Assignment 7: Mean-Variance Portfolio Theory ------------------------------------------------- Top of Form 1 . Consider‚ as in Lecture 7.1‚ a portfolio of two risky assets‚ with expected returns rˉ1‚rˉ2‚ variances σ21‚σ22 and covariance σ1‚2. No other assets are available. You have to allocate $1 mln of investment in the portfolio of the two assets in order to minimize total portfolio variance. What is the optimal amount of investment in asset 1 (in mln dollars)? Assume expected returns are
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Niels Henrik Abel On August 5th‚ 1802‚ Soren George Abel and Marie Simonsen gave birth to their son Niels Henrik Abel. Niels Able was born in Nedstrand‚ Norway (Encyclopedia Britannica). Niels grew up in a very religious family. His father‚ Soren had a degree in theology and philosophy. Soren was a pastor at Finnoy. As well as his father being a pastor‚ Niels’ grandfather‚ Hans Mathias Abel was a pastor at Gjerstad; where Niels’ father Soren was a chaplain during his childhood (WOLFRAM RESEARCH)
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is by reciting the formula used to compute it. However‚ insight into the concept of standard deviation can be gleaned by viewing the manner in which it is applied. Two ways of applying the standard deviation are the empirical rule and Chebyshev’s theorem. • The empirical rule is an important rule of thumb that is used to state r/.v approximate per-centage of values that lie within a given number of standard deviations from the mean of a set of data if the data are normally distributed. The empirical
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Pythagoras of Samos‚ or simply Pythagoras is an iconic Greek philosopher and Mathematician‚ who is mostly known as the founder of the Pythogoreansim movement. Pythagoras was raised in the island of Samos located off the coast of turkey but later had moved to Croton‚ a city in southern Italy‚ where he accomplished most of his philosophical work. Pythagoras was a man of many interests‚ he enjoyed mathematics‚ philosophy‚ astronomy‚ and music. And while today he is known as a mathematician‚ in his own
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There are various arguments on the philosophical position‚ substance dualism. Substance dualism is the postulation that there are two kinds of substances: physical and mental. However‚ in this paper I will be presenting Descartes’ argument from separability‚ derived from the argument essential extension for substance dualism. In addition‚ I will be addressing Arnauld’s triangle objection to Descartes’ “clear and distinct” aspect of the conceivability premise with an example case for clarification
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The Bronx Science Geometry Teachers Proudly Present… THE (ULTIMATE) GEOMETRY REVIEW SHEET (2012 Edition) Some General Information The Regents Exam Basics: Time: 3 hours Problems: 38 ● Part I: 28 multiple choice problems (2 pts each) = 56 pts ● Part II: 6 short answer problems (2 pts each) = 12 pts ● Part III: 3 short answer problems (4 pts each) = 12 pts ● Part IV: 1 long answer problem (6 pts each) = 6 pts ● Total: 86 pts
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Stolper-Samuelson Theorem The Stolper-Samuelson theorem describes the relationship between changes in output‚ or goods‚ prices and changes in factor prices such as wages and rents within the context of the H-O model. The theorem was originally developed to illuminate the issue of how tariffs would affect the incomes of workers and capitalists (i.e.‚ the distribution of income) within a country. However‚ the theorem is just as useful when applied to trade liberalization. The theorem states that if
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MATHEMATICAL INDUCTION 1. Introduction Mathematics distinguishes itself from the other sciences in that it is built upon a set of axioms and definitions‚ on which all subsequent theorems rely. All theorems can be derived‚ or proved‚ using the axioms and definitions‚ or using previously established theorems. By contrast‚ the theories in most other sciences‚ such as the Newtonian laws of motion in physics‚ are often built upon experimental evidence and can never be proved to be true. It
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KATHMANDU UNIVERSITY SCHOOL OF ENGINEERING Department of Electrical & Electronics Engineering LAB REPORT- III Reciprocity Theorem of Antenna (Tx and Rx pattern is same) By: Sudip Shrestha (41020) To: Manya Gautam Nov 21‚ 2010 Theory: 1. Reciprocity theorem: Many antenna properties are the same for both transmitting and receiving. It is often easier to calculate the gain of a transmitting antenna than the collecting area of a receiving antenna‚ and it is often easier
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org/math/calculus/partial_derivatives_topic Salient Features Introduction to FourierSeries Introduction to Bessel Functions Introduction to Legendre Polynomials Beta Function and its Applications Introduction to the Gamma Function Basic Concept on vector algebra Basic Concept on Green’s Theorem Applications of surface integral Partial derivatives‚ gradient‚ divergence‚ curl http://www.personal.soton.ac.uk/jav/soton/HELM/workbooks/workbook_28/28_3_ortho Orthogonal Curvilinear Coordinates g_curv_coords.pdf http://www.academia.edu/3003410/Gradient_Divergence_and_Curl_in_Curvilinear_Co
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