Inflation and portfolio selection on Markowitz's
mean-variance (MV) theory, with modification of Tobin's portfolio utility function, and Sharpe
Limit Theorems for Number of Particles from a Fixed Set of Cells, where K is a fixed number. It proved that under some conditions the sum of
square of centered
Ансамбль главной площади в красноярске-26:
гуманизированное пространство
тоталитарной архитектуры of design
and construction of the ensemble of the main
square in Krasnoyarsk-26 - one of the closed cities
Minimum variance and minimum Kulback-Leibler mean estimation with a known quantile show that MV has higher
mean squared error than MKL in the majority of simulated scenarios. Authors
On the influence of covalence on paramagnetic spin-lattice relaxation, the
mean square and
mean fourth power of the electron radius. The results of calculations agree better
Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss FunctionTerbeche, Mekki,
Benkhaled, Abdelkader,
Hamdaoui, Abdenour,
Тербече, Мекки,
Бенхалед, Абделькадер,
Хамдауи, Абденур In this paper we study the estimation of a multivariate normal
mean under the balanced loss
Nonparametric estimation of net premium functionals for different statuses in collective life insurance statuses of collective life insurance are proposed. The asymptotic normality and
mean square convergence