273 search results - page 13 / 55 » Robust Asset Allocation |
EOR
2008
13 years 7 months ago
2008
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
ISMAR
2003
IEEE
14 years 27 days ago
2003
IEEE
This paper overviews our research on digital preservation of cultural assets and digital restoration of their original appearance. Geometric models are digitally achieved through ...
FAST
2011
12 years 11 months ago
2011
We present Anticipatory Memory Allocation (AMA), a new method to build kernel code that is robust to memoryallocation failures. AMA avoids the usual difficulties in handling allo...
GLOBECOM
2007
IEEE
14 years 1 months ago
2007
IEEE
—Comprehensive performance analysis of the unordered V-BLAST algorithm with various power allocation strategies is presented, which makes use of analytical tools and resorts to M...
MSWIM
2005
ACM
14 years 1 months ago
2005
ACM
One of the central problems in video transmission over lossy channels is the choice of source and channel coding rates to allocate the available transmission rate optimally. In th...