Titlebook: Econometrics of Risk; Van-Nam Huynh,Vladik Kreinovich,Komsan Suriya Book 2015 Springer International Publishing Switzerland 2015 Asset Pri

climax

反復(fù)無(wú)常

mosque

Asset Allocation Strategies for Mutual Fundsng in a dynamically consistent way individual subjective beliefs of the market participants, which are likewise assumed to follow normal distributions. We apply this model to a market of traders with standard CARA preferences with the aim of identifying an intrinsic source of price fluctuations. We

OGLE

Dirk S?hnholz,Sascha Rieken,Dieter G. Kaisers a stochastic migration model to investigate the dynamics of performance-based ratings of funds, for a given risk-adjusted measure of performance. We distinguish the absolute and relative ratings and explain how to identify their idiosyncratic and systematically persistent (resp. amplifying cycles)

giggle

茁壯成長(zhǎng)

Expertise

不足的東西

David Baglee,Michael Knowles,Chi-Yung Yaues are proved. These local Kendall’s taus are computed for some shuffles of Min and the Farlie-Gumbel-Morgenstern copulas and shown to distinguish between complete dependence and independence copulas. A pointwise version of Kendall’s tau is also proposed and shown to distinguish between comonotonici

Anguish

Stephen E. Satchell,Soosung Hwanghood function. For prediction, the method is based on an equation linking the unobserved random quantity to be predicted, to the parameter and some underlying auxiliary variable with known distribution. The approach allows us to compute a predictive belief function that reflects both estimation and

思想

Alireza Mohammadi,Luis Amador Jimeneze?applied the Classifier Chain (CC) method to transform the Generalized Maximum Entropy (GME) choice model from a single-label model to a multi-label model. The contribution of our CC-GME model lies in the advantages of both the GME and CC models. Specifically, the GME model can not only predict eac