The Optimal Choice of a Benchmark Portfolio

CFA Digest ◽  
2000 ◽  
Vol 30 (1) ◽  
pp. 96-97
Author(s):  
Stephen M. Horan
Keyword(s):  
Optimal Choice ◽  
Benchmark Portfolio

The Optimal Choice of a Benchmark Portfolio

1999 ◽  
Vol 2 (1) ◽  
pp. 49-53
Author(s):  
Michael Christensen
Keyword(s):  
Optimal Choice ◽  
Benchmark Portfolio

1151: The Medical-Expulsive Therapy for Distal Ureteral Stones: Which is the Optimal Choice?

2004 ◽  
Vol 171 (4S) ◽  
pp. 303-304 ◽  
Author(s):  
Marco Dellabella ◽  
Giulio Milanese ◽  
Giovanni Muzzonigro
Keyword(s):  
Optimal Choice ◽  
Ureteral Stones ◽  
Medical Expulsive Therapy

Properties of the beta coefficient of the global minimum variance portfolio

2020 ◽  
Vol 8 (1) ◽  
pp. 11-21
Author(s):  
S. M. Yaroshko ◽  
◽  
M. V. Zabolotskyy ◽  
T. M. Zabolotskyy ◽  
◽  
...  
Keyword(s):  
Confidence Interval ◽  
Asymptotic Distribution ◽  
Global Minimum ◽  
Asset Returns ◽  
Minimum Variance ◽  
Benchmark Portfolio ◽  
Beta Coefficient ◽  
Minimum Variance Portfolio ◽  
Global Minimum Variance Portfolio ◽  
Daily Returns

The paper is devoted to the investigation of statistical properties of the sample estimator of the beta coefficient in the case when the weights of benchmark portfolio are constant and for the target portfolio, the global minimum variance portfolio is taken. We provide the asymptotic distribution of the sample estimator of the beta coefficient assuming that the asset returns are multivariate normally distributed. Based on the asymptotic distribution we construct the confidence interval for the beta coefficient. We use the daily returns on the assets included in the DAX index for the period from 01.01.2018 to 30.09.2019 to compare empirical and asymptotic means, variances and densities of the standardized estimator for the beta coefficient. We obtain that the bias of the sample estimator converges to zero very slowly for a large number of assets in the portfolio. We present the adjusted estimator of the beta coefficient for which convergence of the empirical variances to the asymptotic ones is not significantly slower than for a sample estimator but the bias of the adjusted estimator is significantly smaller.

scholarly journals Microwave thermometry with potential application in non-invasive monitoring of hyperthermia

2020 ◽  
Vol 28 (5) ◽  
pp. 739-750
Author(s):  
Morteza Ghaderi Aram ◽  
Larisa Beilina ◽  
Hana Dobsicek Trefna
Keyword(s):  
Least Squares Method ◽  
Regularization Parameter ◽  
Region Of Interest ◽  
Optimal Choice ◽  
Adaptive Finite Element Method ◽  
Adaptive Finite Element ◽  
Non Invasive ◽  
Full Wave ◽  
Reconstruction Quality ◽  
Regularization Techniques

AbstractIntegration of an adaptive finite element method (AFEM) with a conventional least squares method has been presented. As a 3D full-wave forward solver, CST Microwave Studio has been used to model and extract both electric field distribution in the region of interest (ROI) and S-parameters of a circular array consisting of 16 monopole antennas. The data has then been fed into a differential inversion scheme to get a qualitative indicator of how the temperature distribution evolves over a course of the cooling process of a heated object. Different regularization techniques within the Tikhonov framework are also discussed, and a balancing principle for optimal choice of the regularization parameter was used to improve the image reconstruction quality of every 2D slice of the final image. Targets are successfully imaged via proposed numerical methods.

scholarly journals Continuous window functions for NFFT

2021 ◽  
Vol 47 (4) ◽  
Author(s):  
Daniel Potts ◽  
Manfred Tasche
Keyword(s):  
Fourier Transform ◽  
Shape Parameter ◽  
Optimal Choice ◽  
Approximate Algorithm ◽  
Window Function ◽  
Truncation Parameter ◽  
Error Constant ◽  
Window Functions ◽  
Nonequispaced Fast Fourier Transform ◽  
Error Behavior

AbstractIn this paper, we study the error behavior of the nonequispaced fast Fourier transform (NFFT). This approximate algorithm is mainly based on the convenient choice of a compactly supported window function. Here, we consider the continuous Kaiser–Bessel, continuous exp-type, sinh-type, and continuous cosh-type window functions with the same support and same shape parameter. We present novel explicit error estimates for NFFT with such a window function and derive rules for the optimal choice of the parameters involved in NFFT. The error constant of a window function depends mainly on the oversampling factor and the truncation parameter. For the considered continuous window functions, the error constants have an exponential decay with respect to the truncation parameter.

scholarly journals Efficacy of thrombolytics in patients with acute coronary syndrome

2021 ◽  
Vol 10 (Supplement_1) ◽  
Author(s):  
A Vasin ◽  
O Mironova ◽  
V Fomin
Keyword(s):  
Acute Coronary Syndrome ◽  
Chest Pain ◽  
Thrombolytic Therapy ◽  
Prehospital Care ◽  
Optimal Choice ◽  
Hospital Treatment ◽  
Complication Rates ◽  
Coronary Syndrome ◽  
Thrombolytic Drug ◽  
Systemic Thrombolytic Therapy

Abstract Funding Acknowledgements Type of funding sources: None. Background/Introduction: The optimal choice of the thrombolytic drug for emergency revascularization in patients with acute coronary syndrome (ACS) still remains to be defined. Percutaneous coronary intervention is a more safe and effective method of reperfusion compared with thrombolytic therapy, that’s why the last is relatively not common nowadays. But in the COVID-19 era in a number of cases some patients with ACS can’t be quickly hospitalized due to different reasons like the absence of the nearest available cardiovascular center, or lack of an ambulance. A long period of chest pain forces the doctors to use systemic thrombolytic therapy. Purpose This study investigates the efficacy and safety of Alteplase, Prourokinase, Tenecteplase, and Streptokinase in patients with acute coronary syndrome. Methods A retrospective, open, non-randomized cohort study was conducted. We have analysed 600 patients with ACS, who underwent systemic thrombolytic therapy at the prehospital and in-hospital stages from 2009 to 2011. Patients were divided into several groups according to the thrombolytic agent administered: Alteplase (254 patients), Prourokinase (309 patients), Tenecteplase (6 patients), Streptokinase (31 patients). Treatments were to be given as soon as possible. The ECG reperfusion criterion was a decrease in the ST segment by 50% or more from the initial elevation. Results  Among 600 patients (mean age, 61 years (SD = 20); 119 women [19.7%]), 440 had successful reperfusion. The median time from chest pain onset to the start of treatment was 3 hours (P < 0.001). The percentages of successful thrombolysis for each agent were similar: Alteplase 74,4% Prourokinase 71,2%, Tenecteplase 83%, Streptokinase 74,2%. No statistical differences were observed in thrombolytic results among these groups (OR: 0.60, 95% CI: 0,2868 to 1,217; P = 0.17). At the same time, the hospital treatment with prourokinase was more effective than prehospital care with prourokinase: 110 successful reperfusions in 138 patients (79.7%) and 110 successful reperfusions in 171 patients (64.3%), respectively. Regardless of the onset of the attack (OR: 0.45, 95% CI: 0,2004 to 0,9913; P = 0.05). The effectiveness of the other thrombolytics cannot be compared between prehospital care and hospital treatment due to the rare use at the hospital stage in our cases. In the study, there was also no statistical difference in complication rates among the treatment groups. Among all patients, there were 9 fatal outcomes (1.5%): Alteplase 3,15% Prourokinase 1,9%, Streptokinase 3,22%. Conclusion(s): In patients with ACS, all thrombolytic drugs showed similar effectiveness. There is no difference in the safety and efficacy among the agents in our study, but there is a difference in cost and route of administration. However, upcoming prospective trials with long follow-up periods might be expected to determine the most appropriate systemic thrombolytic drug.

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