arXiv · arXiv · 2026
This paper compares a series of contemporary portfolio construction approaches by employing ten U.S. stocks (TSLA, WMT, BAC, GS, LLY, MRK, GOOG, META, AAPL and XOM) in a time frame from September 2023 to December 2025. The paper explores both basic mean-variance optimization, constrained optimization, Fama French five factor regression modeling, Monte Carlo simulation, and the Black-Litterman model to determine how c…
Ajay Kumar Verma, Shravya Barkam
OpenAlex · The Lancet Neurology · 2021 · cites 7778
BACKGROUND: Regularly updated data on stroke and its pathological types, including data on their incidence, prevalence, mortality, disability, risk factors, and epidemiological trends, are important for evidence-based stroke care planning and resource allocation. The Global Burden of Diseases, Injuries, and Risk Factors Study (GBD) aims to provide a standardised and comprehensive measurement of these metrics at globa…
Valery L. Feigin, Benjamin Stark, Catherine O. Johnson, Gregory A. Roth, Catherine Bisignano
arXiv · arXiv q-fin · 2016
Insurance and annuity products covering several lives require the modelling of the joint distribution of future lifetimes. In the interest of simplifying calculations, it is common in practice to assume that the future lifetimes among a group of people are independent. However, extensive research over the past decades suggests otherwise. In this paper, a copula approach is used to model the dependence between lifetim…
François Dufresne, Enkelejd Hashorva, Gildas Ratovomirija, Youssouf Toukourou