risk allocation LTVan

Heuristic approaches to solve risk adjusted and time adjusted discrete asset allocation problem

Heuristic approaches to solve risk adjusted and time adjusted discrete asset allocation problem

... algorithm to solve such a problem 1.2 Approach & Contribution In this thesis, the complex MINLP model is decomposed into two sub-problems and the risk- adjusted and time -adjusted problems are solved ... consideration of the time value of the expected return, and proposes to solve two sub-problems iteratively to find the optimal solution for the risk- adjusted an...

Ngày tải lên: 07/10/2015, 10:18

106 217 0
Balancing risk, return and capital requirements the effect of solvency II on asset allocation and investment strategy

Balancing risk, return and capital requirements the effect of solvency II on asset allocation and investment strategy

... static [ 14 ]  Balancing risk, return and capital requirements Return- Seeking Assets Continued Thinking About the Likely Effects of Solvency II, in Light of the Regulation’s Capital Requirements, ... background of higher standards of transparency and additional capital being deployed under Solvency II Demanding as these requirements are on their ow...

Ngày tải lên: 06/12/2015, 23:08

44 323 0
Consultative document Revisions to the Basel II market risk framework

Consultative document Revisions to the Basel II market risk framework

... this consultative document refer to paragraphs in the comprehensive version of the Basel II Framework The Committee released consultative documents on the revisions to the Basel II market risk framework ... version of the Basel II Framework which includes the June 2004 Basel II Framework, the elements of the 1988 Accord that were not re...

Ngày tải lên: 24/10/2012, 09:40

31 680 2
Báo cáo khoa học: "Medical treatment for the terminally ill: the ‘risk of unacceptable badness’"

Báo cáo khoa học: "Medical treatment for the terminally ill: the ‘risk of unacceptable badness’"

... end -of- life issues to patients and their families [11] It is not uncommon for physicians to ask loaded questions in their quest for end -of- life decisions For example, ‘This is your grandmother’s ... futile Under the current rules, the only test of futility is that embodied by the question, ‘Will this treatment result in sustained life?’ If the answer is ‘yes’, then virtu...

Ngày tải lên: 25/10/2012, 10:45

2 463 0
Báo cáo y học: " Effect of Weight Reduction on Cardiovascular Risk Factors and CD34-positive Cells in Circulatio"

Báo cáo y học: " Effect of Weight Reduction on Cardiovascular Risk Factors and CD34-positive Cells in Circulatio"

... health In our study, we analyzed the effect of weight loss on the improvement of lipid profile in plasma and the increase of the level of CD34+/CD45- cells in circulation The data from our study demonstrated ... circulation during dieting program was 69% ± 50% In conclusion, the weight loss program analyzed in our study resulted in the improvement of the numb...

Ngày tải lên: 25/10/2012, 10:51

8 594 0
Báo cáo y học: "Prevalence of Overactive Bladder, its Under-Diagnosis, and Risk Factors in a Male Urologic Veterans Population"

Báo cáo y học: "Prevalence of Overactive Bladder, its Under-Diagnosis, and Risk Factors in a Male Urologic Veterans Population"

... urinary symptoms and incontinence: the Canadian Urinary Bladder Survey BJU Int 2008; 101:52 Milsom I, Abrams P, Cardozo L, Roberts RG, Throff J and Wein A How widespread are the symptoms of an ... demographic data Mean age was 68 years old (quartile range: 59-77) The major ethnicities were European American (44%), African American (37%) and Hispanic American (11%) Table Demographics...

Ngày tải lên: 25/10/2012, 11:35

4 520 0
Báo cáo y học: "Genetic polymorphism of p53, but not GSTP1, is association with susceptibility to esophageal cancer risk – A Meta-Analysis"

Báo cáo y học: "Genetic polymorphism of p53, but not GSTP1, is association with susceptibility to esophageal cancer risk – A Meta-Analysis"

... polymorphisms and risk of esophageal cancer, we found that variant 72Pro of alleles p53 Arg72Pro could significantly increase the risk of esophageal cancer, although the association were not significantly ... 2000 China Asian Lee JM[22] 2000 China(Taiwan) Asian Casson AG[21] 2003 Canada Caucasian Roth MJ[32] 2004 China Asian Casson AG[20] 2006 Canada Caucasian Cai L[25] 20...

Ngày tải lên: 25/10/2012, 11:40

9 615 0
Báo cáo y học: "Association between regulated upon activation, normal T cells expressed and secreted (RANTES) -28C/G polymorphism and asthma risk – A Meta-Analysis"

Báo cáo y học: "Association between regulated upon activation, normal T cells expressed and secreted (RANTES) -28C/G polymorphism and asthma risk – A Meta-Analysis"

... different susceptibility to asthma, which indicated that genetic factors may play an important role in the pathogenesis of asthma Regulated upon activation, normal T- cell expressed and secreted (RANTES), ... -28C/G polymorphisms, stratified by asthma type, age and ethnicity Stratified variable asthma type atopic non-atopic age children adult ethnicity Asian Cau...

Ngày tải lên: 26/10/2012, 09:39

7 525 0
 Báo cáo y học: "Comparative study of control selection in a national population -based case-control study: Estimating risk of smoking on cancer deaths in Chinese men"

Báo cáo y học: "Comparative study of control selection in a national population -based case-control study: Estimating risk of smoking on cancer deaths in Chinese men"

... deaths TABLE Characteristics of cases and two control groups: Population- based case -control study of smoking on risk of cancer deaths among Chinese men 1989–1991 Characteristic Cases No of subjects ... sex-matched living spouse control design as an alternative control selection for a nationwide population- based case -control study is valid and feasib...

Ngày tải lên: 26/10/2012, 09:48

9 532 1
Báo cáo y học: " Self-reported sickness absence as a risk marker of future disability pension. Prospective findings from the DWECS/DREAM study 1990-2004"

Báo cáo y học: " Self-reported sickness absence as a risk marker of future disability pension. Prospective findings from the DWECS/DREAM study 1990-2004"

... in disability pension risk with increase in absence days/yr A 10-day increase in absence days per annum (scale score ranging from 0-220 days/yr) yielded an increase in disability pension risk of ... sickness absence as a marker of future disability pensioning Conclusion The findings of in the present study indicate that the number of self-repor...

Ngày tải lên: 26/10/2012, 10:03

6 578 0
The relationship between default risk and interest rates: An empirical study research insight

The relationship between default risk and interest rates: An empirical study research insight

... SE( β ) 15 THE RELATIONSHIP BETWEEN DEFAULT RISK AND INTEREST RATES: AN EMPIRICAL STUDY INTRODUCTION Credit and interest rate risks are among the most important risks faced by financial institutions ... understanding the dynamics within the context of risk management While we ultimately want to understand the relationship between credit risk, including...

Ngày tải lên: 26/10/2012, 11:21

17 736 0
Precluding and reducing solutions to credit risk at Quang Trung branch of Vietnam Bank of Investment and Development.doc

Precluding and reducing solutions to credit risk at Quang Trung branch of Vietnam Bank of Investment and Development.doc

... branch of Vietnam Bank of Investment and Development during my internship, so I choose the below topic: Precluding and reducing solutions to credit risk at Quang Trung branch of Vietnam Bank of Investment ... in credit relationships Chapter 2: Methods of precluding and reducing credit risk in Quang Trung branch of Vietnam B...

Ngày tải lên: 27/10/2012, 16:49

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