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  • Positive Weights on the Efficient Frontier
    Positive Weights on the Efficient Frontier This abstract describes a paper that derives a simple explicit solution for an efficient portfolio with positive weights. efficient frontier;weights; ...

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    • Authors: Phelim Boyle
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Capital - Annuities; Annuities>Pricing - Annuities
  • Capital Asset Pricing Model with Fuzzy Returns and Hypothesis Testing
    Capital Asset Pricing Model with Fuzzy Returns and Hypothesis Testing This abstract describes a paper that analyzes the sample size effects on the estimation of the beta. Estimation methods ...

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    • Authors: Arnold Shapiro, Moussa Alfred Mbairadjim, J. Sadefo Kamdem, M. Terraza
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Capital - Annuities; Annuities>Pricing - Annuities