in this paper after a general literature review on the concept of efficient frontier (ef), an important inadequacy of the variance based models for deriving efs and the high necessity for applying another risk measure is exemplified. in this regard for this study the risk measure of lower partial moment of the first order is decided to replace variance. because of the particular shape of the pr...

In this paper after a general literature review on the concept of Efficient Frontier (EF), an important inadequacy of the Variance based models for deriving EFs and the high necessity for applying another risk measure is exemplified. In this regard for this study the risk measure of Lower Partial Moment of the first order is decided to replace Variance. Because of the particular shape of the pr...

In this paper we construct high moment partial sum processes based on residuals of a GARCH model when the mean is known to be 0. We consider partial sums of kth powers of residuals, CUSUM processes and self-normalized partial sum processes. The kth power partial sum process converges to a Brownian process plus a correction term, where the correction term depends on the kth moment μk of the inno...

ON THE ROLE OF THE PARTIAL TRIGONOMETRIC MOMENT PROBLEM IN AR SPEECH MODELLING P. Delsarte, V. Genin, Y. Kamp, P. Van Dooren Philips Research Laboratory Brussels Ày. Van Becelaere 2, Box 8, B1170 Brussels, Belgium PARTIAL TRIGONOMETRIC MOMENT PROBLEM ICASSP 83, BOSTON CH1841-6l83/0000-0789 $1.00 © 1983 IEEE 789 The partial trigonometric moment problem is shown to provide a unifying framework fo...

Several approaches for the evaluation of upper and lower bounds on error probability of spread spectrum multiple access communication systems are presented. These bounds are obtained by utilizing an isomorphism theorem in the theory of moment spaces. From this theorem, we generate closed, compact, and convex bodies, where one of the coordinates represents error probability, while the other coor...

A non-contact anterior cruciate ligament (ACL) injury is both a serious and very common problem in volleyball. The aim of the study was to determine the association between stick, step-back, and run-back landings after a block and select risk factors of ACL injuries for female professional volleyball players. The research sample involved fourteen female professional volleyball players. Two forc...

the storage capacity of hydrogen on na-decorated born nitride nanotubes (bnnts) is investigated by using density functional theory within quantum espresso and gaussian 09. the results obtained predict that a single na atom tends to occupy above the central region of the hexagonal rings in (5,0) and (3,3) bnnt structures with a binding energy of -2.67 and -4.28 ev/na-atom respectively. when a si...