Author: British Library. Lending Division
Publisher:
ISBN:
Category : Congresses and conventions
Languages : en
Pages : 760
Book Description
Index of Conference Proceedings Received
Author: British Library. Lending Division
Publisher:
ISBN:
Category : Congresses and conventions
Languages : en
Pages : 760
Book Description
Publisher:
ISBN:
Category : Congresses and conventions
Languages : en
Pages : 760
Book Description
Index of Conference Proceedings Received
Author: British Library. Document Supply Centre
Publisher:
ISBN:
Category : Conference proceedings
Languages : en
Pages : 792
Book Description
Publisher:
ISBN:
Category : Conference proceedings
Languages : en
Pages : 792
Book Description
Current Periodical Publications in Baker Library
Author: Baker Library
Publisher:
ISBN:
Category : Business
Languages : en
Pages : 724
Book Description
Magazines, journals, newspapers, bulletins, statistical annuals, loose leaf business services, governmental agency annual reports, directories, proceedings of annual conferences, yearbooks.
Publisher:
ISBN:
Category : Business
Languages : en
Pages : 724
Book Description
Magazines, journals, newspapers, bulletins, statistical annuals, loose leaf business services, governmental agency annual reports, directories, proceedings of annual conferences, yearbooks.
Research Paper
Index of Conference Proceedings
Author: British Library. Document Supply Centre
Publisher:
ISBN:
Category : Conference proceedings
Languages : en
Pages : 870
Book Description
Publisher:
ISBN:
Category : Conference proceedings
Languages : en
Pages : 870
Book Description
Report of Proceedings of the Annual Meeting
Author: Incorporated Gas Institute, London
Publisher:
ISBN:
Category : Gas manufacture and works
Languages : en
Pages : 306
Book Description
9th-39th contain list of members.
Publisher:
ISBN:
Category : Gas manufacture and works
Languages : en
Pages : 306
Book Description
9th-39th contain list of members.
The Other African Americans
Author: Yoku Shaw-Taylor
Publisher: Rowman & Littlefield Publishers
ISBN: 1461645050
Category : Social Science
Languages : en
Pages : 307
Book Description
America's black population is becoming increasingly diverse and the presence of Caribbean and, especially, African immigrants continues to grow throughout the country. The Other African Americans seeks to broaden our understanding of these groups by exploring the changing intraracial dynamics among African Americans as new immigrants settle in the U.S. and become Americans. This edited volume of original research provides historical and contemporary information on African and Caribbean individuals and families, addressing particular topical areas covering the most salient issues facing these immigrants today.
Publisher: Rowman & Littlefield Publishers
ISBN: 1461645050
Category : Social Science
Languages : en
Pages : 307
Book Description
America's black population is becoming increasingly diverse and the presence of Caribbean and, especially, African immigrants continues to grow throughout the country. The Other African Americans seeks to broaden our understanding of these groups by exploring the changing intraracial dynamics among African Americans as new immigrants settle in the U.S. and become Americans. This edited volume of original research provides historical and contemporary information on African and Caribbean individuals and families, addressing particular topical areas covering the most salient issues facing these immigrants today.
Frontiers in Internet Technologies
Author: Jinshu Su
Publisher: Springer
ISBN: 3642539599
Category : Computers
Languages : en
Pages : 286
Book Description
This book constitutes the refereed proceedings of the Second CCF Internet Conference of China, ICoC 2013, held in Zhangjiajie, China, in July 2013. The 24 revised full papers presented were carefully reviewed and selected from 63 submissions. The papers address issues such as future Internet architecture, Internet routing, network security, network management, data center networks, green networks, wireless networks, P2P networks, mobile Internet and the Internet of Things.
Publisher: Springer
ISBN: 3642539599
Category : Computers
Languages : en
Pages : 286
Book Description
This book constitutes the refereed proceedings of the Second CCF Internet Conference of China, ICoC 2013, held in Zhangjiajie, China, in July 2013. The 24 revised full papers presented were carefully reviewed and selected from 63 submissions. The papers address issues such as future Internet architecture, Internet routing, network security, network management, data center networks, green networks, wireless networks, P2P networks, mobile Internet and the Internet of Things.
Efficient Asset Management
Author: Richard O. Michaud
Publisher: Oxford University Press
ISBN: 0199715793
Category : Business & Economics
Languages : en
Pages : 145
Book Description
In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the limitations of MV optimization are not the result of conceptual flaws in Markowitz theory but unrealistic representation of investment information. What is missing is a realistic treatment of estimation error in the optimization and rebalancing process. The text provides a non-technical review of classical Markowitz optimization and traditional objections. The authors demonstrate that in practice the single most important limitation of MV optimization is oversensitivity to estimation error. Portfolio optimization requires a modern statistical perspective. Efficient Asset Management, Second Edition uses Monte Carlo resampling to address information uncertainty and define Resampled Efficiency (RE) technology. RE optimized portfolios represent a new definition of portfolio optimality that is more investment intuitive, robust, and provably investment effective. RE rebalancing provides the first rigorous portfolio trading, monitoring, and asset importance rules, avoiding widespread ad hoc methods in current practice. The Second Edition resolves several open issues and misunderstandings that have emerged since the original edition. The new edition includes new proofs of effectiveness, substantial revisions of statistical estimation, extensive discussion of long-short optimization, and new tools for dealing with estimation error in applications and enhancing computational efficiency. RE optimization is shown to be a Bayesian-based generalization and enhancement of Markowitz's solution. RE technology corrects many current practices that may adversely impact the investment value of trillions of dollars under current asset management. RE optimization technology may also be useful in other financial optimizations and more generally in multivariate estimation contexts of information uncertainty with Bayesian linear constraints. Michaud and Michaud's new book includes numerous additional proposals to enhance investment value including Stein and Bayesian methods for improved input estimation, the use of portfolio priors, and an economic perspective for asset-liability optimization. Applications include investment policy, asset allocation, and equity portfolio optimization. A simple global asset allocation problem illustrates portfolio optimization techniques. A final chapter includes practical advice for avoiding simple portfolio design errors. With its important implications for investment practice, Efficient Asset Management 's highly intuitive yet rigorous approach to defining optimal portfolios will appeal to investment management executives, consultants, brokers, and anyone seeking to stay abreast of current investment technology. Through practical examples and illustrations, Michaud and Michaud update the practice of optimization for modern investment management.
Publisher: Oxford University Press
ISBN: 0199715793
Category : Business & Economics
Languages : en
Pages : 145
Book Description
In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the limitations of MV optimization are not the result of conceptual flaws in Markowitz theory but unrealistic representation of investment information. What is missing is a realistic treatment of estimation error in the optimization and rebalancing process. The text provides a non-technical review of classical Markowitz optimization and traditional objections. The authors demonstrate that in practice the single most important limitation of MV optimization is oversensitivity to estimation error. Portfolio optimization requires a modern statistical perspective. Efficient Asset Management, Second Edition uses Monte Carlo resampling to address information uncertainty and define Resampled Efficiency (RE) technology. RE optimized portfolios represent a new definition of portfolio optimality that is more investment intuitive, robust, and provably investment effective. RE rebalancing provides the first rigorous portfolio trading, monitoring, and asset importance rules, avoiding widespread ad hoc methods in current practice. The Second Edition resolves several open issues and misunderstandings that have emerged since the original edition. The new edition includes new proofs of effectiveness, substantial revisions of statistical estimation, extensive discussion of long-short optimization, and new tools for dealing with estimation error in applications and enhancing computational efficiency. RE optimization is shown to be a Bayesian-based generalization and enhancement of Markowitz's solution. RE technology corrects many current practices that may adversely impact the investment value of trillions of dollars under current asset management. RE optimization technology may also be useful in other financial optimizations and more generally in multivariate estimation contexts of information uncertainty with Bayesian linear constraints. Michaud and Michaud's new book includes numerous additional proposals to enhance investment value including Stein and Bayesian methods for improved input estimation, the use of portfolio priors, and an economic perspective for asset-liability optimization. Applications include investment policy, asset allocation, and equity portfolio optimization. A simple global asset allocation problem illustrates portfolio optimization techniques. A final chapter includes practical advice for avoiding simple portfolio design errors. With its important implications for investment practice, Efficient Asset Management 's highly intuitive yet rigorous approach to defining optimal portfolios will appeal to investment management executives, consultants, brokers, and anyone seeking to stay abreast of current investment technology. Through practical examples and illustrations, Michaud and Michaud update the practice of optimization for modern investment management.