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ASSETS
2006
ACM
14 years 1 months ago
Wireless headset communications for vision impaired persons in multi-User environments
Wireless headsets are a great asset to Vision Impaired Persons (VIP’s) as they prove to be much easier to use and reliable than wired equivalents. Radio based wireless headsets ...
Iain Murray, Andrew Pasquale
PC
2010
116views Management» more  PC 2010»
13 years 5 months ago
Distributed optimisation of a portfolio's Omega
• ‘Constructing 130/30-Portfolios with the Omega Ratio’, http://ssrn.com/abstract=1464798 (forthcoming, Journal of Asset Management), (with E. Schumann, G. di Tollo, G. Cabej...
Manfred Gilli, Enrico Schumann
ENVSOFT
2006
76views more  ENVSOFT 2006»
13 years 7 months ago
Hedgers, speculators and forward markets: Evidence from currency markets
: 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...
K. F. Radalj
DCEIS
2006
13 years 8 months ago
Semantic Coherence in Software Engineering
During software engineering processes lots of artifacts are produced to document the development of a concrete software. For artifacts which are related with respect to their meani...
Michael Skusa
FS
2010
138views more  FS 2010»
13 years 6 months ago
Hedging variance options on continuous semimartingales
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 ...
Peter Carr, Roger Lee