Discrete choice and portfolio optimization under limited distributional information

... Probabilities under Limited Distributional Information 1.3 Problems in Finance under Limited Distributional Information 12 1.4 Organization and Contributions 14 On Theoretical and Empirical ... DISCRETE CHOICE AND PORTFOLIO OPTIMIZATION UNDER LIMITED DISTRIBUTIONAL INFORMATION VINIT KUMAR MISHRA (Bachelor of Technology, Indian ... finding information mat...

Ngày tải lên: 09/09/2015, 17:52

... second and third divisions, the doubling time was quite uniform for 111 and 4.4 mm glucose, and the stochastic nature of cell division became apparent in 2.2 mm glucose, and prominent in 1.7 and ... pombe increases in a limited glucose environment [20] 1302 Under starvation, stochastic division and quiescence prevail We measured the doubling time (obtaine...

Ngày tải lên: 14/03/2014, 23:20

... a generic job A and job B They all used a fractional factorial (most of them creating 16 choice sets), and the predominant method to construct choice sets was to use a constant job scenario against ... Applied Health Economics and Health Policy 2003, 2:55-64 Ryan M, Gerard K, Amaya-Amaya M: Using Discrete Choice Experiments to Value Health and Health Care...

Ngày tải lên: 18/06/2014, 17:20

... facilitators to the implementation of the guideline for breast cancer surgery in day care The objective of our study was to investigate the complementary value of DCE for the evaluation of barriers ... research presented in the present paper was part of a larger research project entitled 'Investigating the added value of conjoint analysis for...

Ngày tải lên: 11/08/2014, 05:21

... presented in the present paper was part of a larger research project entitled 'Investigating the added value of conjoint analysis for the evaluation of barriers and facilitators in implementation studies: ... facilitators to the implementation of the guideline for breast cancer surgery in day care The objective of our study was to investigate...

Ngày tải lên: 11/08/2014, 16:21

... probabilistic models for linear and quadratic combinatorial optimization problems under uncertainty Firstly, we propose a new probabilistic model for minimizing the anticipated regret in combinatorial optimization ... develop compact MILP formulations for the minmax regret problem (2.4) (refer to Yaman et al [121] and Kasperski [76]) The minmax regret models ha...

Ngày tải lên: 10/09/2015, 09:29

... iteration The distribution F of the mean can then be approximated and the estimate of the mean and the variance of the distribution F can be computed In the example above, the distribution of non-parametric ... intervention, and other monetary operation In fact, given the substantial amount of foreign liability of the Indonesian government, the task of...

Ngày tải lên: 12/09/2015, 10:54

... ratio of food waste and paper waste was 7:3 on a weight basis and a certain amount of water was added to adjust the TS concentration The TS concentration of food waste and paper waste was 20% and ... performance of a continuous dry anaerobic digestion process under mesophilic condition was investigated A mixture of food waste and paper wast...

Ngày tải lên: 05/09/2013, 10:15

... utility of the CFD numerical simulations as a tool for design and optimization of hydropower performance and flow behavior through hydromechanical devices or hydraulic structures of intake and outlet ... out of the best efficiency point (BEP) Figure Change of the runner speed and the frequency of vortex at the draft tube of a Francis turbine One of the most i...

Ngày tải lên: 05/09/2013, 14:58

... (58), (67) and (68), for given S1 and S , one can drive the maximum cooling load and corresponding COP of the irreversible quantum Carnot refrigerator with heat resistance and heat leakage analytically ... performance of harmonic and spin-1/2 quantum refrigeration cycles, many authors studied the performance of quantum refrigerator using ideal quantum Bose a...

Ngày tải lên: 05/09/2013, 15:28

... Parameters Ando, A and G M Kaufman (I 966) “Evaluation of Some Linear Models”, Review of Economics and Statistics, 48, 334-340 Anscombe, F J and J W Tukey (1963) “The Examination and Analysis of ... partitions of the sample space and are fully discussed in Chapter 13 of this Handbook by Engle ‘ See the discussion in Gaver and Geisel ( 1974) and references 1962) and Quandt (...

Ngày tải lên: 17/10/2013, 07:15

... involved and was not a witness When it comes to expressing point of view, writers can use three distinct approaches: WORD CHOICE AND PONT OF VIEW • First person point of view • Second person point of ... appropriate and more effective HOW WORD CHOICE AND POINT OF VIEW HELP YOU REMEMBER By being more aware of the words and point of view writer...

Ngày tải lên: 25/10/2013, 17:20

... the short-term demand curve 16 Chapter Consumer Choice and Demand in Traditional and Network Markets Changes in Demand The determinants of the elasticity of demand are fewer and easier to identify ... Chapter Consumer Choice and Demand in Traditional and Network Markets 33 Irrationality and the Law of Demand So far we have been discussing...

Ngày tải lên: 17/12/2013, 15:18

... 94 REFERENCES 95 iv PART I Standard (One Period) Portfolio Theory Chapter Portfolio Choices Chapter Portfolio Choices 1.A Framework and notations In all the following we consider ... instance and M Any ecient portfolio writes: Ă Â x = b àr1 The tangent portfolio (m,M ) is: Ă Â m = bM àr1 bM = Ă Â 1 àr1 Proof 1, 2, 3, are standard and easy to prove Let us proove and 6: x ....

Ngày tải lên: 18/12/2013, 09:12