Browsing by Subject "Investments--Mathematical models"

DSpace/Manakin Repository

Now showing items 1-3 of 3

Adaptive universal portfolios

O'Sullivan, Patrick ; Edelman, David (CIBEF, 2011)

The purpose of this paper is to develop a stock selection algorithm with similar properties as Cover’s Universal Portfolio, but providing superior early growth. Cover’s Universal Portfolio generates a growth rate asymptotically ...
Explaining the investment boom of the 1990s

Whelan, Karl ; Tevlin, Stacey (Blackwell on behalf of the Ohio State University Press, 2003-02)

Real equipment investment in the United States boomed in the 1990s, led by soaring investment in computers. We find that traditional aggregate econometric models completely fail to capture the magnitude of this growth—mainly ...
Explaining the investment boom of the 1990s

Whelan, Karl ; Tevlin, Stacey (Federal Reserve, 2000-02-07)

Real equipment investment in the United States has boomed in recent years, led by soaring investment in computers. We find that traditional aggregate econometric models completely fail to capture the magnitude of this ...