Understanding the Interplay between Covariance Forecasting Factor Models and Risk Based Portfolio Allocations in Currency Carry Trades

2015 ◽  
Author(s):  
Matthew Ames ◽  
Guillaume Bagnarosa ◽  
Gareth Peters ◽  
Pavel V. Shevchenko
Keyword(s):  
Factor Models ◽  
Portfolio Allocations

Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades

2018 ◽  
Vol 37 (8) ◽  
pp. 805-831 ◽  
Author(s):  
Matthew Ames ◽  
Guillaume Bagnarosa ◽  
Gareth W. Peters ◽  
Pavel V. Shevchenko
Keyword(s):  
Factor Models ◽  
Portfolio Allocations

Homeownership and Mixed–Asset Portfolio Allocations

CFA Digest ◽  
2009 ◽  
Vol 39 (4) ◽  
pp. 98-100
Author(s):  
Frank T. Magiera
Keyword(s):  
Asset Portfolio ◽  
Portfolio Allocations

Control of processing at multi-tool two-support setup

2020 ◽  
pp. 67-73
Author(s):  
N.D. YUsubov ◽  
G.M. Abbasova
Keyword(s):  
Degrees Of Freedom ◽  
Factor Model ◽  
Angular Displacement ◽  
Factor Models ◽  
Technological System ◽  
Displacement Control ◽  
Model Accuracy ◽  
Six Degrees Of Freedom ◽  
Angular Displacements ◽  
And Control

The accuracy of two-tool machining on automatic lathes is analyzed. Full-factor models of distortions and scattering fields of the performed dimensions, taking into account the flexibility of the technological system on six degrees of freedom, i. e. angular displacements in the technological system, were used in the research. Possibilities of design and control of two-tool adjustment are considered. Keywords turning processing, cutting mode, two-tool setup, full-factor model, accuracy, angular displacement, control, calculation [email protected]

Impact of factor models on portfolio risk measures: a structural approach

2012 ◽  
Vol 8 (2) ◽  
pp. 47-79 ◽  
Author(s):  
Marcos Escobar ◽  
Tobias Frielingsdorf ◽  
Rudi Zagst
Keyword(s):  
Risk Measures ◽  
Factor Models ◽  
Structural Approach ◽  
Portfolio Risk
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