Search Results - subject:"regression dependence"

Invariant correlation under marginal transforms

Koike, Takaaki; Lin, Liyuan; Wang, Ruodu - 2024

Persistent link: https://www.econbiz.de/10015073822

ОПТИМИЗАЦИОННАЯ МОДЕЛЬ РАСПРЕДЕЛЕНИЯ ОБЪЕМА ИНВЕСТИЦИЙ МЕЖДУ БИЗНЕС-НАПРАВЛЕНИЯМИ ДИВЕРСИФИЦИРОВАННОГО ПРЕДПРИЯТИЯ

ИВАНОВИЧ, НОВАКОВСКИЙ ИГОРЬ; … - In: Бизнес Информ (2014) 3, pp. 133-139

Статья посвящена проблемам распределения объема инвестиций между бизнес-направлениями предприятия, а именно – поиску их оптимального соотношения с целью...

Persistent link: https://www.econbiz.de/10011270988

Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors

Dachraoui, Kaïs; Dionne, Georges - Centre Interuniversitaire sur le Risque, les Politiques … - 2004

dependence among returns on the risky assets to regression dependence and find that the demand for one risky asset can be …

Persistent link: https://www.econbiz.de/10005696284

Hedging of exchange rate risk and regression dependence

Broll, Udo; Wong, Kit-Pong - 1997

implications of basis risk. It is shown that the regression dependence assumptions between spot and futures exchange rates are …

Persistent link: https://www.econbiz.de/10010398167

Hedging of exchange rate risk and regression dependence

Broll, Udo; Wong, Kit-Pong - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 1997

implications of basis risk. It is shown that the regression dependence assumptions between spot and futures exchange rates are …

Persistent link: https://www.econbiz.de/10010958314

Hedging of exchange rate risk and regression dependence

Broll, Udo; Kit, Pong Wong - 1997

implications of basis risk. It is shown that the regression dependence assumptions between spot and futures exchange rates are …

Persistent link: https://www.econbiz.de/10009623408