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Business & Social Systems
Demonstrations 181 - 200 of 608
Portfolio Diversification Benefit from Subadditive VaR
Attributing Portfolio Value at Risk: Relations with Component VaR, Marginal VaR, and Incremental VaR
Principal Components Analysis: Application in Value at Risk and Expected Shortfall
A Mean-Reverting Jump Diffusion Process
Standard American and European Options
Investor Perceptions of the Relationship of S&P 500 Stocks
Market Structure and Market Power in Oligopoly
Density of the Kou Jump Diffusion Process
The Backward-Bending Supply Function in Fisheries
Fitting the Meixner Distribution to S&P 500 Returns
Macaulay Duration as the Balancing Point of a Seesaw
Determinants of the Weighted Average Cost of Capital (WACC)
Share Prices in the Constant Growth Dividend Discount Model
Using Tensors to Analyze a Large Portfolio of Stocks
Determinants of the NPV of a Bond
Scrambled Sentences Builder
Risk Regulation Relying on Historical Standard Deviation
Occurrence versus Claims-Made Insurance Policies
Triad Census on Random Graphs
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