A Web Page For Random Tries About Econometrics, Mathematics and Programming For Fancier. And Also Virtual Socialising Tries Over Culturel Interests...
13/11/2010
My Article "Application Of Maksimum Entropy In Portfolio Selection" is published in Journal of the School of Business Administration, Istanbul University
In this paper, mean-variance-skewness (MVS) model is proposed first for optimal portfolio selection from financial assets, and then mean-variance-skewness-entopy (MVSE) model by adding entropy measure is proposed in order to obtain well diversified portfolio. In MVS and MVSE, Pearson skewness measure which is robust and easy to calculate than traditional skewness measures is used. Both models are used in IMKB-30 for portfolio selection and the results are compared with Markowitz mean-variance (MV) model. It is showed that more efficient portfolios can be selected by MVS model than MV model.
Solutions for Mathematics 1 Final Exam (08.1.2014)
Eng. Here you can find the Mathematics 1 Exam solutions that you have taken on 8 January 2014... Comparing your answers with these solution...

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The Living Library works exactly like a normal library - readers come and borrow a 'book’ for a limited period of time. There is only o...
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In this paper, mean-variance-skewness (MVS) model is proposed first for optimal portfolio selection from financial assets, and then mean-var...