作者: blithe 時(shí)間: 2025-3-21 21:35 作者: fluffy 時(shí)間: 2025-3-22 01:49
Pierre Brugièretions and giant untapped markets are only now waking up. For many years proposals have been made about using the Sahara desert as a place where a gigantic solar farm would be able to power the world. But is solar energy always the best solution out there? What can hold it back? What are some major d作者: cunning 時(shí)間: 2025-3-22 04:53
Pierre Brugièrestatic panel data method and Root Mean Square Error methodologies for the period of 1990–2018. As more specifically, the purpose was to evaluate the effects of the consumption in nonrenewable and ecological energy resources on CO. emissions. Under the related purpose, the variables of CO. emissions,作者: Fortify 時(shí)間: 2025-3-22 09:41
Pierre Brugièreumanly sustainable. This diverse sustainable housing production challenge necessitates multidisciplinary stakeholders’ effective collaboration on the R&D actions. To form the global collaboration platform, the . was established in 2010. ZEMCH is an acronym of . which was conceptualised with the aim 作者: 慷慨援助 時(shí)間: 2025-3-22 13:31 作者: climax 時(shí)間: 2025-3-22 19:54 作者: Germinate 時(shí)間: 2025-3-22 22:42 作者: Mediocre 時(shí)間: 2025-3-23 02:43 作者: 拘留 時(shí)間: 2025-3-23 08:40
Book 2020structured way, in a minimum number of pages. The concepts of investment portfolios, self-financing portfolios and absence of arbitrage opportunities are extensively used and enable the translation of all the mathematical concepts in an easily interpretable way...All the results, tested with Python 作者: PACT 時(shí)間: 2025-3-23 11:02 作者: 燦爛 時(shí)間: 2025-3-23 17:33
2192-4333 .Details efficient web data extraction techniques.Enables th.This self-contained book presents the main techniques of quantitative portfolio management and associated statistical methods in a very didactic and structured way, in a minimum number of pages. The concepts of investment portfolios, self-作者: 內(nèi)向者 時(shí)間: 2025-3-23 19:00 作者: 連累 時(shí)間: 2025-3-24 01:23
Utility Functions and the Theory of Choice,e of A is twice the price of B. Now, when payouts are random, determining the criteria of choice between two investments is more complex, and if the expected payout of asset A is twice the expected payout of asset B, the price of A is not necessarily twice the price of B. Furthermore, when choosing 作者: Collision 時(shí)間: 2025-3-24 05:04 作者: Exclaim 時(shí)間: 2025-3-24 06:51
Markowitz with a Risk-Free Asset,One of the results obtained is that, in the risk/return analysis, the parameters (., .) of any investment portfolio lay either on or inside a certain cone .. The upper side of the cone represents the efficient investment portfolios and is called the .. We show that the portfolios on the Capital Mark作者: Iniquitous 時(shí)間: 2025-3-24 10:57
Performance and Diversification Indicators, which seem to be particularly relevant. Some of these indicators depend on the leverage used by the funds while others measure the intrinsic quality of the fund, i.e. its engine of performance independently from any potential leverage artefacts. The . is also explained, as it is linked to many new 作者: Deject 時(shí)間: 2025-3-24 18:48 作者: 不容置疑 時(shí)間: 2025-3-24 21:57
Factor Models,e assets to the risk-free rate, and incidentally explains a portion of their risks, which is called the systematic risk. If now the aim is to explain the risk, i.e. the standard deviation of the returns of all the assets, then the Tangent Portfolio may not be the best instrument to consider, as that作者: 運(yùn)動(dòng)吧 時(shí)間: 2025-3-25 01:33 作者: Paradox 時(shí)間: 2025-3-25 05:19
Returns and the Gaussian Hypothesis,and to statistically test the hypothesis of normality on them. The hypothesis does not always appear to be satisfied, depending on the stock or on the period considered, nevertheless, even in these cases, the methods of portfolio optimisation may still teach some useful lessons.作者: 臨時(shí)抱佛腳 時(shí)間: 2025-3-25 10:13
Performance and Diversification Indicators,of the fund, i.e. its engine of performance independently from any potential leverage artefacts. The . is also explained, as it is linked to many new alternative methods of asset allocation such as . investing.作者: gonioscopy 時(shí)間: 2025-3-25 14:14 作者: Laconic 時(shí)間: 2025-3-25 15:50
2192-4333 for professionals in asset management, and will be of interest to academics who want to explore a field in which they are not specialists. The ideal pre-requisites consist of undergraduate probability and stati978-3-030-37742-7978-3-030-37740-3Series ISSN 2192-4333 Series E-ISSN 2192-4341 作者: 勤勉 時(shí)間: 2025-3-25 20:26
eased CO. emissions. Oil consumption was the most influential variable on CO. emissions. Root Mean Square Error findings indicate that the variable which has the highest effect on CO. emissions is geothermal energy consumption; and the lowest effect variable is the consumption of oil energy.作者: gout109 時(shí)間: 2025-3-26 01:00
Pierre Brugièreeased CO. emissions. Oil consumption was the most influential variable on CO. emissions. Root Mean Square Error findings indicate that the variable which has the highest effect on CO. emissions is geothermal energy consumption; and the lowest effect variable is the consumption of oil energy.作者: SUE 時(shí)間: 2025-3-26 07:46 作者: Interregnum 時(shí)間: 2025-3-26 10:39 作者: harangue 時(shí)間: 2025-3-26 15:55
Pierre Brugièreies, embarked on ZEMCH delivery in their local contexts. This chapter crystallised ZEMCH strategic framework for low carbon solutions in sustainable housing delivery through reviewing the design, production and marketing innovations applied to ZEMCH practices selected in Japan, Canada and Scotland.作者: 對(duì)手 時(shí)間: 2025-3-26 17:35 作者: 驚呼 時(shí)間: 2025-3-26 21:33
Pierre Brugièrensional spaces. In order to accomplish this, we start with the key concepts of a semiflow and a flow. As is well known, the basic elements of dynamical systems, such as the theory of attractors and other invariant sets, have their origins here.978-1-4419-3118-4978-1-4757-5037-9Series ISSN 0066-5452 Series E-ISSN 2196-968X 作者: 鋸齒狀 時(shí)間: 2025-3-27 02:51
Pierre Brugièrepment of sophisticated numerical codes accounting for the fragmentation of an asteroid and for the gravitational interactions of the generated fragments have allowed to improve greatly our knowledge on the main mechanisms that are at the origin of some observed features in the asteroid belt. In part作者: Ergots 時(shí)間: 2025-3-27 07:53
Pierre Brugièrepment of sophisticated numerical codes accounting for the fragmentation of an asteroid and for the gravitational interactions of the generated fragments have allowed to improve greatly our knowledge on the main mechanisms that are at the origin of some observed features in the asteroid belt. In part作者: 使堅(jiān)硬 時(shí)間: 2025-3-27 10:21 作者: ALERT 時(shí)間: 2025-3-27 16:56
Markowitz Without a Risk-Free Asset,. can be constructed through an allocation between these two portfolios. As a consequence, when two optimal portfolios are found, the subsequent problem of finding other optimal portfolios is just a problem of allocation between these two funds.作者: 商品 時(shí)間: 2025-3-27 19:56
Markowitz with a Risk-Free Asset, is proportional to its relative market capitalisation. We also show in this chapter that the problem of optimal allocation can be segmented into two steps. First, the investor decides on the risk exposure he is ready to take, secondly, he calculates the allocation to the Tangent Portfolio which giv作者: defibrillator 時(shí)間: 2025-3-27 23:44
Factor Models,rived from the observed variables, i.e. from the observed returns of the assets, and ., which are explanatory variables added to the model, such as inflation or macro-economic indicators. The normal distribution assumption is maintained here, keeping us in the Markowitz framework. When a factor mode作者: 解開 時(shí)間: 2025-3-28 02:21 作者: Feckless 時(shí)間: 2025-3-28 09:06 作者: MENT 時(shí)間: 2025-3-28 10:35
https://doi.org/10.1007/978-3-030-37740-3Markowitz theory; factor models; APT models; principal component analysis; Python code; 91G10, 91D70; risk作者: 的是兄弟 時(shí)間: 2025-3-28 17:26
978-3-030-37742-7Springer Nature Switzerland AG 2020作者: 輕觸 時(shí)間: 2025-3-28 19:59
Quantitative Portfolio Management978-3-030-37740-3Series ISSN 2192-4333 Series E-ISSN 2192-4341 作者: 排他 時(shí)間: 2025-3-29 00:45
The Markowitz Framework,We present here the mathematical framework under which the “Markowitz problem” of maximising the expected return of a portfolio under a risk constraint is solved.
