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...
The underlying structure of why and how consumers value reliability of electric service is explored, together with the technological options and cost characteristics for the provi...
Timothy Mount, William Schulze, Richard E. Schuler
: The domain of business reporting and especially financial reporting plays an important role when discussing internal and external information flows among organizational units. Th...
Decoding random linear codes is a well studied problem with many applications in complexity theory and cryptography. The security of almost all coding and LPN/LWE-based schemes rel...
Anja Becker, Antoine Joux, Alexander May, Alexande...
The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...