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Taleb and Holy Grail Distributions. In economics and finance, a Taleb distribution is the statistical profile of an investment which normally provides a payoff of small positive returns, while carrying a small but significant risk of catastrophic losses.
The following sub-projects are located under the Tools sub-project: Buckminster adds support for Component Assemblies. [7] C/C++ Development Tools (CDT) adds support for C/C++ syntax highlighting, code formatting, debugger integration and project structures. Unlike the JDT project, the CDT project does not add a compiler and relies on an ...
The following projects were formerly part of Jakarta, but now form independent projects within the Apache Software Foundation: Ant - a build tool; Commons - a collection of useful classes intended to complement Java's standard library. HiveMind - a services and configuration microkernel; Maven - a project build and management tool
In mathematical finance, a replicating portfolio for a given asset or series of cash flows is a portfolio of assets with the same properties (especially cash flows). This is meant in two distinct senses: static replication, where the portfolio has the same cash flows as the reference asset (and no changes need to be made to maintain this), and dynamic replication, where the portfolio does not ...
Excalibur: Java inversion of control framework including containers and components; Falcon: data governance engine; Forrest: documentation framework based upon Cocoon; Giraph: scalable Graph Processing System; Hama: Hama is an efficient and scalable general-purpose BSP computing engine; Harmony: Java SE 5 and 6 runtime and development kit
In other projects Wikidata item ... LLC was a hedge fund founded in 1999 by Nassim ... L.P. with Taleb as an adviser using black swan portfolio hedging strategies ...
In investment banking, PnL explained (also called P&L explain, P&L attribution or profit and loss explained) is an income statement with commentary that attributes or explains the daily fluctuation in the value of a portfolio of trades to the root causes of the changes.
The portfolio P is the most efficient portfolio, as it lies on both the CML and Efficient Frontier, and every investor would prefer to attain this portfolio, P. The P portfolio is known as the Market Portfolio and is generally the most diversified portfolio. It consists of essentially all shares and securities in the capital market (either long ...