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Estimating Equity Risk Premiums Report
Estimating Equity Risk Premiums Report The Society of Actuaries’ Pension Section Research Committee ... total return of a stock market index, such as the S&P 500, exceeds that of government bonds. Equity ...- Authors: Society of Actuaries
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments
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Coherent Distortion Risk Measures in Portfolio Selection
with the decision vector x, to be chosen from a set S ⊆ Rn, and the random vector y ∈ Rm. The vector x represents ... represents what we may generally call a portfolio, with S capturing the set of all feasible portfolios subject ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Hidden Markov Model for Portfolio Management with Mortgage-Backed Securities Exchange-Traded Fund
assumed that the transition probability matrix of the S-states Markov process and the observation probability ... “left-to- right HMM,” for speech recognition. In 2000, Li, Parizeau and Plamondon presented an HMM training ...- Authors: Society of Actuaries, Nguyet (moon) Nguyen
- Date: Apr 2017
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Value Investing and Enterprise Risk Management: Two Sides of the Same Coin
this may be obvious. These investors come to the table with experience using risk as a constraint while ... CERA MAAA Rudolph Financial Consulting, LLC 5002 S. 237th Circle Elkhorn, NE 68022 (402) 895-0829 ...- Authors: Max Rudolph
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Value Investing and Enterprise Risk Management: Two Sides of the Same Coin
this may be obvious. These investors come to the table with experience using risk as a constraint while ... CERA MAAA Rudolph Financial Consulting, LLC 5002 S. 237th Circle Elkhorn, NE 68022 (402) 895-0829 ...- Authors: Max Rudolph
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments