派博傳思國(guó)際中心

標(biāo)題: Titlebook: Handbook of Recent Advances in Commodity and Financial Modeling; Quantitative Methods Giorgio Consigli,Silvana Stefani,Giovanni Zambruno Bo [打印本頁(yè)]

作者: endocarditis 時(shí)間: 2025-3-21 16:26
書目名稱Handbook of Recent Advances in Commodity and Financial Modeling影響因子(影響力)

書目名稱Handbook of Recent Advances in Commodity and Financial Modeling影響因子(影響力)學(xué)科排名

書目名稱Handbook of Recent Advances in Commodity and Financial Modeling網(wǎng)絡(luò)公開(kāi)度

書目名稱Handbook of Recent Advances in Commodity and Financial Modeling網(wǎng)絡(luò)公開(kāi)度學(xué)科排名

書目名稱Handbook of Recent Advances in Commodity and Financial Modeling被引頻次

書目名稱Handbook of Recent Advances in Commodity and Financial Modeling被引頻次學(xué)科排名

書目名稱Handbook of Recent Advances in Commodity and Financial Modeling年度引用

書目名稱Handbook of Recent Advances in Commodity and Financial Modeling年度引用學(xué)科排名

書目名稱Handbook of Recent Advances in Commodity and Financial Modeling讀者反饋

書目名稱Handbook of Recent Advances in Commodity and Financial Modeling讀者反饋學(xué)科排名

作者: 遠(yuǎn)足 時(shí)間: 2025-3-21 21:18

作者: 職業(yè) 時(shí)間: 2025-3-22 01:04

作者: 原告 時(shí)間: 2025-3-22 07:54
Sirajum Munira Sarwar,Sharon Xiaowen Lin,Yaz Gülnur Murado?lues an extensively cross-referenced structure.Includes supple."Although it has been mooted whether the dramatic technological advances in neurological practice, (i.e., neuroimaging) might render the physical exam redundant, others maintain the central importance of neurological examination in patient

作者: temperate 時(shí)間: 2025-3-22 09:02
Aurélie Sannajust,Alain Chevalieres an extensively cross-referenced structure.Includes supple."Although it has been mooted whether the dramatic technological advances in neurological practice, (i.e., neuroimaging) might render the physical exam redundant, others maintain the central importance of neurological examination in patient

作者: Integrate 時(shí)間: 2025-3-22 13:36
Rita L. D’Ecclesia,Denis Kondich. Scapula Alata. Schizophasia. Schwabach Test. Scoliosis. Scotoma. Scratch Collapse Test. “Scratch Test”. Seborrhoea. . Seizures. Self-Mutilation. Sensory Ataxia. Sensory Loss. Sensory Tricks. Sequential Paresis. Setting Sun Sign. Shadowing. Shin-Tapping. Sialorrhoea. Sighing. . (Fan Sign). . Simi

作者: Limerick 時(shí)間: 2025-3-22 17:17
Angelica Gianfreda,Giacomo Scandoloting efforts to persuade compliance. Movement of a limb in response to application of pressure despite the patient having been told to resist (.) is one element of negativism. It may also be a feature of catatonia. The similarity of some of these features to . suggests the possibility of frontal lob

作者: 集聚成團(tuán) 時(shí)間: 2025-3-22 21:40

作者: 相同 時(shí)間: 2025-3-23 04:51

作者: Derogate 時(shí)間: 2025-3-23 08:38
Drivers of LBO Operating Performance: An Empirical Investigation in Asiadrivers (financial, governance, macroeconomic, cultural, microeconomics and industry variables) and study their effects on performance over the short- and long-terms. To conduct our study, we use Capital IQ as a data base as well as a hand collected dataset covering LBOs in Asia. We contribute to th

作者: osteopath 時(shí)間: 2025-3-23 13:14

作者: Cupping 時(shí)間: 2025-3-23 17:32
Measuring , in the ,cially in energy markets, where market participants face several kinds of risks (such as volumetric, liquidity, and operational risk). Therefore, relaxing the assumption of normality and using a wide range of alternative distributions, we quantify the . in the German wholesale electricity market (th

作者: pulse-pressure 時(shí)間: 2025-3-23 19:35

作者: separate 時(shí)間: 2025-3-23 22:11
VIX Computation Based on Affine Stochastic Volatility Models in Discrete Timencial series. Three desirable results are obtained. First, we have a recursive procedure for the log-price characteristic function which allows a semi-analytical formula for option prices as in Heston and Nandi (Rev Financ Stud 13(3):585–625, 2000). Second, we reproduce some features of the VIX Inde

作者: harangue 時(shí)間: 2025-3-24 05:30

作者: Slit-Lamp 時(shí)間: 2025-3-24 06:31

作者: 哺乳動(dòng)物 時(shí)間: 2025-3-24 13:44
Portfolio Optimization Using Modified Herfindahl Constraintrk, 1959). Early works developed necessary conditions on utility function that would result in mean-variance theory being optimal, see Tobin (Rev Econ Stud 25(2):65–86, 1958). Recently, considering the stylized facts of asset returns, mean-variance model has been extended to higher moments. Despite

作者: 附錄 時(shí)間: 2025-3-24 16:18
Dynamic Asset Allocation with Default and Systemic Risks markets when such risks take the form of asset value discontinuities. I contribute to the multiple-asset jump-diffusion portfolio analysis of Das and Uppal (J Financ 59:2809–2834, 2004) by introducing default risk and its investment-horizon effects on optimal portfolios (the optimal investment rule

作者: 放棄 時(shí)間: 2025-3-24 22:11
Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impacto as to minimize a criterion involving mean and variance of the strategies implementation shortfall. The market impact due to illiquidity is modeled by splitting it into two different component, namely the permanent market impact, which is assumed to be linear in the rate of trading, and the tempora

作者: 慷慨援助 時(shí)間: 2025-3-24 23:18
Optimal Multistage Defined-Benefit Pension Fund Managementd (PF) manager. PF ALM problems are by nature long-term decision problems with stochastic elements affecting both assets and liabilities. Increasingly PFs operating in the second pillar of modern pension systems are subject to mark-to-market accounting standards and constrained to monitor their risk

作者: 吸引力 時(shí)間: 2025-3-25 06:51
Currency Hedging for a Multi-national Firmeveral major currencies, our pilot model deals with US$ and €?only. Equilibrium correction models, Taylor rule based models and a random walk model are compared for exchange rate prediction. Risks related to exchange rate and sales forecast errors are hedged. Numerical results indicate that the curr

作者: 增強(qiáng) 時(shí)間: 2025-3-25 11:33
0884-8289 ment.Editors and contributors are leaders in the field.This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management

作者: Override 時(shí)間: 2025-3-25 12:04

作者: GNAW 時(shí)間: 2025-3-25 19:29
Directional Returns for Gold and Silver: A Cluster Analysis Approachf silver; the second strategy shows that predicting up for gold also means predicting down for silver and the final strategy confirms that predicting up for silver also validates predicting down for gold.

作者: ARIA 時(shí)間: 2025-3-25 22:42
Measuring , in the ,onfirm that the increasing complexity of energy markets has affected the stochastic nature of electricity prices which have become progressively less normal through years, hence resulting in an increased ..

作者: Juvenile 時(shí)間: 2025-3-26 03:17
Optimal Adaptive Sequential Calibration of Option Modelsns in the model parameters well. The likelihood framework is also used for model selection where we find support for both complex option models as well as non-trivial adaptivity. This is made feasible with the optimal tuning presented in this chapter.

作者: GULF 時(shí)間: 2025-3-26 07:35

作者: Enteropathic 時(shí)間: 2025-3-26 11:18
VIX Computation Based on Affine Stochastic Volatility Models in Discrete Time-analytical formula for option prices as in Heston and Nandi (Rev Financ Stud 13(3):585–625, 2000). Second, we reproduce some features of the VIX Index. Finally, we derive a simple formula for the VIX index and use it for option pricing.

作者: Anecdote 時(shí)間: 2025-3-26 14:15
Dynamic Asset Allocation with Default and Systemic Risks Uppal (J Financ 59:2809–2834, 2004) by introducing default risk and its investment-horizon effects on optimal portfolios (the optimal investment rules in Das and Uppal (J Financ 59:2809–2834, 2004) are time-invariant) and by linking excess expected returns to risk exposures.

作者: HEPA-filter 時(shí)間: 2025-3-26 18:14

作者: 消耗 時(shí)間: 2025-3-26 23:50
Book 2018lobal financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts, emphasizing common methodological approaches arising in the areas of interest:..-????????? Part I: Optimization techniques.-????????? Part II: Pricing and

作者: 結(jié)束 時(shí)間: 2025-3-27 01:31
Impact of Credit Risk and Business Cycles on Momentum Returnsrns are unexplained by macroeconomic variables during contractions such as the 2008 recession. Our findings conclude that momentum return is due to high uncertainty associated with the increased credit risk of stocks and across business cycles.

作者: 植物茂盛 時(shí)間: 2025-3-27 09:11
Drivers of LBO Operating Performance: An Empirical Investigation in Asiae current literature by doing an investigation of the impact of macroeconomic factors on the performance of LBOs in Asia. We use a sample of 156 LBO transactions which occurred between 2000 and 2010. Our results show that GDP growth, industry growth, and market return are important drivers that significantly contribute to create value in LBOs.

作者: Ischemia 時(shí)間: 2025-3-27 12:14

作者: Self-Help-Group 時(shí)間: 2025-3-27 16:46
Book 2018aches in financial and insurance markets in presence of market stress and growing systemic risk;.-????????? Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic optimization techniques, applied to portfolio selection problems including new asset classes such

作者: PRE 時(shí)間: 2025-3-27 19:48

作者: Glucocorticoids 時(shí)間: 2025-3-27 22:42

作者: Lumbar-Stenosis 時(shí)間: 2025-3-28 03:54

作者: 相符 時(shí)間: 2025-3-28 09:00

作者: 六個(gè)才偏離 時(shí)間: 2025-3-28 12:52

作者: URN 時(shí)間: 2025-3-28 18:21
0884-8289 .-????????? Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic optimization techniques, applied to portfolio selection problems including new asset classes such 978-3-319-87051-9978-3-319-61320-8Series ISSN 0884-8289 Series E-ISSN 2214-7934

作者: MORPH 時(shí)間: 2025-3-28 19:32

作者: Vulnerary 時(shí)間: 2025-3-28 23:43

作者: cluster 時(shí)間: 2025-3-29 04:59
Wine Futures: Pricing and Allocation as Levers Against Quality Uncertaintyof the wine. At the time the winemaker determines the price and quantity of wine futures, this unrealized bottle score represents the uncertainty that influences the market price of the wine..This study makes two contributions to the optimization of pricing and quantity decisions and offers insightf

作者: ETCH 時(shí)間: 2025-3-29 07:30