H/+ Pdx1‐Cre) before PDAC development and also early‐stage PDAC patients (n = 31), compared to benign ...
Hannah Mearns +10 more
wiley +1 more source