Now showing items 1-8 of 8
A Multiobjective Expert System for Suppliers of Out-of-the-Money Options
The proliferation of telecommunications and computing capability has sparked speculation about dispersing work. The electronic cottage industry approach has potential in the area of office and professional services. This ...
Portfolio Selection to achieve a target beta
Suppose an investor wishes to construct a portfolio of size k securities from a population of n securities (k≤n) such that a particular portfolio or target beta (β p ) is achieved. Since β p is a random variable, there ...
Reducing the Size of the Nondominated Set: Pruning by Clustering
(Computers and Operations Research, 1980)
The multicriterion_ simplex methods of Evans and Steuer(!} and Yu and Zeleny[2) have encouraged model builders to consider matrix criteria. When conflicting objectives are simultaneously considered, there is no such thing ...
Index Futures and the Implied Volatility of Options
(Review of Futures Markets, 1988)
This paper examines the relation between the pricing of stock index futures contracts and the implied volatilities of index and individual equity options. For data from the 1986-1988 period, the difference between the ...
Intervalling Effects in Hong Kong Stocks
This paper investigates the intervalling-thinness effect in the Hong Kong stock market and compares the results with previous studies of United States and French data. The approach follows the three pass technique of Cohen, ...
Student evaluations of a required sex education course
(Association of American Medical Colleges, 1980)
Medical student response to a required sex education course at the University of Texas Medical School is reported. The results suggest that the students have an objective awareness of sexuality as an integral part of ...
Typografische Monatsblätter 1987:3
(Lars Muller Publishers, 1987)
Magazine cover for 1987 issue of Typografische Monatsblätter.
Jacques Bon-Homme and National Politics: Ethos and Audience in 17th- Century Political Pamphlets
(Proceedings of the Annual Meeting of the Western Society for French History, 1984)
A number of fundamental problems remain in the way of providing a comprehensive analysis of pamphlets and pamphleteerng in Old Regime France. Our incomplete knowledge of the sizes of editions, the mechanisms of distribution, ...