273 search results - page 11 / 55 » Robust Asset Allocation |
WSC
2004
13 years 9 months ago
2004
This paper presents a method for allocating production capacity among flexible and dedicated machines based on uncertain demand forecasts of products in a production portfolio. Gi...
ASSETS
2007
ACM
13 years 11 months ago
2007
ACM
We demonstrate a system designed to assist a visually impaired individual while moving in an unfamiliar environment. Small and economical color markers are placed in key locations...
ENVSOFT
2006
13 years 7 months ago
2006
: Since Keynes (1930) and Hicks (1939) propounded their theory of normal backwardation, the issue of whether hedgers must pay speculators an insurance premium has remained controve...
COMCOM
2006
13 years 7 months ago
2006
Ethernet passive optical networks (EPONs) technology has emerged as a promising candidate for next-generation broadband access networks. As this technology evolves, the developmen...
FS
2010
13 years 6 months ago
2010
We find robust model-free hedges and price bounds for options on the realized variance of [the returns on] an underlying price process. Assuming only that the underlying process ...