TARGET MATRIX ESTIMATORS IN RISK-BASED PORTFOLIOS

Target Matrix Estimators in Risk-Based Portfolios

Portfolio weights solely based on risk avoid estimation errors from the sample mean, but they are still affected from the misspecification in the sample covariance matrix.To solve this problem, we shrink the covariance matrix towards the Identity, the Variance Identity, the Single-index model, the Common Covariance, the Constant Correlation, and th

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A PCC DISCOURSE: BODY AND VOICE IN THE KIDNAP-VIDEO

This study analyses the spokesperson figures workings (CONEIN, 1981) and the concept of discursive heterogeneity (ORLANDI, 1988), from Discourse Analysis point-of-view.We intend to comprehend the way the subject signifies and constitutes him/herself on the PCC (First Command of the Capital) kidnap-video.What does he/she forget in order to Body Weig

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Nano-porous Membrane Process for Brackish Groundwater Treatment: Efficiency Analysis Using Response Surface Methodology

Excessively high concentration of inorganic salts in the groundwater is the main threat for residents to drink directly in the remote areas of northwestern China.In this paper, nano-porous membrane process was proposed to removal of diverse ions in such raw water.Through the Bras response surface methodology (RSM), the effects of multiple factors o

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