Optimal Strategies Under Omega Ratio

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Optimal Strategies Under Omega Ratio

Author : Carole Bernard
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Optimal Strategies Under Omega Ratio by : Carole Bernard

Download or read book Optimal Strategies Under Omega Ratio written by Carole Bernard and published by . This book was released on 2019 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: We study optimal investment strategies under the objective of maximizing the Omega ratio, proposed by Keating and Shadwick (2002) as an alternative to the Sharpe ratio for performance assessment of investment strategies. We show that in a standard set-up of the financial market the problem is ill-posed, i.e., maximizing the Omega ratio leads to excessive risk taking. By imposing additional restrictions we show that the Omega ratio maximizing strategy is still very risky and may coincide with the choice made by risk neutral investors. We conclude that caution is needed when using the Omega ratio for making asset allocation decisions.

Innovations In Insurance, Risk- And Asset Management - Proceedings Of The Innovations In Insurance, Risk- And Asset Management Conference

Download Innovations In Insurance, Risk- And Asset Management - Proceedings Of The Innovations In Insurance, Risk- And Asset Management Conference PDF Online Free

Author : Kathrin Glau
Publisher : World Scientific
ISBN 13 : 9813272570
Total Pages : 468 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis Innovations In Insurance, Risk- And Asset Management - Proceedings Of The Innovations In Insurance, Risk- And Asset Management Conference by : Kathrin Glau

Download or read book Innovations In Insurance, Risk- And Asset Management - Proceedings Of The Innovations In Insurance, Risk- And Asset Management Conference written by Kathrin Glau and published by World Scientific. This book was released on 2018-09-14 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international conference held at the Technical University of Munich in 2017.The topics covered include the mathematics of extreme risks, systemic risk, model uncertainty, interest rate and hybrid models, alternative investments, dynamic investment strategies, quantitative risk management, asset liability management, liability driven investments, and behavioral finance.This timely selection of topics is highly relevant for the financial industry and addresses current issues both from an academic as well as from a practitioner's point of view.

Issues in Discovery, Experimental, and Laboratory Medicine: 2013 Edition

Author :
Publisher : ScholarlyEditions
ISBN 13 : 1490106545
Total Pages : 1184 pages
Book Rating : 4.4/5 (91 download)

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Book Synopsis Issues in Discovery, Experimental, and Laboratory Medicine: 2013 Edition by :

Download or read book Issues in Discovery, Experimental, and Laboratory Medicine: 2013 Edition written by and published by ScholarlyEditions. This book was released on 2013-05-01 with total page 1184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues in Discovery, Experimental, and Laboratory Medicine: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Free Radical Research. The editors have built Issues in Discovery, Experimental, and Laboratory Medicine: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Free Radical Research in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Discovery, Experimental, and Laboratory Medicine: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.

Recent Trends in Swarm Intelligence Enabled Research for Engineering Applications

Author : Siddhartha Bhattacharyya
Publisher : Elsevier
ISBN 13 : 0443155321
Total Pages : 382 pages
Book Rating : 4.4/5 (431 download)

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Book Synopsis Recent Trends in Swarm Intelligence Enabled Research for Engineering Applications by : Siddhartha Bhattacharyya

Download or read book Recent Trends in Swarm Intelligence Enabled Research for Engineering Applications written by Siddhartha Bhattacharyya and published by Elsevier. This book was released on 2024-07-13 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the advent of data-intensive applications, the elimination of redundancy in disseminated information has become a serious challenge for researchers who are on the lookout for evolving metaheuristic algorithms which can explore and exploit the information feature space to derive the optimal settings for specific applications. Swarm intelligence algorithms have developed as one of the most widely used metaheuristic techniques for addressing this challenge in an effective way. Inspired by the behavior of a swarm of bees, these swarm intelligence techniques emulate the corresponding natural instincts to derive optimal solutions for data-intensive applications. Recent Trends in Swarm Intelligence Enabled Research for Engineering Applications focuses on the recent and most up-to-date technologies combining other intelligent tools with swarm intelligence techniques to yield robust and failsafe solutions to real world problems. This book aims to provide audiences with a platform to learn and gain insights into the latest developments in hybrid swarm intelligence. It will be useful to researchers, engineers, developers, practitioners, and graduate students working in the major and interdisciplinary areas of computational intelligence, communication systems, computer networks, and soft computing. - Introduces the theory underpinning hybrid swarm intelligence-enabled research as well as the leading applications across the fields of communication, networking, and information engineering - Presents a range of applications research, including signal processing, communication engineering, bioinformatics, controllers, federated learning systems, blockchain, and IoT - Includes case studies and code snippets in applications chapters

Omega-6/3 Fatty Acids

Author : Fabien De Meester
Publisher : Springer Science & Business Media
ISBN 13 : 1627032150
Total Pages : 436 pages
Book Rating : 4.6/5 (27 download)

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Book Synopsis Omega-6/3 Fatty Acids by : Fabien De Meester

Download or read book Omega-6/3 Fatty Acids written by Fabien De Meester and published by Springer Science & Business Media. This book was released on 2012-12-13 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last several years developing human research suggests that a component of omega-3 fatty acids, long chain ones, contribute particularly to health benefits. Omega-6/3 Fatty Acids: Functions, Sustainability Strategies and Perspectives focuses on developing information on this newly recognized key component. This volume uniquely, and for the first time, focuses on sustainability of natural sources of omega-3 fatty acids variants including long chain ones, and on ways to increase their use and availability to reduce major diseases. The authors review cardiovascular disease, neurological changes and mental health and other diseases like diabetes where long chain omega-3 fatty acids play protective roles from recent human trials. Each chapter evaluates developing information on the possible mechanistic role of long chain omega-3 fatty acids. After showing their requirement and involvement in health promotion there are reviews of various sources and ways to protect and promote them. Authors provide support for the benefits and sources of long chain omega-3 fatty acids and their increased dietary intake that reduce various physical and mental illnesses. Omega-6/3 Fatty Acids: Functions, Sustainability and Perspectives is a unique and important new volume that provides the latest data and reviews to physicians who need to assess serum omega-6/3 and fatty acids to help diagnose risks and change diets and to inform industry and the scientific community with reviews of research for actions including new studies and therapies.

The Perfect Metabolism Plan

Author : Sara Vance
Publisher : Mango Media Inc.
ISBN 13 : 1609259742
Total Pages : 244 pages
Book Rating : 4.6/5 (92 download)

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Book Synopsis The Perfect Metabolism Plan by : Sara Vance

Download or read book The Perfect Metabolism Plan written by Sara Vance and published by Mango Media Inc.. This book was released on 2015-03-01 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: Heal your metabolism, improve your health, and reach your ideal weight with this practical guide to metabolic renewal—includes more than fifty recipes! Some people seem to eat whatever they want without gaining a pound while others obsess over calories and exercise—all for weight loss that’s either temporary or nonexistent. The difference comes down to metabolism. And in Sara Vance’s The Perfect Metabolism Plan, you’ll learn how to get your metabolism working for you. When your metabolism is out of whack, your willpower, hunger hormones, insulin, and cravings all work against you. Beyond having trouble with weight, you tend to feel foggy, sluggish, or generally unwell. In The Perfect Metabolism Plan, nutritionist and foodie Sara Vance breaks down the ten basic principles to unlocking your optimal metabolism. She then guides you through a three-phase cleanse to help you reboot your metabolism and achieve your weight and health goals naturally. The Perfect Metabolism Plan includes: A bonus chapter of metabolic hacks More than fifty healthy recipes A workable plan for putting it all into action

Efficiency and Productivity Growth

Author : Fotios Pasiouras
Publisher : John Wiley & Sons
ISBN 13 : 1118541588
Total Pages : 260 pages
Book Rating : 4.1/5 (185 download)

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Book Synopsis Efficiency and Productivity Growth by : Fotios Pasiouras

Download or read book Efficiency and Productivity Growth written by Fotios Pasiouras and published by John Wiley & Sons. This book was released on 2013-03-21 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: An authoritative introduction to efficiency and productivity analysis with applications in both the banking and finance industry In light of the recent global financial crisis, several studies have examined the efficiency of financial institutions. A number of open questions remain and this book reviews recent issues and state-of-the-art techniques in the assessment of the efficiency and productivity of financial institutions. Written by an international team of experts, the first part of the book links efficiency with a variety of topics like Latin American banking, market discipline and governance, economics of scale, off-balance-sheet activities, productivity of foreign banks, mergers and acquisitions, and mutual fund ratings. The second part of the book compares existing techniques and state-of-the-art techniques in the bank efficiency literature, including among others, network data envelopment analysis and quantile regression. The book is suitable for academics and professionals as well as postgraduate research students working in banking and finance. Efficiency and Productivity Growth: Provides an authoritative introduction to efficiency and productivity analysis with applications in both the banking and mutual funds industry such as efficiency of Asian banks, cooperatives and not-for-profit credit associations. Explores contemporary research issues in the area of efficiency and productivity measurement in the financial sector. Evaluates the most suitable approaches to selecting inputs and outputs as well as selecting the most efficient techniques, such as parametric and non-parametric, to estimate the models.

Nutritional Strategies to Promote Muscle Mass and Function Across Health Span

Author : Daniel Moore
Publisher : Frontiers Media SA
ISBN 13 : 288966189X
Total Pages : 239 pages
Book Rating : 4.8/5 (896 download)

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Book Synopsis Nutritional Strategies to Promote Muscle Mass and Function Across Health Span by : Daniel Moore

Download or read book Nutritional Strategies to Promote Muscle Mass and Function Across Health Span written by Daniel Moore and published by Frontiers Media SA. This book was released on 2020-12-10 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: This eBook is a collection of articles from a Frontiers Research Topic. Frontiers Research Topics are very popular trademarks of the Frontiers Journals Series: they are collections of at least ten articles, all centered on a particular subject. With their unique mix of varied contributions from Original Research to Review Articles, Frontiers Research Topics unify the most influential researchers, the latest key findings and historical advances in a hot research area! Find out more on how to host your own Frontiers Research Topic or contribute to one as an author by contacting the Frontiers Editorial Office: frontiersin.org/about/contact.

More on Mediterranean Diets

Author : Artemis P. Simopoulos
Publisher : Karger Medical and Scientific Publishers
ISBN 13 : 3805582196
Total Pages : 255 pages
Book Rating : 4.8/5 (55 download)

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Book Synopsis More on Mediterranean Diets by : Artemis P. Simopoulos

Download or read book More on Mediterranean Diets written by Artemis P. Simopoulos and published by Karger Medical and Scientific Publishers. This book was released on 2007 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is an update of the previous volume on Mediterranean diets published in 2000, which provided extensive reviews of the various diets existing in the Mediterranean region. Since then, a number of studies have been published on the relationship between a 'Mediterranean-type' diet and chronic diseases. However, because the 'diet score' used in those studies does not provide any information on the nutritional composition or quality of the diet, this publication takes an entirely different approach: Particular attention is given to the nutritional factors and their mechanisms in cardiovascular disease, cancer, metabolic syndrome and obesity, and the results of decreasing the [omega]-6:[omega]-3 ratio and its anti-inflammatory effects on several biomarkers are evaluated. Moreover, the effects of olive oil, relative to its antioxidant properties, and the anti-inflammatory and anticarcinogenic aspects of melatonin from plants and fruits common in the Mediterranean region are discussed."--BOOK JACKET.

Portfolio Theory and Management

Author : H. Kent Baker
Publisher : Oxford University Press
ISBN 13 : 019931151X
Total Pages : 798 pages
Book Rating : 4.1/5 (993 download)

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Book Synopsis Portfolio Theory and Management by : H. Kent Baker

Download or read book Portfolio Theory and Management written by H. Kent Baker and published by Oxford University Press. This book was released on 2013-01-07 with total page 798 pages. Available in PDF, EPUB and Kindle. Book excerpt: Portfolio management is an ongoing process of constructing portfolios that balances an investor's objectives with the portfolio manager's expectations about the future. This dynamic process provides the payoff for investors. Portfolio management evaluates individual assets or investments by their contribution to the risk and return of an investor's portfolio rather than in isolation. This is called the portfolio perspective. Thus, by constructing a diversified portfolio, a portfolio manager can reduce risk for a given level of expected return, compared to investing in an individual asset or security. According to modern portfolio theory (MPT), investors who do not follow a portfolio perspective bear risk that is not rewarded with greater expected return. Portfolio diversification works best when financial markets are operating normally compared to periods of market turmoil such as the 2007-2008 financial crisis. During periods of turmoil, correlations tend to increase thus reducing the benefits of diversification. Portfolio management today emerges as a dynamic process, which continues to evolve at a rapid pace. The purpose of Portfolio Theory and Management is to take readers from the foundations of portfolio management with the contributions of financial pioneers up to the latest trends emerging within the context of special topics. The book includes discussions of portfolio theory and management both before and after the 2007-2008 financial crisis. This volume provides a critical reflection of what worked and what did not work viewed from the perspective of the recent financial crisis. Further, the book is not restricted to the U.S. market but takes a more global focus by highlighting cross-country differences and practices. This 30-chapter book consists of seven sections. These chapters are: (1) portfolio theory and asset pricing, (2) the investment policy statement and fiduciary duties, (3) asset allocation and portfolio construction, (4) risk management, (V) portfolio execution, monitoring, and rebalancing, (6) evaluating and reporting portfolio performance, and (7) special topics.

Omega-6/omega-3 Essential Fatty Acid Ratio

Author : Artemis P. Simopoulos
Publisher : Karger Medical and Scientific Publishers
ISBN 13 : 3805576404
Total Pages : 188 pages
Book Rating : 4.8/5 (55 download)

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Book Synopsis Omega-6/omega-3 Essential Fatty Acid Ratio by : Artemis P. Simopoulos

Download or read book Omega-6/omega-3 Essential Fatty Acid Ratio written by Artemis P. Simopoulos and published by Karger Medical and Scientific Publishers. This book was released on 2003-01-01 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Studies on the evolutionary aspects of diet and molecular studies included in this volume indicate that human beings evolved on a diet that was balanced in the essential fatty acids (EFA). In fact, the ratio of omega-6/omega-3 EFA was 1/1 whereas present day diets in both developed and developing countries have a much higher ratio, between 5/1 and 50/1. Additional studies show that a high ratio of omega-6/omega-3 EFA is detrimental to health and may lead to the development of chronic diseases. Improving the dietary ratio by decreasing the omega-6 fatty acids and increasing the omega-3 fatty acids is essential for brain function and for the management of cardiovascular disease, arthritis and cancer. A ratio of 4/1 or less leads to lower dosage and to the reduction of adverse effects of drugs. This volume should be of interest to a large and varied audience of researchers in academia, industry, and government; cardiologists, geneticists, immunologists, neuroscientists, and cancer specialists; as well as nutritionists, dietitians, food scientists, agriculturists, economists and regulators.

Linear and Mixed Integer Programming for Portfolio Optimization

Author : Renata Mansini
Publisher : Springer
ISBN 13 : 3319184822
Total Pages : 131 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Linear and Mixed Integer Programming for Portfolio Optimization by : Renata Mansini

Download or read book Linear and Mixed Integer Programming for Portfolio Optimization written by Renata Mansini and published by Springer. This book was released on 2015-06-10 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Author : Marco Corazza
Publisher : Springer
ISBN 13 : 331902499X
Total Pages : 312 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Mathematical and Statistical Methods for Actuarial Sciences and Finance by : Marco Corazza

Download or read book Mathematical and Statistical Methods for Actuarial Sciences and Finance written by Marco Corazza and published by Springer. This book was released on 2014-08-06 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches. The papers published in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions, some of the considered areas of investigation are: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; time series analysis tools. As regards the applications, they are related to real problems associated, among the others, to: banks; collateralized fund obligations; credit portfolios; defined benefit pension plans; double-indexed pension annuities; efficient-market hypothesis; exchange markets; financial time series; firms; hedge funds; non-life insurance companies; returns distributions; socially responsible mutual funds; unit-linked contracts. This book is aimed at academics, Ph.D. students, practitioners, professionals and researchers. But it will also be of interest to readers with some quantitative background knowledge.

The Role of Functional Food Security in Global Health

Author : Ronald Ross Watson
Publisher : Academic Press
ISBN 13 : 0128131497
Total Pages : 793 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis The Role of Functional Food Security in Global Health by : Ronald Ross Watson

Download or read book The Role of Functional Food Security in Global Health written by Ronald Ross Watson and published by Academic Press. This book was released on 2018-11-02 with total page 793 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Role of Functional Food Security in Global Health presents a collective approach to food security through the use of functional foods as a strategy to prevent under nutrition and related diseases. This approach reflects the views of the Food and Agriculture Organization of the United Nations, the World Health Organization, the World Heart Federation and the American Heart Association who advise Mediterranean, Paleolithic, plant food based diets, and European vegetarian diets for the prevention of cardiovascular disease. In addition, the book also emphasizes the inclusion of spices, herbs and millets, as well as animal foods. This book will be a great resource to the food industry as it presents the most efficient ways to use technology to manufacture slowly absorbed, micronutrient rich functional foods by blending foods that are rich in healthy nutrients. Provides greater knowledge on functional food security Highlights the necessary changes to the western diet that are needed to achieve food security Explains the utility and necessity of functional food security in the prevention of noncommunicable diseases Presents policy changes in food production for farmers and the larger food industry Offers suggestions on what can be done to enhance functional food production while simultaneously decreasing production costs

What State Do You Live In?

Author : Jerrod P. Libonati Rd
Publisher : AuthorHouse
ISBN 13 : 1456741055
Total Pages : 202 pages
Book Rating : 4.4/5 (567 download)

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Book Synopsis What State Do You Live In? by : Jerrod P. Libonati Rd

Download or read book What State Do You Live In? written by Jerrod P. Libonati Rd and published by AuthorHouse. This book was released on 2011-04 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: What State Do You Live In explains the events that take place in your body if you lose control over your weight. Tens of millions of adult Americans suffer from weight related chronic disease states including pre-diabetes, high blood pressure, abnormal blood cholesterol, the metabolic syndrome, and type II diabetes. If you are overweight and suffer from high blood glucose, you're suffering from insulin resistance and need to read this story. What State Do You Live In begins with you in the normal state, when insulin is in complete control over blood glucose and blood fat levels. It progresses into the insulin resistant state which describes in detail the events that stem from weight related insulin resistance including elevated triglycerides, high blood pressure, unhealthy cholesterol, the metabolic syndrome, and type II diabetes. What State Do You live In is different from other books. It provides you with realistic expectations. It does not suggest pills, supplements, or any other form of synthetic nutrition as a means to reverse faulty nutrition. It does offer you more than a single solution to begin reversing the insulin resistant state, including the lower carbohydrate approach to improve high blood glucose. What State Do You Live In provides you with five different levels of food strategies to put you back in control of your blood glucose. Don't ignore high blood glucose, if left untreated, the consequences are life threatening.

European Real Estate

Author : Dilek Pekdemir
Publisher : Springer
ISBN 13 : 1137436123
Total Pages : 216 pages
Book Rating : 4.1/5 (374 download)

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Book Synopsis European Real Estate by : Dilek Pekdemir

Download or read book European Real Estate written by Dilek Pekdemir and published by Springer. This book was released on 2015-09-07 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a thorough overview of the European real estate Market. It evaluates the performance difference between countries and sectors, and what implications this has for optimal investment strategy within real estate asset classes.

Computational Management

Author : Srikanta Patnaik
Publisher : Springer Nature
ISBN 13 : 303072929X
Total Pages : 682 pages
Book Rating : 4.0/5 (37 download)

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Book Synopsis Computational Management by : Srikanta Patnaik

Download or read book Computational Management written by Srikanta Patnaik and published by Springer Nature. This book was released on 2021-05-29 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a timely review of cutting-edge applications of computational intelligence to business management and financial analysis. It covers a wide range of intelligent and optimization techniques, reporting in detail on their application to real-world problems relating to portfolio management and demand forecasting, decision making, knowledge acquisition, and supply chain scheduling and management.