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(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 ...
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(McGraw-Hill, 2009)
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(Elsevier Science B.V., 1995-06)This paper uses data from the Survey of Consumer Finances to assess how well mean-variance efficiency describes the portfolio diversification of US households. It does not seem to work well. The median stockholder owns a ...
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(University College Dublin. School of Economics, 2003-03)Industrial sectors producing income-elastic products can grow rapidly but are highly vulnerable to fluctuations in the world economy. Policymakers need to take into account this trade-off between output and employment ...
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(University College Dublin. Geary Institute, 2007-07-16)This paper extends the widely used ordered choice model by introducing stochastic thresholds and interval-specific outcomes. The model can be interpreted as a generalization of the GAFT (MPH) framework for discrete duration ...
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(IEEE, 2005-11-18)Many modern electricity systems are faced with the challenge of reducing green house gas emissions and dealing with increasing and more volatile fuel prices. Adequately dealing with these issues requires the evolution ...
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(Springer, 2003-11)In implementation theory it is common to consider social choice functions that map to lotteries over outcomes. For example, virtual implementation has been used widely with social choice functions that involve randomization. ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2007)This paper investigates the correlation dynamics in the equity markets of 13 Asia-Pacific countries, Europe and the US using the asymmetric dynamic conditional correlation GARCH model (AG-DCC-GARCH) introduced by Cappiello, ...
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(Elsevier, 2009-10)This paper reports results from research conducted to analyse the extent of excess commuting in Dublin, Ireland. The research differs from similar studies on excess commuting in two ways. First, a disaggregate modal choice ...
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(University College Dublin. School of EconomicsUniversity College Dublin. Geary Institute, 2009-07)I show a simple back-of-the-envelope method for calculating marginal effects in binary choice and count data models. The approach suggested here focuses attention on marginal effects at different points in the distribution ...