Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Look up keyword or section
Like this
3Activity

Table Of Contents

Stock Exchange (NYSE). The correlation structure for prices is different
AVG 2.6229 3.3600 2.8297 AVG 2.0026 4.5007 3.1253
GARCH models. The model most consistent with the capital growth formu-
section. That material is presented for the case where the distribution of
In this notation IαLis an indicator variable for the lower 100αL% of the
section an example of a discrete scenario, discrete time problem is considered
John Maynard Keynes. He ran the Kings College Chest Fund from 1927
(2003) found that The Kings College Chest Fund Performance is well approx-
BH was unable to beat the Ford Foundatioin or the Harvard University En-
W. eds. North Holland Handbooks in Operations Research and Man-
Variance Criteria in Portfolio choice Problems. Journal of Economic
Stochastic Optimization Models in Finance (eds. W.T. Ziemba and R.G
0 of .
Results for:
No results containing your search query
P. 1
Capital Growth - Theory and Practice

Capital Growth - Theory and Practice

Ratings: (0)|Views: 219 |Likes:
Published by tradercat

More info:

Published by: tradercat on Oct 04, 2010
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

11/02/2011

pdf

text

original

You're Reading a Free Preview
Pages 4 to 47 are not shown in this preview.
You're Reading a Free Preview
Pages 51 to 63 are not shown in this preview.

Activity (3)

You've already reviewed this. Edit your review.
1 thousand reads
1 hundred reads
alexdgon liked this

You're Reading a Free Preview

Download
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->