Zobrazeno 1 - 10
of 99
pro vyhledávání: '"beta constraint"'
Autor:
Abate, Guido1 (AUTHOR) guido.abate@unibs.it, Bonafini, Tommaso1 (AUTHOR) pierpaolo.ferrari@unibocconi.it, Ferrari, Pierpaolo1,2 (AUTHOR)
Publikováno v:
International Journal of Financial Studies. Mar2022, Vol. 10 Issue 1, p9-N.PAG. 20p.
Publikováno v:
International Journal of Financial Studies, Vol 10, Iss 1, p 9 (2022)
Mean-variance optimization often leads to unreasonable asset allocations. This problem has forced scholars and practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more suitable for a
Externí odkaz:
https://doaj.org/article/68b2ffaf84aa489697ef8f58c19075ff
Autor:
Shikata, Yuki, Kanada-En'yo, Yoshiko
Publikováno v:
Progress of Theoretical & Experimental Physics: PTEP; Jul2020, Vol. 2020 Issue 7, p1-17, 17p
Autor:
Jacobs, Bruce I.1 (AUTHOR) bruce.jacobs@jlem.com, Levy, Kenneth N.1 (AUTHOR) ken.levy@jlem.com
Publikováno v:
Journal of Portfolio Management. 2024 Special Issue Dedicated to Harry Markowitz, Vol. 50 Issue 8, p60-89. 30p.
Publikováno v:
Machines; Dec2024, Vol. 12 Issue 12, p834, 31p
Autor:
Boettinger, Marc1 marc.boettinger@dws.com, Chen, Jason2 jason.chen@db.com
Publikováno v:
Journal of Beta Investment Strategies. Spring2024, Vol. 15 Issue 1, p66-80. 15p.
Publikováno v:
Journal of Asset Management; Sep2024, Vol. 25 Issue 5, p445-459, 15p
Autor:
Shikata, Yuki, Kanada-En'yo, Yoshiko
Publikováno v:
Phys. Rev. C 104, 034314 (2021)
Low-energy dipole (LED) excitations in $^{20}$O were investigated by variation after $K$-projection of deformation($\beta$)-constraint antisymmetrized molecular dynamics combined with the generator coordinate method. We obtained two LED states, namel
Externí odkaz:
http://arxiv.org/abs/2104.11400
Autor:
Shikata, Yuki, Kanada-En'yo, Yoshiko
Publikováno v:
Phys. Rev. C 103, 034312 (2021)
Low-energy dipole (LED) excitations in $^{18}$O were investigated using a combination of the variation after $K$-projection in the framework of antisymmetrized molecular dynamics with $\beta$-constraint with the generator coordinate method. We obtain
Externí odkaz:
http://arxiv.org/abs/2011.00821
Autor:
Shikata, Yuki, Kanada-En'yo, Yoshiko
For study of dipole excitations, a new method of variation after $K$-projection in the framework of antisymmetrized molecular dynamics (AMD) with the deformation $\beta$ constraint was proposed. The method was applied to $^{10}$Be and $^{16}$O to des
Externí odkaz:
http://arxiv.org/abs/2003.01362