搜索结果: 1-15 共查到“经济学 portfolio”相关记录90条 . 查询时间(0.064 秒)
Portfolio Theory and Electricity Forward Markets
B-L equilibrium model Electricity forward markets Portfolio theory
2016/1/27
In the discussion on the relationship between spot and forward prices in electricity markets, the equilibrium approach has an unambiguous prevalence. It is the relative recency of this market that giv...
Worst-case risk of a portfolio
Numerical calculation portfolio risk return on assets average semidefinite programming
2015/8/11
We show how to compute in a numerically efficient way the maximum risk of a portfolio, given uncertainty in the means and covariances of asset returns. This is a semidefinite programming problem, and ...
Portfolio optimization with linear and fixed transaction costs
Investment transaction costs linear transactions
2015/8/10
We consider the problem of portfolio selection, with transaction costs and constraints on exposure to risk. Linear transaction costs, bounds on the variance of the return, and bounds on different shor...
Simulating the Interaction of a Renewable Portfolio Standard with Electricity and Carbon Markets
Electricity and Carbon Markets Renewable Portfolio Standard
2015/7/31
The authors ran a game-based simulation of an electricity
market with both an RPS and a cap-and-trade market for
greenhouse gas emissions allowances. High renewable
energy shares reduced and shifte...
Simulating the Interaction of a Renewable Portfolio Standard with Electricity and Carbon Markets
Electricity and Carbon Markets Renewable Portfolio Standard
2015/7/31
The authors ran a game-based simulation of an electricity
market with both an RPS and a cap-and-trade market for
greenhouse gas emissions allowances. High renewable
energy shares reduced and shifte...
Loyalty Based Portfolio Choice
Investment Retirement Decisions Employees Performance Evaluation Business Conglomerates
2015/5/13
I evaluate the effect of loyalty on individuals' portfolio choice using a unique dataset of retirement contributions. I exploit the statutory difference that in 401(k) plans stand alone employees can ...
Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding
Optimal Portfolio Rules Continuous Time Consumption Binding
2015/5/13
Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding.
Visualizing and Measuring Software Portfolio Architectures:A Flexibility Analysis
Design Structure Matrices Software Architecture Flexibility Software Application Portfolio
2015/4/29
In this paper, we test a method for visualizing and measuring software portfolio architectures and use our measures to predict the costs of architectural change. Our data is drawn from a biopharmaceut...
Fiscal Risk and the Portfolio of Government Programs
Risk Management Programs Government and Politics
2015/4/29
This paper proposes a new approach to social cost-benefit analysis using a model in which a benevolent government chooses risky projects in the presence of market failures and tax distortions. The gov...
Attracting Flows by Attracting Big Clients: Conflicts of Interest and Mutual Fund Portfolio Choice
Investment Funds Investment Portfolio Conflict of Interests Financial Services Industry
2015/4/22
We explore a new channel for attracting inflows using a unique dataset of corporate 401(k) retirement plans and their mutual fund family trustees. Families secure substantial inflows by being named tr...
R&D Portfolio Strategy,Diversification and Performance:An Information Perspective
Information regimes Technological Diversification Focus R&D Project Portfolio Managemen
2015/4/20
Decisions about how much to diversify an R&D portfolio and the specific areas in which to pursue projects are fundamental to a firm’s R&D strategy. There is some evidence that larger firms diversify t...
Effcts of Diffrent Methods of Aggregation of Probabilities on the R&D Investment Portfolio for Optimal Emissions Abatement: An Empirical Evaluation
Probabilities on the R&D Investment Portfolio Optimal Emissions Abatement An Empirical Evaluation
2014/10/22
This thesis examines two possible orders of combining multiple experts in elicitations with multiple de-composed events: Should experts be combined early or later in the decision process? This thesis ...
I illustrate the effect of financial innovation on portfolio risks by using an example with risk-sharing needs and belief disagreements. I consider two types of innovation: product innovation, formali...
Dynamic Portfolio Analysis and Its Application to the Problem of Export Diversification
Dynamic Portfolio Analysis Its Application to the Problem of Export Diversification
2014/3/24
Dynamic Portfolio Analysis and Its Application to the Problem of Export Diversification。
Optimization Method for Interval Portfolio Selection Based on Satisfaction Index of Interval inequality Relation
Interval portfolio selection satisfaction index semiabsolute deviation risk parametric linear programming
2012/9/14
In this paper we consider an interval portfolio selection problem with uncertain returns and introduce an inclusive concept of satisfaction index for interval inequality relatio...