Tracking-Error Models for Multiple Benchmarks: Theory and Empirical Performance
نویسندگان
چکیده
منابع مشابه
Tracking Error Models for Multiple Benchmarks
We propose a new multiple-benchmark tracking-error model for portfolio selection problem. The tracking error of a portfolio from a set of benchmark portfolios is defined as the difference between its return and the highest return from the set of benchmarks. We derive closedform solution of our portfolio strategy, whose main component is the sum of the benchmark portfolios weighted by their resp...
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چکیده ندارد.
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We present a method for tracking and distinguishing multiple C. elegans in a video sequence, including when they are in physical contact with one another. The worms are modeled with an articulated model composed of rectangular blocks, arranged in a deformable configuration represented by a spring-like connection between adjacent parts. Dynamic programming is applied to reduce the computational ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2012
ISSN: 1556-5068
DOI: 10.2139/ssrn.2783637