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Author: Mark Othello Glasgow
Publisher:
ISBN:
Category : Functions
Languages : en
Pages : 38
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Book Description
Author: Mark Othello Glasgow
Publisher:
ISBN:
Category : Functions
Languages : en
Pages : 38
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Book Description
Author: Harry M Markowitz
Publisher: World Scientific
ISBN: 981447021X
Category : Business & Economics
Languages : en
Pages : 719
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Book Description
Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and the SIMSCRIPT computer language. While Dr Markowitz is well-known for his work on portfolio theory, his work on sparse matrices remains an essential part of linear optimization calculations. In addition, he designed and developed SIMSCRIPT — a computer programming language. SIMSCRIPT has been widely used for simulations of systems such as air transportation and communication networks.This book consists of a collection of Dr Markowitz's most important works in these and other fields.
Author: Philip J. McCarthy
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 44
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Book Description
Author: Donald L. Burkholder
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 180
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Book Description
Author: David Hogben
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 14
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Book Description
A mathematical procedure which provides an easily available approximation to the distribution function of Q, or any monotone function of it, employing values of the beta distribution is presented and values of the mean and variance of Q for given theta and n are given. In particular, this approximation provides values for the probabili y integral of the non-central t (or any monotone function of it) for small non-centrality values. (Author).
Author: Maria Serna
Publisher: Springer Science & Business Media
ISBN: 3642153682
Category : Computers
Languages : en
Pages : 794
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Book Description
This book constitutes the joint refereed proceedings of the 13th International Workshop on Approximation Algorithms for Combinatorial Optimization Problems, APPROX 2010, and the 14th International Workshop on Randomization and Computation, RANDOM 2010, held in Barcelona, Spain, in September 2010. The 28 revised full papers of the APPROX 2010 workshop and the 29 revised full papers of the RANDOM 2010 workshop included in this volume, were carefully reviewed and selected from 66 and 61 submissions, respectively. APPROX focuses on algorithmic and complexity issues surrounding the development of efficient approximate solutions to computationally difficult problems. RANDOM is concerned with applications of randomness to computational and combinatorial problems.
Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 520
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Book Description
Author: Emilio Barucci
Publisher: Springer Science & Business Media
ISBN: 9781852334697
Category : Business & Economics
Languages : en
Pages : 488
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Book Description
A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results. Tools for understanding the economic analysis are provided, and mathematical models are presented in discrete time/finite state space for simplicity. Examples and exercises included.
Author: J. D. Agarwal
Publisher:
ISBN: 9788185225104
Category : Corporations
Languages : en
Pages : 512
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Book Description
Author: Haim Levy
Publisher: Springer Science & Business Media
ISBN: 0387293116
Category : Business & Economics
Languages : en
Pages : 439
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Book Description
This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: the stochastic dominance approach; the mean-variance approach; and the non-expected utility approach, focusing on prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and considers how contradictions between these two approaches may occur.
