104 search results - page 20 / 21 » assets 2006 |
COMCOM
2006
13 years 5 months ago
2006
The necessity of network traffic monitoring and analysis is growing dramatically with increasing network usage demands from individual users as well as business communities. Most ...
CSDA
2006
13 years 5 months ago
2006
It is difficult to find an existing single model which is able to simultaneously model exceedances over thresholds in multivariate financial time series. A new modeling approach, ...
JCS
2010
13 years 3 months ago
2010
Public-key cryptography can uniquely enable trust within distributed settings. Employing it usually requires deploying a set of tools and services collectively known as a public k...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
IOR
2006
13 years 5 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...