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Portfolio performance of linear SDF models: an out-of-sample assessment
(Routledge, 2018)
We evaluate linear stochastic discount factor models using an ex-post portfolio metric: the realized
out-of-sample Sharpe ratio of mean–variance portfolios backed by alternative linear factor models.
Using a sample of ...
Universality and Sharpness in Activated Random Walks
(Birkhauser Verlag Ag, 2019-06)
We consider the activated random walk model in any dimension with any sleep rate and jump distribution and ergodic initial state. We show that the stabilization properties depend only on the average density of particles, ...
ASSETS PORTFOLIOS OF FINANCIAL USING THE MODEL OF SHARPE AND TREYNORPortafolios de activos financieros utilizando el modelo de Sharpe y Treynor
(Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Contables, 2014)
Exploring adolescent self-defining leisure activities and identity experiences across three countries
(SAGE PUBLICATIONS LTD, 2005)
The developmental processes of identity exploration and formation in adolescence often take place within the context of leisure activities. The discovery model of identity formation proposes that these processes are reflected ...
Compensated Convexity, Multiscale Medial Axis Maps and Sharp Regularity of the Squared-Distance Function
(Society for Industrial and Applied Mathematics, 2015-01)
In this paper we introduce a new stable mathematical model for locating and measuring the medial axis of geometric objects, called the quadratic multiscale medial axis map of scale $\lambda$, and provide a sharp regularity ...
ALMOST SHARP NONLINEAR SCATTERING IN ONE-DIMENSIONAL BORN-INFELD EQUATIONS ARISING IN NONLINEAR ELECTRODYNAMICS
(2018)
We study decay of small solutions of the Born-Infeld equation in 1+1 dimensions, a quasilinear scalar field equation modeling nonlinear electromagnetism, as well as branes in String theory and minimal surfaces in Minkowski ...
Almost sharp nonlinear scattering in one-dimensional born-infeld equations arising in nonlinear electrodynamics
(American Mathematical Society, 2018)
We study decay of small solutions of the Born-Infeld equation in 1+1 dimensions, a quasilinear scalar field equation modeling nonlinear electromagnetism, as well as branes in String theory and minimal surfaces in Minkowski ...
O uso da estratégia contrária: análise da obtenção de retornos anormais no mercado acionário brasileiro
(Universidade Federal de Minas GeraisUFMG, 2010-07-15)
With the growing number of investors in the stock exchange in Sao Paulo, the equities market has gained increasing importance in Brazil. In this context, the study of investment strategies and models that attempt to predict ...
Aplicación de sharpe y omega ratio para la selección de activos en el mercado accionario Colombiano.
(Colegio de Estudios Superiores de Administración - CESA, 2020)