Traditional mean-variance efficient portfolios do not capture the potential wealth creation opportunities provided by predictability of asset returns. We propose a simple method for constructing optimally managed portfolios that exploits the possibility that asset returns are predictable. We implement these portfolios in both single and multi-period horizon settings. We compare alternative port...

With the enormous use of networks, many real-world activities are now being realized on the Internet. We proposed a complete virtual conference system (VCS) to handle all activities of real-world conferences. The VCS includes a virtual conference management system and a mobile virtual conference system. Video conferencing will be widely used in the future. With improvement of broadband network ...

A student portfolio is a collection of products and processes selected and organized to highlight specific aspects of the portfolio creator and his or her work. What goes into the portfolio depends on its purpose and usually includes reflection on the materials included and the portfolio as a whole. Portfolios may be required for a course, a major, or a career goal. Electronic portfolios may co...

Robust portfolios resolve the sensitivity issue identified as a concern in implementing mean-variance analysis. Because robust approaches are not widely used in practice due to a limited understanding regarding the portfolios constructed from these methods, we present an analysis of the composition of robust equity portfolios. We find that compared to the Markowitz mean-variance formulation, ro...

Faas, Travis Byron. M.S., Purdue University, May, 2010. An Examination of Social Presence in Video Conferencing vs. an Augmented Reality Conferencing Application. Major Professor: Ronald Glotzbach. This study focused on the implications of augmented reality videochat when used in an educational context. Traditional web conferencing systems are impaired by limitations that inhibit their use for ...

Despite their long research history, few synchronous conferencing tools have found widespread deployment and use. In the area of application sharing, the diversity of platforms and issues of security and state maintenance are predominant. The paper discusses some of the areas where further research and engineering work is necessary, particularly for the audio and video components of multimedia ...

this study examines the empirical validity of claims that value stocks (stocks with high ratios of book value to price) have higher average returns than growth stocks (stocks with low book-to-market ratios). the analyses are performed using data pertaining to 70 firms for the period 1381-1389 and used the panel data methodology. this paper contains significant and consistent results. the result...

The field of Multi-Criteria Decision Analysis (MCDA) is now mature, with several welldeveloped methodologies, a growing number of real-world interventions and a strong society that joins together researchers and practitioners all over the world. We believe that a new generation of multi-criteria decision analysts is emerging – interested in doing research and/or employing MCDA methodologies int...