Variance model 

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20100609140407 GBI AnnualReport2009 pdf
... as companies were forced to reduce their costs in the sub-trend growth environment. the variance between the economic performance of countries and regions was very large, reflecting the state ... and to determine the additional capital requirement for concentra- tion risk. the economic capital model quantifies concentration risk based on concentrations in single report of the managing boardreport of ...
garantibank.nl

macroeconomic resilience dsge model pdf
... market imperfections to translate the greater variance of individual income into greater variance for consumption. if individuals can borrow ... in our model. the current model does not attempt to analyse the effects of policy on the variance of utility. there exists a large literature on optimal stabilisation policy and it is not our intention to repeat these exercises here. the model ...
cpb.nl

safe quarterly model dutch economy short term analyses pdf
... capital as factors of production. whenever 11 the demand for goods and services is at variance with what can be produced at normal rates of capacity utilisation, the economy experiences tension ... the structural general government financial balance. in the current model version, this means that the 12 unemployment rate itself, rather than the variance between it and the nairu, plays a role as ...
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Beleggingsvisie februari 2012 pdf
... ook banken die te veel krediet hadden uitstaan, konden rekenen op overheidssteun. het japanse model heeft gewerkt, want japan is nog steeds rijkste landen ter wereld. maar er ... pensioen- fondsen. pensioenfondsen richten zich immers steeds lange termijn met een risico- mijdende minimum variance-portefeuille. dit is gunstig voor kwaliteitsaandelen, en als belegger kun je hiervan meeprofiteren. ...
aegon.nl

Beleggingsvisie LTS november 2011 pdf
... van de mean- variance theory. fischer black en robert litterman, twee medewerkers van goldman sachs, ontwikkelden in de jaren negentig het black litterman-model. dit model kijkt allereerst ... model, is uitermate bijzonder. david swensen en dean takahashi ontwikkelden het model op basis van de mean-variance theory, waarbij hun aandacht vooral naar de risico's uitgaat. de portefeuille is in dit model ...
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