Optimal Allocation for Extreme Value Regression Under Time Censoring

2020 ◽  
pp. 291-307
Author(s):  
Ping Shing Chan ◽  
Hon Yiu So ◽  
Hon Keung Tony Ng ◽  
Wei Gao
Keyword(s):  
Optimal Allocation ◽  
Extreme Value

Extreme Value Theory and Archimedean Copulas

2004 ◽  
Vol 2004 (3) ◽  
pp. 211-228 ◽  
Author(s):  
Mario V. Wüthrich
Keyword(s):  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Archimedean Copulas

Modeling European hot spells using extreme value analysis

2014 ◽  
Vol 58 (3) ◽  
pp. 193-207 ◽  
Author(s):  
C Photiadou ◽  
MR Jones ◽  
D Keellings ◽  
CF Dewes
Keyword(s):  
Extreme Value ◽  
Extreme Value Analysis ◽  
Value Analysis ◽  
Hot Spells

Optimal Allocation of a Taxable Core and Satellite Portfolio Structure

CFA Digest ◽  
2004 ◽  
Vol 34 (2) ◽  
pp. 59-60
Author(s):  
Daniel B. Cashion
Keyword(s):  
Optimal Allocation ◽  
Portfolio Structure

Energy Policy: An Optimal Allocation Approach

1985 ◽  
Vol 24 (3-4) ◽  
pp. 551-563
Author(s):  
Tariq Riaz
Keyword(s):  
Economic Policy ◽  
Energy Policy ◽  
Specific Energy ◽  
Optimal Allocation ◽  
Mathematical Form ◽  
Policy Recommendations ◽  
Energy Problem ◽  
Study Section ◽  
Central Energy ◽  
Allocation Approach

Any system of ideas which underlies economic policy recommendations needs to be made explicit so that its doctrinal premise may be examined and debated. Section I of this paper, therefore, explicitly states the philosophical under -pinning of this study. Section 2 presents the central energy problem in a general mathematical form whereas the solution of the specific energy problem for the Pakistani economy is presented in Section 3, in which policy guidelines for obtaining the desired solution have also been discussed. Finally, Section 4 briefly presents our concluding remarks.

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