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Single-period and multi-period mean variance optimization models are extended to worst-case design with multiple rival risk estimations and return forecasts.
The worst-case performance is guaranteed in view of all rival risk and return scenarios and will only improve when any scenario other than the worst-case is realized.
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I've had desperate and competitive rivals risk their lives for me, others who've jeopardised their careers to help out a fellow journalist in need.
Today, these rival crescents risk turning countries in transition into battlefields over the region's future.
Nor can the rival Fatah party risk returning to Gaza courtesy of Israel's tanks.After the fighting is over there will also have to be some sort of reckoning.
With the implementation of macroprudential regulations, our banks will now go from being as fundamentally weak as the failed Anglo Irish Bank in 2007 to now holding enough capital to rival the risk profile of what was a much safer and famed global financial institution – Lehman Brothers.
FOR the insurance companies of America, the sluggish cash cows of the financial world, the new century is dawning with a jarring Darwinian message: Either buy up your rivals or risk being swallowed yourself.
Once it became available to all firms, however, it became a commodity, a factor of production just like office supplies or raw materials, a cost to be managed rather than an edge over rivals, a risk (during black-outs) rather than an opportunity.Computer hardware and software, Mr Carr argues, have been following the same progression from proprietary technology to infrastructure.
They were so successful that rival industrialists risked legal action by copying his designs.
Saving Colombia from itself Thunderstruck Reprints Related items India and Pakistan: Old foes, still foesMay 23rd 2002 India and Pakistan: A deadly gameMay 23rd 2002 Kashmiri aspirations: India's kind of separatistMay 23rd 2002 Nuclear rivals: The risks they runMay 23rd 2002There is no denying that the general has disappointed.
India hoped that Mr Lone would re-enter Kashmir's electoral politics, or at least help negotiate a settlement that would reconcile Kashmiris to remaining Indians.Related items India and Pakistan: Old foes, still foesMay 23rd 2002 India and Pakistan: A deadly gameMay 23rd 2002 Nuclear rivals: The risks they runMay 23rd 2002 India and Pakistan: Will there be war?May 23rd 2002Mr Lone had company.
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