Essays about: "Nikos Georgelis"

Found 1 essay containing the words Nikos Georgelis.

  1. 1. A Scenario Based Allocation Model Using Entropy Pooling for Computing the cenarioProbabilities

    University essay from KTH/Matematisk statistik

    Author : Nikos Georgelis; Mikael Nyberg; [2013]
    Keywords : Scenario Based Allocation Model; Entropy Pooling; Scenario;

    Abstract : We introduce a scenario based allocation model (SBAM) that uses entropy pooling for computing scenario probabilities. Compared to most other models that allow the investor to blend historical data with subjective views about the future, the SBAM does not require the investor to quantify a level of confidence in the subjective views. READ MORE