Results 31 to 40 of about 7,160,092 (306)
This research aimed to measure and analyze the impact of exchange rate shocks on some variables of the Iraqi economy during (1990-2022), because of the different effects of these shocks on the macroeconomic variables represented in money supply and ...
R. T. Al-Wasity, Hala A. Al-Attabi
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MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION [PDF]
This paper introduces a new functional optimization approach to portfolio optimization problems by treating the unknown weight vector as a function of past values instead of treating them as fixed unknown coefficients in the majority of studies. We first show that the optimal solution, in general, is not a constant function.
KA WAI TSANG, ZHAOYI HE
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Variance analysis and linear contracts in agencies with distorted performance measures [PDF]
This paper investigates the role of variance analysis procedures in aligning objectives under the condition of distorted performance measurement. A riskneutral agency with linear contracts is analyzed, whereby the agent receives postcontract, pre ...
Budde, Jörg
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On
The concept of the (T=(s,t))-transformation of probability measures, introduced for s>0 and t∈R, is examined in this work from the perspective of Cauchy–Stieltjes kernel (CSK) families and their related variance functions (VFs).
Shokrya S. Alshqaq +2 more
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USING POWER FUNCTION OF THE ANALYSIS OF VARIANCE TEST IN WHEAT EXPERIMENTS [PDF]
The uniform plots and blocks are very importanllo lesl and deleel !he !rue differences between experimental units in field experiments (treatments).
A. EL-Taweel,
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Notes on the Free Additive Convolution
The investigation of free additive convolution is a key concept in free probability theory, offering a framework for studying the sum of freely independent random variables.
Shokrya S. Alshqaq +2 more
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Model-independent hedging strategies for variance swaps [PDF]
A variance swap is a derivative with a path-dependent payoff which allows investors to take positions on the future variability of an asset. In the idealised setting of a continuously monitored variance swap written on an asset with continuous paths, it ...
Klimmek, Martin +3 more
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Studies on the Marchenko–Pastur Law
In free probability, the theory of Cauchy–Stieltjes Kernel (CSK) families has recently been introduced. This theory is about a set of probability measures defined using the Cauchy kernel similarly to natural exponential families in classical probability ...
Ayed. R. A. Alanzi +3 more
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Effects of variance-function misspecification in analysis of longitudinal data
The approach of generalized estimating equations (GEE) is based on the framework of generalized linear models but allows for specification of a working matrix for modeling within-subject correlations.
Lin, X. +4 more
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Some Results on the Free Poisson Distribution
Let K+(μi)={Qsiμi,si∈(m0μi,m+μi)}, i=1,2, be two CSK families generated by the nondegenerate probability measures μ1 and μ2 with support bounded from above.
Ayed. R. A. Alanzi +3 more
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