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This book is a collection of applications of analytic techniques to
a number of popular sports including baseball, basketball, hockey,
Jai Alai, NFL football and horseracing. We focus on both the
statistics of the sporting events and betting strategies on the
events. The subject is fascinating as there are many twists and
subtle complicated decisions.Sports analytics applies mathematical
and statistical methods to important questions in the structure and
performance of sporting activities using the same basic methods and
approaches as data analysts in other disciplines.Sports games and
events are a fruitful area for study and to evaluate betting
strategies as there is extensive data and mean reversion. With
prices changing continuously, risk arbitrage bets can be made.
Moreover, little errors, like a penalty to a player or an error in
a call by a referee, can change the score of a game and
corresponding betting prices. The collection and analysis of
in-game data can inform players, coaches and staff on effective
decision making during sporting events.Novel features of the book
include: an analysis of who were the greatest baseball batters;
analyses of the players most important to team success (and they
are not necessarily the best players) in basketball, NFL football
and hockey; a tutorial on risk arbitrage and its applications to
NFL football and NBA basketball; a discussion of many ad hoc
decision rules by coaches and players and what was really optimal;
in the racing section we discuss breeding, the analysis of various
bets like the Rainbow and ordinary Pick 6, a discussion and betting
on the most important races and a visit to the Breeders' Cup with
Ed Thorp to demonstrate the place and show system in action.
This book is a collection of applications of analytic techniques to
a number of popular sports including baseball, basketball, hockey,
Jai Alai, NFL football and horseracing. We focus on both the
statistics of the sporting events and betting strategies on the
events. The subject is fascinating as there are many twists and
subtle complicated decisions.Sports analytics applies mathematical
and statistical methods to important questions in the structure and
performance of sporting activities using the same basic methods and
approaches as data analysts in other disciplines.Sports games and
events are a fruitful area for study and to evaluate betting
strategies as there is extensive data and mean reversion. With
prices changing continuously, risk arbitrage bets can be made.
Moreover, little errors, like a penalty to a player or an error in
a call by a referee, can change the score of a game and
corresponding betting prices. The collection and analysis of
in-game data can inform players, coaches and staff on effective
decision making during sporting events.Novel features of the book
include: an analysis of who were the greatest baseball batters;
analyses of the players most important to team success (and they
are not necessarily the best players) in basketball, NFL football
and hockey; a tutorial on risk arbitrage and its applications to
NFL football and NBA basketball; a discussion of many ad hoc
decision rules by coaches and players and what was really optimal;
in the racing section we discuss breeding, the analysis of various
bets like the Rainbow and ordinary Pick 6, a discussion and betting
on the most important races and a visit to the Breeders' Cup with
Ed Thorp to demonstrate the place and show system in action.
This book introduces the readers to the rapidly growing literature
and latest results on financial, fundamental and seasonal
anomalies, stock selection modeling and portfolio management. Fifty
years ago, finance professors taught the Efficient Markets
Hypothesis which states that the average investor could not
outperform the stock market based on technical, seasonal and
fundamental data. Many, if not most faculty and investors, no
longer share that opinion. In this book, the authors report
original empirical evidence that applied investment research can
produce statistically significant stock selection and excess
portfolio returns in the US, and larger excess returns in
international and emerging markets.
This first volume of the Handbook of Asset and Liability Management
presents the theories and methods supporting models that align a
firm's operations and tactics with its uncertain environment.
Detailing the symbiosis between optimization tools and financial
decision-making, its original articles cover term and volatility
structures, interest rates, risk-return analysis, dynamic asset
allocation strategies in discrete and continuous time, the use of
stochastic programming models, bond portfolio management, and the
Kelly capital growth theory and practice. They effectively set the
scene for Volume Two by showing how the management of risky assets
and uncertain liabilities within an integrated, coherent framework
remains the core problem for both financial institutions and other
business enterprises as well.
*Each volume presents an accurate survey of a sub-field of
finance
*Fills a substantial gap in this field
*Broad in scope
This book consists of invaluable introductions, tutorials and
problems which are helpful for teaching purposes and have a very
broad appeal and usage. The problems cover many aspects of static
and dynamic portfolio theory as well as other important subjects
such as arbitrage and asset pricing, utility theory, stochastic
dominance, risk aversion and static portfolio theory, risk
measures, dynamic portfolio theory and asset allocation. This
material could be used with important books that cover these topics
including MacLean-Ziemba's The Handbook of the Fundamentals of
Financial Decision Making, and Ziemba-Vickson's Stochastic
Optimization Models in Finance.
The three coeditors knew John Butterworth for many years and had
worked closely with him on a number of research projects. We
respected him as a valuable colleague and friend. We were greatly
saddened by his untimely death. This book is an attempt to remember
him. We dedicate the volume to John with thanks for the
contributions he made to our research, to the Faculty of Commerce
and Business Administration at the University of British Columbia,
and to the accounting profession. This volume contains twelve
invited papers on the general topic of the economic theory of
information and contracts. We asked leading scholars who had known
John to contribute papers. The response was very gratifying. The
authors provided us with new strong research papers that should
make a lasting contribution to the accounting and information
economics research literature, and make us all proud to have put
this volume together. The research papers in the volume are in
three sections: information evaluation in multi person conte)l: ts;
contracting in agencies under moral hazard; and contracting in
agencies with private information. We begin part I with Jerry
Feltham's review of John Butterworth's pioneering contributions to
the accounting and information economics literature. This is
followed by an introduction to the papers in the volume and the
papers themselves.
Alex Cowie As the twentieth century draws to a close, one of our
greatest problems is the availability of energy. One way to study
the energy problem is to resolve it into four areas; energy demand,
energy sources, transportation of energy from sources to demand
centers, and the optimal allocation of energy forms to demands.
Each of these areas is extremely complex by itself. When efforts
are made to tie them together, for example, to produce a National
Policy, the complexities are compounded. Another way to study the
energy problem, because of its political and so cial consequences,
is to resolve it into geographical areas. Individual prov inces of
Canada or states of the United States will have their concerns
about energy within their geographical boundaries. As producer,
consumer, or both, each wants to ensure an energy development
program which will work to the maximum benefit of its citizens.
Similarly, countries endeavor to pro tect their citizens and
undertake energy policies that will assure either a con tinuation
of the existing quality of life or - particularly in the case of
"Third World" countries - a marked improvement in quality of life.
These competing and conflicting goals call for a study which
encompasses the whole world. Again, complexity is piled upon
complexity. If the prob lem is not yet sufficiently complex, there
is an equally complex question of the effect of energy production
and use on the ecology."
This book introduces the readers to the rapidly growing literature
and latest results on financial, fundamental and seasonal
anomalies, stock selection modeling and portfolio management. Fifty
years ago, finance professors taught the Efficient Markets
Hypothesis which states that the average investor could not
outperform the stock market based on technical, seasonal and
fundamental data. Many, if not most faculty and investors, no
longer share that opinion. In this book, the authors report
original empirical evidence that applied investment research can
produce statistically significant stock selection and excess
portfolio returns in the US, and larger excess returns in
international and emerging markets.
The Handbooks in Finance are intended to be a definitive source for
comprehensive and accessible information in the field of finance.
Each individual volume in the series presents an accurate
self-contained survey of a sub-field of finance, suitable for use
by finance and economics professors and lecturers, professional
researchers, graduate students and as a teaching supplement.
It is fitting that the series Handbooks in Finance devotes a
handbook to Asset and Liability Management. Volume 2 focuses on
applications and case studies in asset and liability management.
The growth in knowledge about practical asset and liability
modeling has followed the popularity of these models in diverse
business settings. This volume portrays ALM in practice, in
contrast to Volume 1, which addresses the theories and
methodologies behind these models. In original articles
practitioners and scholars describe and analyze models used in
banking, insurance, money management, individual investor financial
planning, pension funds, and social security. They put the
traditional purpose of ALM, to control interest rate and liquidity
risks, into rich and broad-minded frameworks. Readers interested in
other business settings will find their discussions of financial
institutions both instructive and revealing.
* Focuses on pragmatic applications
* Relevant to a variety of risk-management industries
* Analyzes models used in most financial sectors
Exotic Betting at the Racetrack is unique as it covers the
efficient-inefficient strategy to price and find profitable
racetrack bets, along with handicapping that provides actual bets
made by the author on essentially all of the major wagers offered
at US racetracks. The book starts with efficiency, accuracy of the
win odds, arbitrage, and optimal betting strategies. Examples and
actual bets are shown for various wagers including win, place and
show, exacta, quinella, double, trifecta, superfecta, Pick 3, 4 and
6 and rainbow pick 5 and 6. There are discussions of major races
including the Breeders' Cup, Pegasus, Dubai World Cup and the US
Triple Crown from 2012-2018. Dosage analysis is also described and
used. An additional feature concerns great horses such as the great
mares Rachel Alexandra, Zenyatta, Goldikova, Treve, Beholder and
Song Bird. There is a discussion of horse ownership and a tour
through arguably the world's top trainer Frederico Tesio and his
stables and horses in Italy.Related Link(s)
Exotic Betting at the Racetrack is unique as it covers the
efficient-inefficient strategy to price and find profitable
racetrack bets, along with handicapping that provides actual bets
made by the author on essentially all of the major wagers offered
at US racetracks. The book starts with efficiency, accuracy of the
win odds, arbitrage, and optimal betting strategies. Examples and
actual bets are shown for various wagers including win, place and
show, exacta, quinella, double, trifecta, superfecta, Pick 3, 4 and
6 and rainbow pick 5 and 6. There are discussions of major races
including the Breeders' Cup, Pegasus, Dubai World Cup and the US
Triple Crown from 2012-2018. Dosage analysis is also described and
used. An additional feature concerns great horses such as the great
mares Rachel Alexandra, Zenyatta, Goldikova, Treve, Beholder and
Song Bird. There is a discussion of horse ownership and a tour
through arguably the world's top trainer Frederico Tesio and his
stables and horses in Italy.Related Link(s)
This guidebook presents historical and new material to assist the
reader to understand NFL game strategies and provides a winning
betting strategy. The authors, William Ziemba and Leonard MacLean
are professors, traders, financial analysts and sports enthusiasts.
They covered ideas like the game's strategies, and shared their
wealth of personal experience analyzing the regular season, the
playoffs and the Super Bowls in the years 2010-2017. The results of
their actual betting for the 2009-10 to the 2017-18 seasons are
provided. The authors concluded the book with a forecast for the
2018-2019 season. They determine the players most valuable to win
the games, discuss crucial decisions and provide prediction
methodology. The authors concluded with a forecast of the top
teams, players and odds to win the 53rd Super Bowl.
This guidebook presents historical and new material to assist the
reader to understand NFL game strategies and provides a winning
betting strategy. The authors, William Ziemba and Leonard MacLean
are professors, traders, financial analysts and sports enthusiasts.
They covered ideas like the game's strategies, and shared their
wealth of personal experience analyzing the regular season, the
playoffs and the Super Bowls in the years 2010-2017. The results of
their actual betting for the 2009-10 to the 2017-18 seasons are
provided. The authors concluded the book with a forecast for the
2018-2019 season. They determine the players most valuable to win
the games, discuss crucial decisions and provide prediction
methodology. The authors concluded with a forecast of the top
teams, players and odds to win the 53rd Super Bowl.
'Overall, the book provides an interesting and useful synthesis of
the authorsaEURO (TM) research on the predictions of stock market
crashes. The book can be recommended to anyone interested in the
Bond Stock Earnings Yield Differential model, and similar methods
to predict crashes.'Quantitative FinanceThis book presents studies
of stock market crashes big and small that occur from bubbles
bursting or other reasons. By a bubble we mean that prices are
rising just because they are rising and that prices exceed
fundamental values. A bubble can be a large rise in prices followed
by a steep fall. The focus is on determining if a bubble actually
exists, on models to predict stock market declines in bubble-like
markets and exit strategies from these bubble-like markets. We list
historical great bubbles of various markets over hundreds of
years.We present four models that have been successful in
predicting large stock market declines of ten percent plus that
average about minus twenty-five percent. The bond stock earnings
yield difference model was based on the 1987 US crash where the
S&P 500 futures fell 29% in one day. The model is based on
earnings yields relative to interest rates. When interest rates
become too high relative to earnings, there almost always is a
decline in four to twelve months. The initial out of sample test
was on the Japanese stock market from 1948-88. There all twelve
danger signals produced correct decline signals. But there were
eight other ten percent plus declines that occurred for other
reasons. Then the model called the 1990 Japan huge -56% decline. We
show various later applications of the model to US stock declines
such as in 2000 and 2007 and to the Chinese stock market. We also
compare the model with high price earnings decline predictions over
a sixty year period in the US. We show that over twenty year
periods that have high returns they all start with low price
earnings ratios and end with high ratios. High price earnings
models have predictive value and the BSEYD models predict even
better. Other large decline prediction models are call option
prices exceeding put prices, Warren Buffett's value of the stock
market to the value of the economy adjusted using BSEYD ideas and
the value of Sotheby's stock. Investors expect more declines than
actually occur. We present research on the positive effects of FOMC
meetings and small cap dominance with Democratic Presidents. Marty
Zweig was a wall street legend while he was alive. We discuss his
methods for stock market predictability using momentum and FED
actions. These helped him become the leading analyst and we show
that his ideas still give useful predictions in 2016-2017. We study
small declines in the five to fifteen percent range that are either
not expected or are expected but when is not clear. For these we
present methods to deal with these situations.The last four
January-February 2016, Brexit, Trump and French elections are
analzyed using simple volatility-S&P 500 graphs. Another very
important issue is can you exit bubble-like markets at favorable
prices. We use a stopping rule model that gives very good exit
results. This is applied successfully to Apple computer stock in
2012, the Nasdaq 100 in 2000, the Japanese stock and golf course
membership prices, the US stock market in 1929 and 1987 and other
markets. We also show how to incorporate predictive models into
stochastic investment models.
This book tells the story of how financial markets have evolved
over time and became increasingly more complex. The author, a
successful and experienced trader, who among other things won the
2015 battle of the quants futures contest held in New York, shares
how one can navigate today's dangerous financial markets and be
successful. Readers at all levels will benefit from his analysis
and many real life examples and experiences. The coverage is broad
and there is considerable discussion on ways to stay out of
trouble, protect oneself and grow one's assets. The author was the
first one to do turn of the year January effect trades in the
futures markets starting in the beginning of S&P 500 futures
trading in 1982. That has been successful and the author explains
his ideas and experiences from the beginning in simple markets to
the current, very complex markets we have in 2017.The author
discusses the various ways that traders and investors lose money in
the financial markets. Many examples are provided, including Long
Term Capital Management, ENRON, Amarath, Neiderhoffer's funds and
many major companies such as Lehman Brothers, Society Generale,
Saloman Brothers. This is invaluable to understanding ways to avoid
such losses.The author discusses great investors, their methods and
evaluation and the authors' work with several of them. Risk
arbitrage and mean reversion strategies are described through
actual use. Asset-liability models for pension funds, insurance
companies and other financial institutions devised by the author
are described. The author uses racetrack bias ideas in behavorial
finance in trading index futures and options. Large stock market
crashes that can be predicted are discussed with several models of
the author and others. Many mini crashes including the
January-February 2016, Brexit, Trump and French elections that are
plausible but largely unpredictable are described and how they were
dealt with successfully.Along with ways to deal with them,
investment in top quality racehorses, oriental carpets, real estate
and other interesting investments are covered. The author was
instrumental in viewing racing as a stock market. The ideas are
used by the top racing syndicates as well as hedge funds.The book
proceeds by weaving these aspects of the financial markets in the
modern era into a story of the author's academic, professional and
personal life. This is told through the people he met and worked
with and the academic and personal travel he had all over the world
this past half century. The text is simply written with details,
sources and references in the notes of each chapter. Details of
various important events and how they evolved are described. There
are numerous color and black and white photos in the text plus
graphs, tables etc. in the notes to tell the story. The teaching
and research into various financial and gambling markets takes the
reader to interesting places around the world. These include the US
and its many stock market ups and downs, Japan when they were
ruling the financial world and then they collapsed, the UK visits
with lectures, teaching and research work at their great
Universities including Cambridge and Oxford, Europe with many
activities in France, Italy, Germany and other places, to Asia
including discussions about travels to Persia, Turkey, Singapore,
Korea, China, Afghanistan, Russia and other countries. Also
discussed are visits to U.S. universities including Chicago, MIT,
Berkeley, UCLA and Washington. His work with horse racing
syndicates took him to Australia and Hong Kong. Crises like those
in Greece, US housing and internet and the flash crash are
discussed.
This book tells the story of how financial markets have evolved
over time and became increasingly more complex. The author, a
successful and experienced trader, who among other things won the
2015 battle of the quants futures contest held in New York, shares
how one can navigate today's dangerous financial markets and be
successful. Readers at all levels will benefit from his analysis
and many real life examples and experiences. The coverage is broad
and there is considerable discussion on ways to stay out of
trouble, protect oneself and grow one's assets. The author was the
first one to do turn of the year January effect trades in the
futures markets starting in the beginning of S&P 500 futures
trading in 1982. That has been successful and the author explains
his ideas and experiences from the beginning in simple markets to
the current, very complex markets we have in 2017.The author
discusses the various ways that traders and investors lose money in
the financial markets. Many examples are provided, including Long
Term Capital Management, ENRON, Amarath, Neiderhoffer's funds and
many major companies such as Lehman Brothers, Society Generale,
Saloman Brothers. This is invaluable to understanding ways to avoid
such losses.The author discusses great investors, their methods and
evaluation and the authors' work with several of them. Risk
arbitrage and mean reversion strategies are described through
actual use. Asset-liability models for pension funds, insurance
companies and other financial institutions devised by the author
are described. The author uses racetrack bias ideas in behavorial
finance in trading index futures and options. Large stock market
crashes that can be predicted are discussed with several models of
the author and others. Many mini crashes including the
January-February 2016, Brexit, Trump and French elections that are
plausible but largely unpredictable are described and how they were
dealt with successfully.Along with ways to deal with them,
investment in top quality racehorses, oriental carpets, real estate
and other interesting investments are covered. The author was
instrumental in viewing racing as a stock market. The ideas are
used by the top racing syndicates as well as hedge funds.The book
proceeds by weaving these aspects of the financial markets in the
modern era into a story of the author's academic, professional and
personal life. This is told through the people he met and worked
with and the academic and personal travel he had all over the world
this past half century. The text is simply written with details,
sources and references in the notes of each chapter. Details of
various important events and how they evolved are described. There
are numerous color and black and white photos in the text plus
graphs, tables etc. in the notes to tell the story. The teaching
and research into various financial and gambling markets takes the
reader to interesting places around the world. These include the US
and its many stock market ups and downs, Japan when they were
ruling the financial world and then they collapsed, the UK visits
with lectures, teaching and research work at their great
Universities including Cambridge and Oxford, Europe with many
activities in France, Italy, Germany and other places, to Asia
including discussions about travels to Persia, Turkey, Singapore,
Korea, China, Afghanistan, Russia and other countries. Also
discussed are visits to U.S. universities including Chicago, MIT,
Berkeley, UCLA and Washington. His work with horse racing
syndicates took him to Australia and Hong Kong. Crises like those
in Greece, US housing and internet and the flash crash are
discussed.
'Overall, the book provides an interesting and useful synthesis of
the authorsaEURO (TM) research on the predictions of stock market
crashes. The book can be recommended to anyone interested in the
Bond Stock Earnings Yield Differential model, and similar methods
to predict crashes.'Quantitative FinanceThis book presents studies
of stock market crashes big and small that occur from bubbles
bursting or other reasons. By a bubble we mean that prices are
rising just because they are rising and that prices exceed
fundamental values. A bubble can be a large rise in prices followed
by a steep fall. The focus is on determining if a bubble actually
exists, on models to predict stock market declines in bubble-like
markets and exit strategies from these bubble-like markets. We list
historical great bubbles of various markets over hundreds of
years.We present four models that have been successful in
predicting large stock market declines of ten percent plus that
average about minus twenty-five percent. The bond stock earnings
yield difference model was based on the 1987 US crash where the
S&P 500 futures fell 29% in one day. The model is based on
earnings yields relative to interest rates. When interest rates
become too high relative to earnings, there almost always is a
decline in four to twelve months. The initial out of sample test
was on the Japanese stock market from 1948-88. There all twelve
danger signals produced correct decline signals. But there were
eight other ten percent plus declines that occurred for other
reasons. Then the model called the 1990 Japan huge -56% decline. We
show various later applications of the model to US stock declines
such as in 2000 and 2007 and to the Chinese stock market. We also
compare the model with high price earnings decline predictions over
a sixty year period in the US. We show that over twenty year
periods that have high returns they all start with low price
earnings ratios and end with high ratios. High price earnings
models have predictive value and the BSEYD models predict even
better. Other large decline prediction models are call option
prices exceeding put prices, Warren Buffett's value of the stock
market to the value of the economy adjusted using BSEYD ideas and
the value of Sotheby's stock. Investors expect more declines than
actually occur. We present research on the positive effects of FOMC
meetings and small cap dominance with Democratic Presidents. Marty
Zweig was a wall street legend while he was alive. We discuss his
methods for stock market predictability using momentum and FED
actions. These helped him become the leading analyst and we show
that his ideas still give useful predictions in 2016-2017. We study
small declines in the five to fifteen percent range that are either
not expected or are expected but when is not clear. For these we
present methods to deal with these situations.The last four
January-February 2016, Brexit, Trump and French elections are
analzyed using simple volatility-S&P 500 graphs. Another very
important issue is can you exit bubble-like markets at favorable
prices. We use a stopping rule model that gives very good exit
results. This is applied successfully to Apple computer stock in
2012, the Nasdaq 100 in 2000, the Japanese stock and golf course
membership prices, the US stock market in 1929 and 1987 and other
markets. We also show how to incorporate predictive models into
stochastic investment models.
This book consists of invaluable introductions, tutorials and
problems which are helpful for teaching purposes and have a very
broad appeal and usage. The problems cover many aspects of static
and dynamic portfolio theory as well as other important subjects
such as arbitrage and asset pricing, utility theory, stochastic
dominance, risk aversion and static portfolio theory, risk
measures, dynamic portfolio theory and asset allocation. This
material could be used with important books that cover these topics
including MacLean-Ziemba's The Handbook of the Fundamentals of
Financial Decision Making, and Ziemba-Vickson's Stochastic
Optimization Models in Finance.
Great Investment Ideas is a collection of articles published in the
Journal of Portfolio Management from 1993 to 2015. The book
contains useful ideas for investment management and trading and
discusses the methods, results and evaluation of great investors.
It also covers important topics such as the effect of errors in
means, variances and co-variances in portfolio selection problems,
stock market crashes and stock market anomalies, portfolio theory
and practice, evaluation theory, etc. This book is a must-have
publication for investors and financial experts, researchers and
graduate students in finance.
Great Investment Ideas is a collection of articles published in the
Journal of Portfolio Management from 1993 to 2015. The book
contains useful ideas for investment management and trading and
discusses the methods, results and evaluation of great investors.
It also covers important topics such as the effect of errors in
means, variances and co-variances in portfolio selection problems,
stock market crashes and stock market anomalies, portfolio theory
and practice, evaluation theory, etc. This book is a must-have
publication for investors and financial experts, researchers and
graduate students in finance.
The World Scientific Handbook of Futures Markets serves as a
definitive source for comprehensive and accessible information in
futures markets. The emphasis is on the unique characteristics of
futures markets that make them worthy of a special volume. In our
judgment, futures markets are currently undergoing remarkable
changes as trading is shifting from open outcry to electronic and
as the traditional functions of hedging and speculation are
extended to include futures as an alternative investment vehicle in
traditional portfolios. The unique feature of this volume is the
selection of five classic papers that lay the foundations of the
futures markets and the invitation to the leading academics who do
work in the area to write critical surveys in a dozen important
topics.
The World Scientific Handbook of Futures Markets serves as a
definitive source for comprehensive and accessible information in
futures markets. The emphasis is on the unique characteristics of
futures markets that make them worthy of a special volume. In our
judgment, futures markets are currently undergoing remarkable
changes as trading is shifting from open outcry to electronic and
as the traditional functions of hedging and speculation are
extended to include futures as an alternative investment vehicle in
traditional portfolios. The unique feature of this volume is the
selection of five classic papers that lay the foundations of the
futures markets and the invitation to the leading academics who do
work in the area to write critical surveys in a dozen important
topics.
This book shows the breadth and depth of stochastic programming
applications. All the papers presented here involve optimization
over the scenarios that represent possible future outcomes of the
uncertainty problems. The applications, which were presented at the
12th International Conference on Stochastic Programming held in
Halifax, Nova Scotia in August 2010, span the rich field of uses of
these models. The finance papers discuss such diverse problems as
longevity risk management of individual investors, personal
financial planning, intertemporal surplus management, asset
management with benchmarks, dynamic portfolio management, fixed
income immunization and racetrack betting. The production and
logistics papers discuss natural gas infrastructure design, farming
Atlantic salmon, prevention of nuclear smuggling and sawmill
planning. The energy papers involve electricity production
planning, hydroelectric reservoir operations and power generation
planning for liquid natural gas plants. Finally, two
telecommunication papers discuss mobile network design and
frequency assignment problems.
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