Ушбу иш иқтибос қилган ишлар

12 та иш

Иш: Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part II - DBFS

Сарлавҳасиз
Бошқа6 иқтибос
ABI
New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming
N. C. P. Edirisinghe
Мақола19964 иқтибос
ABI
Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds
Steftcho Dokov, David P. Morton, Ivilina Popova
МақолаRisk and Portfolio Optimization20173 иқтибос
ABI
U.S. Equity Mean-Reversion Examined
Jim Kyung-Soo Liew, Ryan Roberts
Мақола20132 иқтибос
ABI
Sur les fonctions convexes et les inégalités entre les valeurs moyennes
J. L. W. V. Jensen
Мақола19062 иқтибос
ABI
Second-Order Lower Bounds on the Expectation of a Convex Function
Steftcho Dokov, David P. Morton
Мақола20052 иқтибос
ABI
Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
Albert Madansky
Мақола19592 иқтибос
ABI
Profitable mean reversion after large price drops: A story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices
Christian L. Dunis, Jason Laws, Jozef Rudy
Мақола20112 иқтибос
ABI
BOUNDS ON THE EXPECTATION OF A CONVEX FUNCTION OF A RANDOM VARIABLE
H. P. Edmundson
Мақола19572 иқтибос
ABI
Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB
Steftcho Dokov, Ivilina Popova, David P. Morton
МақолаRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)20191 иқтибос
ABI
Сарлавҳасиз
Бошқа1 иқтибос
ABI
Сарлавҳасиз
Бошқа1 иқтибос
ABI