We were visiting a hedge fund some years back when we had our first taste of the problem with mean-variance optimization—the tool advisors use to balance risk and reward in client portfolios. We ...
Merton-type models, also referred to as structural models, such as PortfolioManager (Kealhofer, 2001) and CreditMetrics (Gupton, Finger & Bhatia, 1997), have become the standard choice for financial ...
Intuition suggests that altering the covariance structure of a parametric model for repeated-measures data alters the variances of the model's estimated mean parameters. The purpose of this article is ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
This is a preview. Log in through your library . Abstract Genetic potential for evolutionary change and covariational constraints are typically summarized as the genetic variance-covariance matrix G, ...
David Harper is the CEO and founder of Bionic Turtle. He is also a published author with a popular YouTube channel on expert finance topics. Gordon Scott has been an active investor and technical ...
The BLOCKS statement finds a design that maximizes the determinant |X'AX| of the treatment information matrix, where A depends on the block or covariate model. Alternatively, you can directly specify ...
Covariance and contravariance are precise terms that describe which conversions are safe on parameters and return types. Learn practical definitions for those terms, what new constructs will be ...
You can use covariance and contravariance to provide polymorphic extension to delegates, arrays, and generics in C#. Here’s how. The C# programming language provides support for variance in two ways: ...
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