4 results for “Quadratic Risk”

Set a search alert

Research ArticleOpen accessIn the keywordsInvestigation the Substitution Capability of Oilseeds in Cropping PatternMahmoud Daneshvar Kakhki, S. Youssefzade, Hamideh Ghodrati AzadiProblem statement: Farm activity is a risky activity special in less developed countries, so all decisions and activities are affected by this phenomenon. Consideration of risk either helps to elimination of deviations in result of model or preparing tools for evolution of some policies that the aim of them is reducing the risk for farmers. Oil seed are the second … …American Journal of Applied Sciences, Vol. 6, Issue 12 · 31 Dec 2009 · 7,177 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsRisks Ratios of Shrinkage Estimators for the Multivariate Normal MeanAbdenour Hamdaoui, Nadia MezouarWe study the estimation of the mean θ of a multivariate Gaussian random variable X∼Np(θ,σ2Ip) in ℜp, σ2 is unknown and estimated by the chi-square variable S2∼σ2χn2. In this work we are interested in studying bounds and limits of risk ratios of shrinkage estimators to the maximum likelihood estimator X, when n and p tend to infinity. We recall that … …Journal of Mathematics and Statistics, Vol. 13, Issue 2 · 3 Apr 2017 · 7,108 accessesView PDF Cite

Research ArticleOpen accessIn the abstractAnalyzing the Effects of Water and Agriculture Policy Strategies: An Iranian experienceReza Moghaddasi, Ali Bakhshi, Mahmood Daneshvar KakhkiProblem statement: Because of growing demand for water resources, increasing cost of supplying water and overdraft of underground waters, economists suggest water pricing policy to improve water allocation efficiency in Iran. While due to political risk, economic and cultural concerns, government tends to reject that advice. This study addressed questions of what policy alternatives to water pricing could be used … …American Journal of Agricultural and Biological Sciences, Vol. 4, Issue 3 · 30 Sep 2009 · 8,307 accessesView PDF Cite

Research ArticleOpen accessIn the abstractA Mean-Variance Portfolio Optimal Under Utility PricingHürlimann WernerAn expected utility model of asset choice, which takes into account asset pricing, is considered. The obtained portfolio selection problem under utility pricing is solved under several assumptions including quadratic utility, exponential utility and multivariate symmetric elliptical returns. The obtained unique solution, called optimal utility portfolio, is shown mean-variance efficient in the classical sense. Various questions, including conditions for complete … …Journal of Mathematics and Statistics, Vol. 2, Issue 4 · 31 Dec 2006 · 6,172 accessesView PDF Cite