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12 ta ish

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

  1. Sarlavhasiz

    Boshqa6 iqtibos
    ABI

  2. New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming

    N. C. P. Edirisinghe

    Maqola19964 iqtibos
    ABI

  3. Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds

    Steftcho Dokov, David P. Morton, Ivilina Popova

    MaqolaRisk and Portfolio Optimization20173 iqtibos
    ABI

  4. U.S. Equity Mean-Reversion Examined

    Jim Kyung-Soo Liew, Ryan Roberts

    Maqola20132 iqtibos
    ABI

  5. Sur les fonctions convexes et les inégalités entre les valeurs moyennes

    J. L. W. V. Jensen

    Maqola19062 iqtibos
    ABI

  6. Second-Order Lower Bounds on the Expectation of a Convex Function

    Steftcho Dokov, David P. Morton

    Maqola20052 iqtibos
    ABI

  7. Bounds on the Expectation of a Convex Function of a Multivariate Random Variable

    Albert Madansky

    Maqola19592 iqtibos
    ABI

  8. 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

    Maqola20112 iqtibos
    ABI

  9. BOUNDS ON THE EXPECTATION OF A CONVEX FUNCTION OF A RANDOM VARIABLE

    H. P. Edmundson

    Maqola19572 iqtibos
    ABI

  10. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB

    Steftcho Dokov, Ivilina Popova, David P. Morton

    MaqolaRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)20191 iqtibos
    ABI

  11. Sarlavhasiz

    Boshqa1 iqtibos
    ABI

  12. Sarlavhasiz

    Boshqa1 iqtibos
    ABI