Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades

2018 ◽  
Vol 37 (8) ◽  
pp. 805-831 ◽  
Author(s):  
Matthew Ames ◽  
Guillaume Bagnarosa ◽  
Gareth W. Peters ◽  
Pavel V. Shevchenko
CFA Digest ◽  
2009 ◽  
Vol 39 (4) ◽  
pp. 98-100
Author(s):  
Frank T. Magiera

2020 ◽  
pp. 67-73
Author(s):  
N.D. YUsubov ◽  
G.M. Abbasova

The accuracy of two-tool machining on automatic lathes is analyzed. Full-factor models of distortions and scattering fields of the performed dimensions, taking into account the flexibility of the technological system on six degrees of freedom, i. e. angular displacements in the technological system, were used in the research. Possibilities of design and control of two-tool adjustment are considered. Keywords turning processing, cutting mode, two-tool setup, full-factor model, accuracy, angular displacement, control, calculation [email protected]


2012 ◽  
Vol 8 (2) ◽  
pp. 47-79 ◽  
Author(s):  
Marcos Escobar ◽  
Tobias Frielingsdorf ◽  
Rudi Zagst

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