A mean-variance bound for a three-piece linear function

A mean-variance bound for a three-piece linear function

10.1017/S0269964807000356

Saved in:

書目詳細資料
Main Authors:	Natarajan, K., Linyi, Z.
其他作者:	MATHEMATICS
格式:	Article
出版:	2014
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/102677
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore

相似書籍

Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
由: Whiteley, N., et al.
出版: (2016)

Behavior of residuals given by linear mean-variance negative binomial models
由: Mallika Inprom
出版: (2015)

Skewness and option bounds: Short variance swaps and variance risk premium
由: Huang, Junying, et al.
出版: (2014)

Estimation of the mean and variance response surfaces when the means and variances of the noise variables are unknown
由: Tan, M.H.Y., et al.
出版: (2014)

MEAN-VARIANCE ASSET ALLOCATION
由: BING KANGNI
出版: (2021)

Piece-wise linear morphing and rendering with 3D textures
由: Venkataraman, K.
出版: (2016)

Gradient boosting with piece-wise linear regression trees
由: SHI, Yu, et al.
出版: (2019)

A new SPRT chart for monitoring process mean and variance
由: Ou, Y., et al.
出版: (2014)

On the Markowitz mean-variance analysis of self-financing portfolios
由: Bai, Z., et al.
出版: (2014)

A method for clustering group means with analysis of variance
由: OU BAOLIN
出版: (2010)

CONTINUOUS-TIME MEAN-VARIANCE WITH A PROBABILITY CONDITION
由: XU YAN
出版: (2021)

The performance of commodity trading advisors: A mean-variance-ratio test approach
由: Bai, Z., et al.
出版: (2014)

Combined mean and variance control charts
由: Gan, Fah Fatt
出版: (2014)

Joint monitoring of process mean and variance
由: Gan, F.F.
出版: (2014)

Mean‐variance hedging with basis risk
由: Xue, Xiaole, et al.
出版: (2021)

MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION
由: GOH YANG JUN JASPER
出版: (2021)

DYNAMIC MEAN-VARIANCE PORTFOLIO OPTIMISATION
由: MENG XIANG
出版: (2021)

DYNAMIC MEAN-VARIANCE PORTFOLIO OPTIMISATION
由: ZHANG ZHAO
出版: (2021)

Variance Bounds of Rational Stock Prices with Public Information
由: KWON, Young Koan
出版: (1995)

A mean-variance based index for dynamic context data lookup
由: Sen, S., et al.
出版: (2013)

NEW BOUNDS FOR UNIVARIATE MOMENT PROBLEMS
由: ZHOU LINYI
出版: (2021)

A test on the mean/variance efficiency of the Singapore market portfolio.
由: Ong, David Wen Shiong., et al.
出版: (2011)

AN OPTIMIZATION OF A REINSURANCE SCHEME BASED ON THE MEAN-VARIANCE PREFERENCE
由: Prakosa, Bimadanta

Piece-wise linearity based method for text frame classification in video
由: Sharma N., et al.
出版: (2016)

Optimal mean-variance portfolio selection with mean-field reinforcement learning
由: Cheng, Zhengxing
出版: (2023)

Mean Variance Analysis of Asian Hedge Funds
由: Bai, Zhidong, et al.
出版: (2014)

Control charts for monitoring process mean and variance
由: Tian, Yu.
出版: (2008)

Asset Performance Evaluation with Mean-Variance Ratio
由: Bai, Zhidong, et al.
出版: (2011)

Schemes for joint monitoring of process mean and variance
由: ATHAMBAWA MOHAMED RAZMY
出版: (2010)

CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION
由: LU JUN
出版: (2021)

The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test
由: Bai, Z., et al.
出版: (2014)

PORTFOLIO OPTIMIZATION IN MEAN VARIANCE AND VARIANCE WITH SKEWNESS RISK MEASURES USING SPIRAL OPTIMIZATION METHOD
由: Novitasari, Wina

Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy
由: He, J., et al.
出版: (2014)

THE MEAN-VARIANCE EFFICIENCY TEXT OF A GIVEN PORTFOLIO : SINGAPORE EVIDENCE
由: NI ZHENGCHANG
出版: (2020)

A Physical Perspective to the Inductive Function of Myelin—A Missing Piece of Neuroscience
由: Wang, Hao, et al.
出版: (2022)

PERBANDINGAN OPTIMISASI PORTOFOLIO METODE MEAN- VARIANCE DENGAN METODE MEAN-SEMIVARIANCE
由: , SEPTI WAHYUNI, et al.
出版: (2013)

Portfolio Revision under Mean-Variance and Mean-CVaR with Transaction Costs
由: CHEN, Andrew, et al.
出版: (2012)

Continuous-time mean-variance efficiency: The 80% rule
由: Li, X., et al.
出版: (2014)

Adaptive control charts for monitoring process mean and variance
由: Wang, Peng Hui
出版: (2008)

Tail mean-variance portfolio selection with estimation risk
由: Huang, Zhenzhen, et al.
出版: (2024)