7 search results - page 1 / 2 » Portfolio and investment risk analysis on global grids |
JCSS
2007
13 years 4 months ago
2007
The financial services industry today produces and consumes huge amounts of data and the processes involved in analysing these data are equally huge especially in terms of their c...
AUTOMATICA
2008
13 years 4 months ago
2008
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...
SCAM
2003
IEEE
13 years 10 months ago
2003
IEEE
We present a quantitative approach for IT portfolio management. This is an approach that CMM level 1 organizations can use to obtain a corporate wide impression of the state of th...
DSS
2000
13 years 4 months ago
2000
Project portfolio selection is a crucial decision in many organizations, which must make informed decisions on investment, where the appropriate distribution of investment is comp...
Lecture Notes
These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions
Investment for the Long Run, Te...