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Economics / Drawdown / Sterling ratio / Sharpe ratio / Calmar ratio / Modern portfolio theory / Brownian motion / Diversification / Portfolio / Financial ratios / Financial economics / Statistics


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Document Date: 2004-09-13 14:06:31


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City

Troy / /

Company

Diamond Capital Management / Princeton University Press / Non-Linear Technologies / RISK.NET / International Advisory Services Group / Olsen Investment Corporation / /

/

Facility

University of Florida / Rensselaer Polytechnic Institute / Cairo University / /

IndustryTerm

computational finance / /

MarketIndex

S&P 500 / FTSE 100 / /

Organization

Rensselaer Polytechnic Institute / Cairo University / ISE Department / Princeton University / University of Florida / Computational Intelligence / Global Fund / /

Person

Amir Atiya / Malik Magdon-Ismail / /

Position

assistant professor in the department / consultant / associate professor in the department / /

Product

Calmar / /

ProvinceOrState

Florida / New York / /

PublishedMedium

the Brownian motion In Proceedings / /

URL

http /

SocialTag