Sentence examples for asset weighting from inspiring English sources

Asset weighting prevents a hot small fund from overshadowing a cold big fund.

Since we measure performance for each year, funds that sponsors later liquidated or merged out of existence still count for the years they were around; asset weighting makes sure that the performance of larger funds counts for more than smaller ones that attracted fewer shareholder dollars.

Let i be the age/sex group,

Global macro and equity long-short strategies are expected to see the greatest increase in capital allocation by asset weight, the study found.

I use all collections of prices and asset weights as column vectors.

I maximize with respect to asset weights to obtain the first-order conditions.

Using the posterior market distribution, we obtain optimal asset weights applying classical mean variance optimization and computing the Maximum Sharpe ratio portfolio.

In this network, the security asset weights heavier than the information asset and the combined asset is much higher than the attack monitoring cost, e.g., α I  < α S  and C a,C m,C f  ≪ 1.

In this network, the information asset weights heavier than the security asset and the related attacking and attack monitoring cost is relatively high, i.e., α I  > α S, and we set C a  = C m  = 0.1 and C f  = 0.3.

Asset weights and national quintiles were therefore calculated using only those variables captured in the exit interviews.

Exit interviewees were allocated to wealth quintiles using the asset weights and quintile break-points generated through principal components analysis of 53 variables from the 2003 2004 HIV/AIDS Indicator Survey [17].