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Equity portfolios generated by functions of ranked market weights

✍ Scribed by Robert Fernholz

Book ID
106235893
Publisher
Springer-Verlag
Year
2001
Tongue
English
Weight
133 KB
Volume
5
Category
Article
ISSN
0949-2984

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πŸ“œ SIMILAR VOLUMES

On rank variation of block matrices gene
On rank variation of block matrices generated by Nevanlinna matrix functions
✍ Hu Yong-Jian; Chen Gong-Ning πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 249 KB

## Abstract Within the framework of the multiple Nevanlinna–Pick matrix interpolation and its related matrix moment problem, we study the rank of block moment matrices of various kinds, generalized block Pick matrices and generalized block Loewner matrices, as well as their Potapov modifications, g

Moments of Generalized Quadratic Gauss S
Moments of Generalized Quadratic Gauss Sums Weighted by L-Functions
✍ Zhang Wenpeng πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 98 KB

The main purpose of this paper is using estimates for character sums and analytic methods to study the second, fourth, and sixth order moments of generalized quadratic Gauss sums weighted by L-functions. Three asymptotic formulae are obtained.