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Economist Harry Markowitz introduced MPT in a 1952 paper, [1] for which he was later awarded a Nobel Memorial Prize in Economic Sciences; see Markowitz model. In 1940, Bruno de Finetti published [4] the mean-variance analysis method, in the context of proportional reinsurance, under a stronger assumption. The paper was obscure and only became ...
In mathematics, economics, and computer science, the Gale–Shapley algorithm (also known as the deferred acceptance algorithm, [1] propose-and-reject algorithm, [2] or Boston Pool algorithm [1]) is an algorithm for finding a solution to the stable matching problem.
In decision theory, the von Neumann–Morgenstern (VNM) utility theorem demonstrates that rational choice under uncertainty involves making decisions that take the form of maximizing the expected value of some cardinal utility function.
According to the judgments of the decision makers, Dick is the strongest candidate, followed by Tom, then Harry. Their decision process is described in depth in an appendix to this article. In the theory of decision making , the analytic hierarchy process ( AHP ), also analytical hierarchy process , [ 1 ] is a structured technique for ...
Partial least squares (PLS) regression is a statistical method that bears some relation to principal components regression and is a reduced rank regression [1]; instead of finding hyperplanes of maximum variance between the response and independent variables, it finds a linear regression model by projecting the predicted variables and the observable variables to a new space of maximum ...
Research Papers in Economics (RePEc) is a collaborative effort of hundreds of volunteers in many countries to enhance the dissemination of research in economics. The heart of the project is a decentralized database of working papers , preprints , journal articles, and software components. [ 1 ]
The AOL.com video experience serves up the best video content from AOL and around the web, curating informative and entertaining snackable videos.
In a 2000 paper published in the Journal of Finance, professor Andrew W. Lo of MIT, working with Harry Mamaysky and Jiang Wang found that: Technical analysis, also known as "charting", has been a part of financial practice for many decades, but this discipline has not received the same level of academic scrutiny and acceptance as more ...