The R package cccp: Design for solving cone constrained convex programs Bernhard Pfaff Invesco Asset Management GmbH

Source URL: www.pfaffikus.de

• Convex analysis
• Convex optimization
• Linear programming
• Semidefinite programming
• Convex function
• Interior point method
• CPLEX
• Mathematical optimization
• Mathematical analysis
• Operations research

Aufstiegsfortbildung zum/r Zahnmedizinischen Prophylaxeassistenten/in Intensivseminar für organisierte Individualprophylaxe in Theorie & Praxis

Source URL: www.pfaff-berlin.de

Flyer_FAQ_AFB_Version003_Stand_2012_09_03.indd

Source URL: www.pfaff-berlin.de

Modelling Financial Risks Fat Tails, Volatility Clustering and Copulae Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main

Source URL: www.pfaffikus.de

• Volatility
• Financial economics
• Market risk
• Finance
• Economics
• Financial risk
• Mathematical finance
• Invesco

Diversification Reconsidered: Minimum Tail Dependency Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main

Source URL: www.pfaffikus.de

• Estimation theory
• Statistical inference
• Actuarial science
• Diversification
• Copula
• Variance
• Invesco
• Estimator
• Correlation and dependence
• Statistics
• Statistical dependence
• Financial risk

Pfaff_Financial_ppc_V2.pdf

Source URL: www.pfaffikus.de

• Finance
• Investment
• Mathematical finance
• Actuarial science
• Modern portfolio theory
• Portfolio optimization
• Invesco
• Expected shortfall
• Risk
• Financial economics
• Financial risk
• Economics

Tactical Asset Allocation: Putting the Pieces Together Pfaff

Source URL: www.pfaffikus.de

• Economics
• Actuarial science
• Financial markets
• Asset allocation
• Tactical asset allocation
• Forecasting
• Portfolio
• Risk
• Financial economics
• Investment
• Finance

Interfacing NEOS from R The R package rneos Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main

Source URL: www.pfaffikus.de

• Theoretical computer science
• AMPL
• Linear programming
• Semidefinite programming
• Global optimization
• Combinatorial optimization
• General Algebraic Modeling System
• Operations research
• Mathematical optimization
• Applied mathematics

Errata: Analysis of Integrated and Co-integrated Time Series with R First edition Dr. Bernhard Pfaff July 3, 2012

Source URL: www.pfaffikus.de

Analysis of Integrated and Cointegrated Time Series Pfaff

Source URL: www.pfaffikus.de

• Cointegration
• Mathematical finance
• Time series
• Univariate
• Stationary process
• Statistics
• Time series analysis
• Econometrics