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This note presents an extension of the Markoviz-type "mean-variance" portfolio optimisation approach over one period to portfolios of derivatives. Most notably, we show that once "writing off" parts of the portfolio is allowed, we naturally arrive at using "cash-invariant monotone hulls" a'la...
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Most standard statistical methods treat numerical data as if they were real (infinitenumber- of-decimal-places) observations. The issue of quantization or digital resolution is recognized by engineers and metrologists, but is largely ignored by statisticians and can render standard statistical...
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The international development community has used the World Bank's Statistical Capacity Index since its inception in 2004. The Sustainable Development Goals create new challenges for national statistical systems to produce high-quality and internationally comparable data. This paper reviews...
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The international development community has used the World Bank's Statistical Capacity Index since its inception in 2004. The Sustainable Development Goals create new challenges for national statistical systems to produce high-quality and internationally comparable data. This paper reviews...
Persistent link: https://www.econbiz.de/10012002694