Single-Index Model
Sparse Single-Index Model
... The use of MCMC methods has become a popular way to compute Bayesian estimates. For an introduction to the domain, one should refer to the comprehensive monograph of Marin and Robert (2007) and the references therein. ...
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A STUDY ON CONSTRUCTION OF OPTIMAL PORTFOLIO USING SHARPE’S SINGLE INDEX MODEL
... a model of the portfolio return, we have to model the individual assets as well as their ...a model of the portfolio ...Sharpe’s Single index ...
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Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe’s single index model
... using single index model and generating mean variance structure have become famous (Elton, Gruber and Padberg,1976 and ...the model which empirical evidence is less than ...the model ...
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Estimation in a partially linear single index model with missing response variables and error prone covariates
... linear single-index model when the covariate X is measured with additive error and the response variable Y is sometimes ...coefficients, single-index coefficients, and the nonparametric ...
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Portfolio selection through single index model-with special reference to trust line securities
... The Single Index Model And The Construction of Optimal Portfolio With Cnxpharma Scrip, Sharpe's single-index model was applied by using the monthly closing prices of 10 companies ...
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The Construction of Optimal Portfolio Using Sharpe's Single Index Model - An Empirical Study on Nifty Metal Index
... The main focus of this research is to construct an optimal portfolio in Indian stock market with the help of the Sharpe single index model. In this study, totally 14 metal stocks have been selected ...
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Optimal Portfolio Construction by Using Sharpe Single Index Model
... Constructing an optimal portfolio is a challenging task for the individual as well as the institutional investors. This study made an attempt to construct an optimal portfolio using the Sharpe Single Index ...
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The diversification and performance of self managed superannuation funds
... the single index model developed by Sharpe (1963) and the portfolio performance measures developed by Sharpe and Treynor, we examine the degree of diversification exhibited by the SMSFs in our sample ...
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The single-index hazards model
... the single-index model are the average derivative estimation method proposed by H¨ardle and Stoker (1989) and the method of H¨ardle et ...the single-index and the estimator of the ...
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Flexible Partially Linear Single Index Regression Models for Multivariate Survival Data
... odds model, (iii) the generalized transformation ...The single index model is added to reduce the dimensions of the nonlinear covariates into a ...the model, the full likelihood ...
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Reassessing Export Diversification Strategies: A Cross Country Comparison
... Pricing Model (CAPM) 6 ...pricing model gives us the risk-return tradeoff so as to evaluate whether a risky asset would provide a rate of return commensurate with risk ...based index of risky ...
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Optimal Individualized Treatment Strategy: Flexible Modeling with/without Imaging Covariates.
... a single treatment for a homogenous group of patients, personalized medicine involves finding therapies that are tailored to each individual in a heterogeneous ...additive single-index model ...
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Finite Mixture of Heteroscedastic Single Index Models
... In many applications the population under study is not homogenous and a single-index model is not flexible enough to characterize its complex structure. The het- erogeneity may result from various ...
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CONSTRUCTION OF OPTIMUM PORTFOLIO WITH SPECIAL REFERENCE TO BSE 30 COMPANIES IN INDIA
... Sharpe’s single Index model of capital asset pricing in different scenarios, this model helps an investor to select the best securities to be included in an optimal portfolio and the weights ...
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Determination Of Lq 45 Stocks Portfolio Performance Model
... using single index ...LQ-45 Index, Interest Rate of Bank Indonesia (SBI), macroeconomic factors and fundamental analysis of the issuer ...a single factor or index entered in the ...
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Nonparametric estimation of some characteristics of the conditional distribution in single functional index model
... functional single-index model, then we investigate the asymptotic properties of the conditional quan- tile function of a scalar response and functional covariate when the observations are in ...
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Adoption of M- Wallet: A way Ahead
... with Single Index Model and Markowitz by taking the same level of expected return ...a single index Model that generates the proportion of fund, expected return and risk of ...
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Data analysis of and results from observations of the cosmic microwave background with the Cosmic Background Imager
... The ideal compression algorithm is both fast to run and efficient at keeping only useful data. For the case of interferometers, a modified K-L transform achieves both these goals. One nice feature of interferometers is ...
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I. INTRODUCTION RODUCTIVITY in the manufacturing sector has been
... manufacturing system, robotics, laser technology, modern maintenance technology, energy technology, flexible manufacturing system, etc.); employee based (incentives, promotion, job design, quality cycle, staff welfare, ...
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EC2402-Optical-Communication-and-Networks-Lecture-Notes
... Stimulated Brillouin scattering (SBS) is frequently encountered when narrow- band optical signals (e.g. from a single-frequency laser) are amplified in a fiber amplifier, or just propagated through a passive ...
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