Download or read book Optimisation de portefeuille et prix d equilibre en presence de frictions written by Pierre-François Koehl and published by . This book was released on 1994 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book OPTIMISATION DE PORTEFEUILLE ET PRIX D EQUILIBRE EN PRESENCE DE FRICTIONS written by PIERRE-FRANC.. KOEHL and published by . This book was released on 1994 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: LE BUT DE CE TRAVAIL EST DE MESURER LA CONSEQUENCE DE L'INTRODUCTION DE FRICTIONS DANS LES MODELES CLASSIQUES DE CHOIX DE PORTEFEUILLE. DANS LE PREMIER CHAPITRE, ON RAPPELLE LES PRINCIPAUX RESULTATS DEJA OBTENUS DANS LE CAS PARTICULIER OU LES FRICTIONS CORRESPONDENT A L'EXISTENCE DE COUTS DE TRANSACTION. ENSUITE, NOUS INTRODUISONS DES COUTS DE TRANSACTION PROPORTIONNELS DANS LE CAPM DE SHARPE ET LINTNER. NOUS CALCULONS LES CHOIX DE PORTEFEUILLE OPTIMAUX ET EN DEDUISONS UNE ESTIMATION DE L'ERREUR INDUITE DANS LES BETA-RELATIONS. NOUS NOUS PLACONS DANS UN MODELE OU L'ON PEUT INVESTIR DE FACON DYNAMIQUE DANS DEUX ACTIFS SANS RISQUE AUX RENDEMENTS VARIABLES DONT UN SEULEMENT EST SOUMIS A DES COUTS DE TRANSACTION. LES DEUX DERNIERS CHAPITRES S'INTERESSENT A DEUX AUTRES TYPES DE FRICTIONS. NOUS INTRODUISONS DES TAXES SUR BENEFICES DANS LE MODELE DE REASSURANCE DE BORCH. A CONDITION DE SUPPOSER QUE L'EQUILIBRE CORRESPOND A UN OPTIMUM, NOUS OBTENONS LES CHOIX OPTIMAUX DES AGENTS ET LES NOUVEAUX PRIX D'EQUILIBRE. ENFIN, NOUS ETUDIONS LA MODIFICATION DU CHOIX DE PORTEFEUILLE LORSQU'ON TIENT COMPTE DE LA RESPONSABILITE LIMITEE.
Download or read book Essays in Financial Economics written by Rita Biswas and published by Emerald Group Publishing. This book was released on 2019-10-24 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, dedicated to John W. Kensinger, explores a variety of topics in financial economics, including firm growth, investment risks, and the profitability of the banking industry. With its global perspective, Essays in Financial Economics is a valuable addition to the bookshelf of any researcher in finance.
Download or read book Parliamentary Oversight of the Security Sector written by Philipp Fluri and published by DCAF. This book was released on 2003 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bank Profitability Statistical Supplement written by Organisation for Economic Co-operation and Development and published by . This book was released on 1987 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monte Carlo Tests with Nuisance Parameters written by Jean-Marie Dufour and published by . This book was released on 2005 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Markov Processes and Potential Theory written by and published by Academic Press. This book was released on 2011-08-29 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov Processes and Potential Theory
Download or read book Developments in the Middle East written by and published by . This book was released on 1983-08 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Entrepreneurship As Practice written by Neil Aaron Thompson and published by Routledge. This book was released on 2021-08-19 with total page 133 pages. Available in PDF, EPUB and Kindle. Book excerpt: This innovative book takes seriously the ordinary activities of entrepreneurship and maps out new pathways for scholars to understand the nature, properties, and implications of studying practices for entrepreneurship studies. Entrepreneurship is neither an art nor a science, but a bundle of practices, as Peter Drucker once observed. Curiously however, academic research on entrepreneurship mostly abstracts away from practical activity. In contrast, Entrepreneurship As Practice takes ordinary activities of entrepreneurship seriously by mapping out new pathways for scholars to consider the everyday practices through which entrepreneurship occurs. Each chapter draws on contemporary theories of practice to illuminate the nature, properties, and implications of studying the practices of entrepreneurship. The chapters in this book were originally published as a special issue of the journal Entrepreneurship & Regional Development.
Download or read book Statistical Methods in Finance written by G. S. Maddala and published by . This book was released on 1996-12-11 with total page 760 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive reference work for teaching at graduate level and research in empirical finance. The chapters cover a wide range of statistical and probabilistic methods applied to a variety of financial methods and are written by internationally renowned experts.
Download or read book Handbook of Nonlinear Partial Differential Equations written by Andrei D. Polyanin and published by CRC Press. This book was released on 2004-06-02 with total page 835 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Nonlinear Partial Differential Equations is the latest in a series of acclaimed handbooks by these authors and presents exact solutions of more than 1600 nonlinear equations encountered in science and engineering--many more than any other book available. The equations include those of parabolic, hyperbolic, elliptic and other types, and the authors pay special attention to equations of general form that involve arbitrary functions. A supplement at the end of the book discusses the classical and new methods for constructing exact solutions to nonlinear equations. To accommodate different mathematical backgrounds, the authors avoid wherever possible the use of special terminology, outline some of the methods in a schematic, simplified manner, and arrange the equations in increasing order of complexity. Highlights of the Handbook:
Download or read book Introduction to Nonsmooth Optimization written by Adil Bagirov and published by Springer. This book was released on 2014-08-12 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first easy-to-read text on nonsmooth optimization (NSO, not necessarily differentiable optimization). Solving these kinds of problems plays a critical role in many industrial applications and real-world modeling systems, for example in the context of image denoising, optimal control, neural network training, data mining, economics and computational chemistry and physics. The book covers both the theory and the numerical methods used in NSO and provide an overview of different problems arising in the field. It is organized into three parts: 1. convex and nonconvex analysis and the theory of NSO; 2. test problems and practical applications; 3. a guide to NSO software. The book is ideal for anyone teaching or attending NSO courses. As an accessible introduction to the field, it is also well suited as an independent learning guide for practitioners already familiar with the basics of optimization.
Download or read book Earth Surface Processes Landforms and Sediment Deposits written by John Bridge and published by Cambridge University Press. This book was released on 2008-05 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unique, advanced textbook combining sedimentology and geomorphology in a comprehensive and integrated way.
Download or read book Mathematics of the Decision Sciences written by George Bernard Dantzig and published by American Mathematical Soc.. This book was released on 1968-12-31 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonsmooth Optimization written by Claude Lemarechal and published by Elsevier. This book was released on 2014-05-19 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonsmooth Optimization contains the proceedings of a workshop on non-smooth optimization (NSO) held from March 28 to April 8,1977 in Austria under the auspices of the International Institute for Applied Systems Analysis. The papers explore the techniques and theory of NSO and cover topics ranging from systems of inequalities to smooth approximation of non-smooth functions, as well as quadratic programming and line searches. Comprised of nine chapters, this volume begins with a survey of Soviet research on subgradient optimization carried out since 1962, followed by a discussion on rates of convergence in subgradient optimization. The reader is then introduced to the method of subgradient optimization in an abstract setting and the minimal hypotheses required to ensure convergence; NSO and nonlinear programming; and bundle methods in NSO. A feasible descent algorithm for linearly constrained least squares problems is described. The book also considers sufficient minimization of piecewise-linear univariate functions before concluding with a description of the method of parametric decomposition in mathematical programming. This monograph will be of interest to mathematicians and mathematics students.
Download or read book Fixed Point Theorems with Applications to Economics and Game Theory written by Kim C. Border and published by Cambridge University Press. This book was released on 1985 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores fixed point theorems and its uses in economics, co-operative and noncooperative games.
Download or read book Cities at Risk written by Helene Joffe and published by Springer Science & Business Media. This book was released on 2013-03-27 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the major growth of the world’s population over the past century, as well as rapid urbanisation, people increasingly live in crowded cities. This trend is often accompanied by proliferation of poorly built housing, uncontrolled use of land, occupation of unsafe environments and overstretched services. When a natural hazard strikes such a city many people are vulnerable to loss of life and property. This book explores what these people think and feel about the threats that they face. How do they live with perils ranging from earthquakes to monsoons, from floods to hurricanes, in the 21st century? The authors are drawn from a large range of disciplines: Psychology, Engineering, Geography, Anthropology and Urban Planning. They also reflect on how perils are represented in multiple cultures: the United States, Japan, Turkey, Bangladesh, the United Kingdom and New Zealand. The book therefore not only brings to light the ways that different cultures represent natural hazards but also the different ways in which various disciplines write about living with perils in the 21st century. The book is addressed both to researchers and to organizations involved with risk management and risk mitigation.
