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We propose an entropic model of extrinsic utility arising out of the element of choice regarding portfolio re-balancing strategies available to an individual investor who has chosen to invest in a financial structured product with a terminal payoff same as that from a rainbow option. We also...
Persistent link: https://www.econbiz.de/10008555934
We investigate correlations of asset returns in stress scenarios where a common risk factor is truncated. Our analysis is performed in the class of normal variance mixture (NVM) models, which encompasses many distributions commonly used in nancial modelling. For the special cases of jointly...
Persistent link: https://www.econbiz.de/10012433184
of normal multivariate integrals, in which the highest dimension of the integrands is reduced relative to the initial …-Legendre quadrature rule to the exact likelihood function of lower dimension allows for a major reduction of computing time while …
Persistent link: https://www.econbiz.de/10005487434
and third year of study students. For the overall group, the most important discriminator dimension is real world feel …
Persistent link: https://www.econbiz.de/10012017172
Bakalauro baigiamajame darbe nagrinėjami veiksniai, kurie daro įtaką organizacijos klimatui. Išanalizuoti ir susisteminti įvairių Lietuvos ir užsienio autorių darbai, tyrimai organizacijos klimato tema. Pasinaudojant teoriniais sprendimais bei metodais, atliktas AB "Šiaulių...
Persistent link: https://www.econbiz.de/10009478435
, i.e., its dimension is at least 7. This set a new record for real-world voting rules and the authors posed the exact … determination as a challenge. Recently, Chen et al. (An upper bound on the dimension of the voting system of the European Union … Council under the Lisbon rules, 2019, arXiv:1907.09711) showed that the dimension is at most 24. We provide the first improved …
Persistent link: https://www.econbiz.de/10014503399
Diese Fallstudie, die in einem bedeutenden schweizerischen Finanzdienstleistungsunternehmen durchgeführt wurde, versucht über das schweizerische kulturelle Gefälle im unternehmerischen Umfeld Klarheit zu schaffen, und davon Massnahmen abzuleiten.
Persistent link: https://www.econbiz.de/10005844417
Предлагается использование семантического пространства для контроля размерности экономических и физических величин при верификации экономико-математических...
Persistent link: https://www.econbiz.de/10011216179
Предлагается использование семантического пространства для контроля размерности экономических и физических величин при верификации экономико-математических...
Persistent link: https://www.econbiz.de/10011216219
and third year of study students. For the overall group, the most important discriminator dimension is real world feel …
Persistent link: https://www.econbiz.de/10011255187