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Portfolio theory and conditional expectations: Selected models and applications
Conditional expectation is a fundamental concept in probability and statistics and is extremely useful in financial modeling. It plays a significant role in portfolio theory the impact of the conditional expectation
Economics and Business
- 2018 •
- B
Rok uplatnění
B - Odborná kniha
Independence tests based on the conditional expectation
variables, which is based on the conditional expectation. As it is well known, the behaviour of the conditional expectation may determine a necessary condition and sufficient condition for indepe...
BB - Aplikovaná statistika, operační výzkum
- 2015 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
On the use of conditional expectation estimators
This paper discusses two different methods to estimate the conditional expectation. The kernel nonparametric regression method allows to estimate the regression function, which is a realization of the conditional expect...
BB - Aplikovaná statistika, operační výzkum
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
On the impact of conditional expectation estimators in portfolio theory
conditional expectation estimators. First, we focus on the approximation of the conditional expectation within large-scale portfolio selection problems. In this context the conditional expectation
Finance
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
On the use of conditional expectation in portfolio selection problems
In this paper, we examine the use of conditional expectation, either to reduce, we discuss and examine correlation measures (based on a conditional expectation that use the conditional expectation...
Finance
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
What is Eurobarometr of applicant countries?
Basic themes in document: living conditions; expectations; national and european feeling; information on EU; support of membership in EU....
AH - Ekonomie
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Alternative methods to estimate the State Price Density
, we use the nonparametric approaches based on kernel and on the conditional expectation estimators. Firstly, we examine the real mean return function using local polynomial smoothing technique. Then, we evaluate the conditional...
AH - Ekonomie
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
Evaluation of life expectancy in the Moravian-Silesian Region
The level of life expectancy is one of the important factors of regional competitiveness. The amount of life expectancy increases over the years, reflecting the quality of life, reflection intended to improve the socio-economic ...
AE - Řízení, správa a administrativa
- 2014 •
- D
Rok uplatnění
D - Stať ve sborníku
On the Expected Value of Fuzzy Events
), expected values of fuzzy events are studied which are (up to standard boundary conditions) only required to be monotone. They can be seen as an extension of capacities, i.e., monotone set functions satisfying standard boundary
BA - Obecná matematika
- 2015 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Czech universities press relations
There is the knowledge of work conditions and expectations of journalist extremely important in the practise of the univeristies media relations. From the knowledge of journalists work conditions and expectations i...
GA - Zemědělská ekonomie
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
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