'New weights' presentation slideshows

LECTURE 6 : INTERNATIONAL PORTFOLIO DIVERSIFICATION / PRACTICAL ISSUES

LECTURE 6 : INTERNATIONAL PORTFOLIO DIVERSIFICATION / PRACTICAL ISSUES. (Asset Pricing and Portfolio Theory). Contents. International Investment Is there a case ? Importance of exchange rate Hedging exchange rate risk ? Practical issues Portfolio weights and the standard error

572 views • 31 slides

Online Multiple Kernel Classification

Online Multiple Kernel Classification. Steven C.H. Hoi, Rong Jin, Peilin Zhao, Tianbao Yang Machine Learning (2013) Presented by Audrey Cheong Electrical & Computer Engineering MATH 6397: Data Mining. Background - Online. Learner is given an instance.

410 views • 27 slides

Record Linkage

Probabilistic Methodology for Genealogical Record Linkage: Determining Weight Robustness Krista Jensen John S Lawson Brigham Young University Statistics Department. Record Linkage. What is record linkage? Process that joins two records of information for a particular individual or family

424 views • 20 slides

Neural Networks: An Introduction and Overview

374 views • 19 slides

Estimation Error and Portfolio Optimization

Global Asset Allocation and Stock Selection. Estimation Error and Portfolio Optimization. Motivation. The Markowitz Mean-Variance Efficiency is the standard optimization framework for modern asset management.

284 views • 12 slides

Weight Room History

213 views • 8 slides

208 views • 8 slides

Quantitative Stock Selection: Dynamic Factor Weights

Quantitative Stock Selection: Dynamic Factor Weights. Campbell R. Harvey Duke University National Bureau of Economic Research. Dynamic Factor Weights. 1. We have identified five factors based on univariate quintile sorts: PB(1), PB(5), Mom(1), RR(1), ROE(5)

260 views • 7 slides