Zobrazeno 1 - 10 of 22 pro vyhledávání: '"Robert D. Stock"'
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Elektronická kniha
The Holy and the Daemonic From Sir Thomas Browne to William Blake
Autor: Robert D. Stock
Focusing particularly on literary texts, but including biographical and intellectual background, this study examines numinous feeling as it is recorded by a number of seventeenth and eighteenth-century writers: Browne, Drydcn, Pascal; Pope and Swift;
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3
Covariance Crunch Revisited: One Year of Live Performance
Autor: Robert D. Stock
Publikováno v: SSRN Electronic Journal.
A previous paper (“The Probability Frontier or, Covariance Crunch: A New Paradigm for Mean-Variance Optimization”) introduced the concept of a Directional Covariance matrix, which reduces market returns to pure directionality (+1 or -1), treating
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::440c335ca79bbd9f3c332acf32fa6a04
https://doi.org/10.2139/ssrn.3725675
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4
Asset Allocation Via Clustering or, Just How Useful Is My Stylebox? And Are Most Hedge Funds Really the Same?
Autor: Robert D. Stock
Publikováno v: SSRN Electronic Journal.
In order to take advantage of the “one true free lunch” in investing, namely the increase in compound return due to the reduction of volatility by regular re-balancing among uncorrelated assets, it is necessary to first establish what those uncor
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::841511a93dd883de61c350182840acec
https://doi.org/10.2139/ssrn.3725168
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5
Which Factors Are Over-Owned? or, Supply and Demand: A Possible Roadmap to Solving the Factor Timing Problem
Autor: Robert D. Stock
Publikováno v: SSRN Electronic Journal.
Recent difficulties with certain factor models have increased interest in finding methods to “time” factor investing better. So far, however, the consensus is that factor timing is difficult. As inspiration for a possible solution, this paper rev
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a577c07ac8abc79266efa253f3d36070
https://doi.org/10.2139/ssrn.3516208
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6
The Probability Frontier or, Covariance Crunch: A New Paradigm for Mean-Variance Optimization
Autor: Robert D. Stock
Publikováno v: SSRN Electronic Journal.
Three innovative concepts are combined here to create a new and unique framework for optimizing a portfolio of investments or bets. These inventions are: 1) The Probability Frontier, a generalization of the Markowitz Efficient Frontier; 2) The Positi
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::608f7be3be671432a428b4948caab875
https://doi.org/10.2139/ssrn.3516217
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7
Teasing Out Tail Risk or, Quantum Mechanics to the Rescue: A Practical Method for Characterizing Downside Risk in Non-Gaussian Return Distributions
Autor: Robert D. Stock
Publikováno v: SSRN Electronic Journal.
Using equations that arise in quantum mechanics, this paper describes a way to more accurately and efficiently represent non-Gaussian return distributions than the standard method of invoking skewness and kurtosis. Then, it provides a new single intu
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0c0f2f19a670d324556d6f72110a53c6
https://doi.org/10.2139/ssrn.3516842
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9
Initial results from the Advanced-Concepts Laboratory for adaptive optics and tracking
Autor: Charles Higgs, Robert D. Stock, Jan E. Kansky, Diane S. Powers, Paul J. Berger, Mitchell H. Fields
Publikováno v: Laser Weapons Technology.
In this paper we present an overview of the laboratory configuration and provide details of the adaptive-optics and tracking hardware. Experimental results obtained using a variety of propagation scenarios are presented and compared with results from
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::aba3413d4974a10f5b9568367e184bca
https://doi.org/10.1117/12.391862
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10
General near‐zone light source model and its application to computer‐automated reflector design
Autor: Robert D. Stock, Melvin W. Siegel
Publikováno v: Optical Engineering. 35:2661
The goal of this work is to develop a general light source model that is physically accurate, intuitively descriptive, computationally convenient, and applicable to real sources. It solves two major problems in illumination optics: near zone general
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d26c749aecadc94e93c045c435a55333
https://doi.org/10.1117/1.600832
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