Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza ManhattanIEEE Service Center, 1995 - 192 páginas |
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Página 9
... Influence Function 0.000 0800 Irduance Function 0.000 0.000 0800 000'0 Influence function for the variance of the minimum variance portfolio Two instruments with means 0.1 , 0.1 , standard deviations 0.05 , 0.05 and correlation 0.5 .
... Influence Function 0.000 0800 Irduance Function 0.000 0.000 0800 000'0 Influence function for the variance of the minimum variance portfolio Two instruments with means 0.1 , 0.1 , standard deviations 0.05 , 0.05 and correlation 0.5 .
Página 12
... Influence Funcion Q0ODEL- 00 ' COST- Influence Funcion αυτό ότι ο τόσο στι Influence function for the variance of the tangency portfolio Influence function for the returns of the tangency portfolio Two instruments with means 0.2 , 0.1 ...
... Influence Funcion Q0ODEL- 00 ' COST- Influence Funcion αυτό ότι ο τόσο στι Influence function for the variance of the tangency portfolio Influence function for the returns of the tangency portfolio Two instruments with means 0.2 , 0.1 ...
Página 213
... influence on the location of the efficient frontier ! 2. The Influence Function and Its Application to Classical Efficient Frontiers This section provides an introduction to the influence function as a tool to measure the influence of ...
... influence on the location of the efficient frontier ! 2. The Influence Function and Its Application to Classical Efficient Frontiers This section provides an introduction to the influence function as a tool to measure the influence of ...
Contenido
Outliers Influence Functions and Robust Portfolio Optimization | 1 |
tacting BlackScholes to a NonBlackSchcies Environment 137 | 4 |
A Theory of Price Formation in A Market with Short Sale Prohibition | 15 |
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Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Términos y frases comunes
agents analysis ASPID Banco Bank of Tokyo-Mitsubishi behavior Black-Scholes cash flow mapping catastrophe losses CatLoss cointegration computational correlation covariance matrix data mining data set database deposit closings derivative distribution dynamics Easley and O'Hara efficient frontier error estimate evaluation expected FDIC Figure financial ratios FINANZIA fuzzy set Genetic genetic algorithm given growth rates h₁ implied variance independent component analysis Influence function informed traders instruments with means insured deposit Journal learning linear market maker Markov models method minimum variance portfolio multinomial Neural Networks neutral mapping option pricing overall parameter predict pricing algorithms probability problem rate of convergence ratio reinsurance risk neutral risk-neutral rules selection sell short sale short sale prohibition simulation specification standard deviations statistical stochastic stock price stock returns t₁ tangency portfolio techniques theta trading volume uncertainty underwriting uninformed V₁ V₂ variables vector volatility weighted