Abstract. Masking methods protect data sets against disclosure by perturbing the original values before publication. Masking causes some information loss (masked data are not exact...
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...
In this paper, we prove an exponential rate of convergence result for a common estimator of conditional value-at-risk for bounded random variables. The bound on optimistic deviati...
Trust is the prerequisitefor successwhen a collaborative taskinvolves risk of individualistic or deceitfulbehaviorsof others. Cantrust emergein electroniccontexts? This issue is e...
— To ensure the security of sensitive Web content, an organization must use TLS and do so correctly. However, little is known about how TLS is actually used on the Web. In this w...