'Tracking error' presentation slideshows

Personal Finance: Another Perspective

Personal Finance: Another Perspective. Classroom Slides: Investments 9: Portfolio Rebalancing and Reporting Updated 2014-03-07. Objectives. A. Understand portfolio rebalancing B. Understand the importance of portfolio management and performance evaluation

654 views • 52 slides

Personal Finance: Another Perspective

Personal Finance: Another Perspective. Investments 9: Portfolio Rebalancing and Reporting. Objectives. A. Understand portfolio rebalancing B. Understand the importance of portfolio management and performance evaluation C. Understand risk-adjusted performance measures

554 views • 49 slides

Adaptive, Optimal and Reconfigurable Nonlinear Control Design for Futuristic Flight Vehicles

Adaptive, Optimal and Reconfigurable Nonlinear Control Design for Futuristic Flight Vehicles. Radhakant Padhi Assistant Professor. Abha Tripathi Project Assistant. Dept. of Aerospace Engineering Indian Institute of Science, Bangalore, India. Project Plan.

605 views • 46 slides

Short Term Ensemble Prediction System: STEPS

Short Term Ensemble Prediction System: STEPS. Alan Seed Centre for Australian Weather and Climate Research. Outline. Statistical structure of rainfall Modelling the errors in a nowcast Temporal development Radar reflectivity to rain rate conversion Tracking Nowcast ensembles

545 views • 44 slides

Short Term Ensemble Prediction System: STEPS

Short Term Ensemble Prediction System: STEPS. Alan Seed Centre for Australian Weather and Climate Research. Outline. Statistical structure of rainfall Modelling the errors in a nowcast Temporal development Radar reflectivity to rain rate conversion Tracking Nowcast ensembles

618 views • 44 slides

526 views • 34 slides

Feedback(Exact) Linearization

Feedback(Exact) Linearization. Motivation. pendulum. Feedback linearizable system. Advantages The nonlinear control reduces the system to a linear one (exactly). The nonlinear control results in global asymptotically stability of the resulting linear behavior. Disadvantages

394 views • 26 slides

Core/Satellite Portfolio Construction

810 views • 25 slides

Nearly Optimal Real-Time Deferrable Load Control

Nearly Optimal Real-Time Deferrable Load Control. Lingwen Gan 1 , Adam Wierman 1 , Ufuk Topcu 2 , Niangjun Chen 1 , Steven Low 1 1 California Institute of Technology 2 University of Pennsylvania. Balance demand and generation. Current practice. demand. generation. Tracking error. 0.

301 views • 22 slides

Bond Portfolio Management

Bond Portfolio Management. Five steps in investment management process Tracking Errors Active Portfolio Strategies Use of Leverage Indexing. Five Steps in Investment Management. Setting investment objectives Establishing Investment Policy

520 views • 21 slides

SMART AIR TRAFFIC MANAGEMENT SYSTEM

SMART AIR TRAFFIC MANAGEMENT SYSTEM. INTRODUCTION. FEASIBILITY. DESIGN TOOL. ARCHITECTURE FOR ATMS. SMART AIRCRAFT. CONCLUSION. HYBRID SYSTEM-. DISCRETE AND CONTINOUS EVENTS. DISCRETE EVENT SYSTEM MODELS THE CO-ORDINATION AMONG AICRAFT. DIFFERENTIAL EQUATIONS MODELS THE

534 views • 20 slides

Active or Passive? Issues and Strategies

Active or Passive? Issues and Strategies. Market Efficiency Anomalies Market Timing A theoretical model of active portfolio management (Treynor-Black) Quantitative Investment Management. Equity Portfolio Management: Active or Passive?. Equity Portfolio Management: Active or Passive?.

338 views • 19 slides

308 views • 18 slides

ITPA-IOS Joint Experiment # 6.1

ITPA-IOS Joint Experiment # 6.1. First Integrated Magnetic and Kinetic Control for AT Scenarios on DIII-D D. Moreau CEA-DSM-IRFM, Cadarache, 13108 St-Paul-lez-Durance Cedex, France E. Schuster, J. Barton, D. Boyer, W. Shi , W. Wehner Lehigh University , Bethlehem, PA 18015, USA

299 views • 16 slides

Equity Portfolio Management: Active or Passive?

Equity Portfolio Management: Active or Passive?. Passive: LT buy and hold Indexation Replication of an index (broad or specialized Sampling and Tracking Error ? = 0 Rebalancing. Equity Portfolio Management: Active or Passive?. Rebalancing an Equity Portfolio. Why?

368 views • 15 slides

Evaluating Portfolio Performance

320 views • 14 slides

Diversified Investment in Listed Real Estate

275 views • 13 slides

Absolute Stability and the Circle Criterion

Absolute Stability and the Circle Criterion. In this section we will examine the use of the Circle Criterion for testing anddesigning to ensure the stability of a fuzzy control system .

342 views • 12 slides

Quantitative Stock Selection: Low Tracking Error Selection

Quantitative Stock Selection: Low Tracking Error Selection. Campbell R. Harvey Duke University National Bureau of Economic Research. Low Tracking Error Selection. 1. Long-Short implemented as an overlay for long only. 2. Scoring screen used to overweight (longs) and underweight (shorts).

160 views • 3 slides

Abstract

81 views • 1 slides