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pro vyhledávání: '"Sayit AT"'
Portfolio selection problems that optimize expected utility are usually difficult to solve. If the number of assets in the portfolio is large, such expected utility maximization problems become even harder to solve numerically. Therefore, analytical
Externí odkaz:
http://arxiv.org/abs/2410.04459
Autor:
Sayit, Hasanjan
We prove that weak convergence within generalized gamma convolution (GGC) distributions implies convergence in the mean value. We use this fact to show the robustness of the expected utility maximizing optimal portfolio under exponential utility func
Externí odkaz:
http://arxiv.org/abs/2407.15105
Publikováno v:
Journal of Languages and Language Teaching, Vol 12, Iss 4, Pp 1871-1884 (2024)
This research aimed to detect students' ability to write narrative text using local legendary picture series and further explore their perceptions of using picture series in writing narratives. A descriptive quantitative research design was employed,
Externí odkaz:
https://doaj.org/article/d2b5354d534549e284404bc4c789b681
Options on baskets (linear combinations) of assets are notoriously challenging to price using even the simplest log-normal continuous-time stochastic models for the individual assets. The paper [5] gives a closed form approximation formula for pricin
Externí odkaz:
http://arxiv.org/abs/2302.08041
Autor:
Rásonyi, Miklós, Sayit, Hasanjan
Obtaining utility maximizing optimal portfolios in closed form is a challenging issue when the return vector follows a more general distribution than the normal one. In this note, we give closed form expressions, in markets based on finitely many ass
Externí odkaz:
http://arxiv.org/abs/2208.06549
Publikováno v:
Journal of Languages and Language Teaching, Vol 12, Iss 2, Pp 738-751 (2024)
Vocabulary and translation are two aspects that have a close relationship in learning English as to be able to translate a text student should have adequate vocabulary mastery. The presented study aims to figure out the correlation between students
Externí odkaz:
https://doaj.org/article/3f33536a7dcf4bb7ae331f292d93a4b8
Publikováno v:
Geochemistry, Geophysics, Geosystems, Vol 25, Iss 5, Pp n/a-n/a (2024)
Abstract The Sr‐Nd‐Hf‐Pb isotope geochemistry of the Late Miocene Tunceli Volcanics suggests that they are the products of mixed asthenospheric and lithospheric mantle melts. The combined elemental and mineral chemistry data additionally indica
Externí odkaz:
https://doaj.org/article/c41730979e3d41dca8940581990c355b
Autor:
Sayit, Hasanjan
The classical Markowitz mean-variance model uses variance as a risk measure and calculates frontier portfolios in closed form by using standard optimization techniques. For general mean-risk models such closed form optimal portfolios are difficult to
Externí odkaz:
http://arxiv.org/abs/2202.02488
Publikováno v:
In North American Journal of Economics and Finance September 2024 74
Publikováno v:
Namık Kemal Tıp Dergisi, Vol 11, Iss 4, Pp 301-307 (2023)
Aim: We aimed to investigate the diagnostic accuracy of first-pass computed tomography (CT) myocardial perfusion imaging (CT-MPI) without stress in combination with coronary CT angiography (CCTA) to detect coronary artery stenosis leading to myocardi
Externí odkaz:
https://doaj.org/article/be74c42f561649769369101de474070f