Search Results - subject:"Dynamic allocation"

Long-term portfolio management with a structural macroeconomic model

Cales, Ludovic; Jondeau, Eric; Rockinger, Michael - 2013

The aim of this paper is to investigate long-term portfolio management in a fully structural macro- financial framework. First, we estimate a Dynamic Stochastic General Equilibrium (DSGE) model that describes the dynamic of the US economy and financial markets. In addition to the typical...

Persistent link: https://www.econbiz.de/10010256360

The Dynamic Vickrey Auction

Mierendorff, Konrad - In: Games and economic behavior 82 (2013), pp. 192-204

Persistent link: https://www.econbiz.de/10010240276

Dynamic strategies to optimize asset allocation: empirical evidence in the Brazilian market

Cardoso, Hedmilton Mourão; Barbedo, Claudio Henrique … - In: Brazilian Business Review 9 (2012) 2, pp. 109-133

dynamic allocation amongst main Brazilian asset classes can generate long-term gains and limit losses in shorter periods. The …

Persistent link: https://www.econbiz.de/10010895859

Dynamic allocation of investments promotes cooperation in spatial public goods game

Zhang, Haifeng; Shi, Dongmei; Liu, Runran; Wang, Binghong - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 8, pp. 2617-2622

In this paper, we introduce a dynamic allocation investment mechanism into the spatial public goods game. In the model …

Persistent link: https://www.econbiz.de/10011060203

A Simulation Study of the Validity and Efficiency of Design-Adaptive Allocation to Two Groups in the Regression Situation

Aickin, Mikel - In: International Journal of Biostatistics 5 (2009) 1, pp. 1144-1144

Dynamic allocation of participants to treatments in a clinical trial has been an alternative to randomization for … nearly 35 years. Design-adaptive allocation is a particularly flexible kind of dynamic allocation. Every investigation of … dynamic allocation methods has shown that they improve balance of prognostic factors across treatment groups, but there have …

Persistent link: https://www.econbiz.de/10005046663

A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions

Chen, Kung-Yu; Lin, Chien-Tai - In: Statistical Papers 46 (2005) 1, pp. 129-140

Persistent link: https://www.econbiz.de/10008533888

Some Optimal Strategies for Bandit Problems with Beta Prior Distributions

Lin, Chien-Tai; Shiau, C. - In: Annals of the Institute of Statistical Mathematics 52 (2000) 2, pp. 397-405

Persistent link: https://www.econbiz.de/10005622207