منابع مشابه
Work Placement Project Portfolio Kevin McGeechan
The relationship between socio-economic status (SES) and chronic kidney disease (CKD) wasexamined using nationally-representative data from 3 countries (USA, Thailand and Australia).Individual data were obtained for participants aged 35 years or above from the NHANES III,InterASIA and AusDiab I studies. We examined the association between CKD prevalence (GFR <60ml/min/1.73 m) an...
متن کاملModern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice
The paper compares three portfolio optimization models. Modern portfolio theory (MPT) is a short-horizon volatility model. The relevant time horizon is the sampling interval. MPT is myopic and implies that investors are not concerned with long-term variance or mean-reversion. Intertemporal portfolio choice is a multiple period model that revises portfolios continuously in response to relevant s...
متن کاملCover’s Universal Portfolio, Stochastic Portfolio Theory and the Numéraire Portfolio
Cover’s celebrated theorem states that the long run yield of a properly chosen “universal” portfolio is as good as the long run yield of the best retrospectively chosen constant rebalanced portfolio. The “universality” pertains to the fact that this result is model-free, i.e., not dependent on an underlying stochastic process. We extend Cover’s theorem to the setting of stochastic portfolio the...
متن کاملPortfolio Size in Stochastic Portfolio Networks Using Digital Portfolio Theory
The investment portfolio with stochastic returns can be represented as a maximum flow generalized network with stochastic multipliers. Modern portfolio theory (MPT) [1] provides a myopic short horizon solution to this network by adding a parametric variance constraint to the maximize flow objective function. MPT does not allow the number of securities in solution portfolios to be specified. Int...
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ژورنال
عنوان ژورنال: Teaching Theology & Religion
سال: 2017
ISSN: 1368-4868
DOI: 10.1111/teth.12404