Victor Markowitz: In memoriam
نویسندگان
چکیده
منابع مشابه
Memoriam.
George W. Housner, Carl F Braun Professor of Engineering, emeritus, died after a short illness on 10 November 2008, just a few weeks before his 98th birthday. He was in the retirement home in Pasadena where he had lived for several years. For all of us who knew George, this marked the end of an era. Few people have guided and nurtured a field the way George led earthquake engineering over a per...
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We consider the problem of portfolio selection within the classical Markowitz mean-variance framework, reformulated as a constrained least-squares regression problem. We propose to add to the objective function a penalty proportional to the sum of the absolute values of the portfolio weights. This penalty regularizes (stabilizes) the optimization problem, encourages sparse portfolios (i.e., por...
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Levy and Levy (2002, 2004) develop the Prospect and Markowitz stochastic dominance theory with S-shaped and reverse S-shaped utility functions for investors. In this paper, we extend Levy and Levy’s Prospect Stochastic Dominance theory (PSD) and Markowitz Stochastic Dominance theory (MSD) to the first three orders and link the corresponding S-shaped and reverse S-shaped utility functions to the...
متن کاملVictor Ambros
Victor Ambros grew up in Vermont and graduated from MIT in 1975. He did his graduate research (1976–1979) with David Baltimore at MIT, studying poliovirus genome structure and replication. He began to study the genetic pathways controlling developmental timing in the nematode Caenorhabditis elegans as a postdoc in Robert Horvitz’s lab at MIT, and continued those studies while on the faculty of ...
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ژورنال
عنوان ژورنال: Labor History
سال: 1988
ISSN: 0023-656X,1469-9702
DOI: 10.1080/00236568800890271