1996 search results - page 6 / 400 » Financial Theory 2 |
GECCO
2008
Springer
13 years 9 months ago
2008
Springer
This note is best described as a ‘Research Challenge’, and concerns building an ultra high frequency (UHF) trading system. The emphasis is on addressing the problems posed by ...
CONSTRAINTS
2007
13 years 8 months ago
2007
We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
CSREAEEE
2006
13 years 10 months ago
2006
- As mobile devices have been popular, many wireless applications for mobile devices have been developed. One of applications is to represent financial transaction report for a pro...
KDD
2009
ACM
14 years 9 months ago
2009
ACM
A recent study by two prominent finance researchers, Fama and French, introduces a new framework for studying risk vs. return: the migration of stocks across size-value portfolio ...
OR
2002
Springer
13 years 8 months ago
2002
Springer
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...