The minimum-variance optimization yields dense portfolios, assigning nonzero weights to all assets. In many applications, some weights may be very small, and ideally such assets should be excluded to ...

Researchers in China have investigated how market segment spillover effects materialized in the Chinese PV supply chain from 2017 to 2024, and have identified a series of hedging strategies that could ...

CEO Rob Beck highlighted a robust start to 2025, reporting $7 million in net income and $0.70 in diluted EPS for Q1, aligning with guidance. He noted a significant reduction in seasonal liquidation ...

Eddie Murphy says Sidney Poitier urged him not to star in Oscar-nominated film The deepest US lake is closing to tourists for at least 3 years The Loudest Underwater Sound Ever Recorded I drove an ...

The alternative minimum tax (AMT) calculation determines whether a taxpayer must pay an additional amount beyond their regular income tax liability. To calculate AMT, taxable income is adjusted by ...

Abstract: We study the design of minimum variance portfolio when asset returns follow a low rank factor model. Using results from random matrix theory, an optimal shrinkage approach for the isolated ...

Have you ever found yourself wrestling with Excel formulas, trying to calculate moving averages or rolling totals, only to end up frustrated by the constant need for manual adjustments? You’re not ...

If you are searching for ways to transform your Excel monthly tasks into a more streamlined, effortless process, you might be interested in a new tutorial created by the team at Excel Off The Grid. If ...

We calculate compound interest based on frequency. This frequency is the compound frequency, which refers to the number of times an interest is calculated and added to the principal amount within the ...

In the function estimate_SR_given_weights() for static optimisation of the best set of instruments, there are 3 variables wt, mu, cm used to calculate the portfolio SR with neg_SR(). The formula used ...