Prof. Steven Dunbar: New Applications
https://www.maplesoft.com/applications/author.aspx?mid=21718
en-us2020 Maplesoft, A Division of Waterloo Maple Inc.Maplesoft Document SystemSat, 26 Sep 2020 15:56:00 GMTSat, 26 Sep 2020 15:56:00 GMTNew applications published by Prof. Steven Dunbarhttps://www.maplesoft.com/images/Application_center_hp.jpgProf. Steven Dunbar: New Applications
https://www.maplesoft.com/applications/author.aspx?mid=21718
Optimal Portfolio Allocation and Economic Utility
https://www.maplesoft.com/applications/view.aspx?SID=4860&ref=Feed
<p>Show how the risk and reward set of a portfolio of two or three securities whose returns are jointly normally distributed is calculated from standard theorems about the mean and variance of linear combinations of the random variables. Use ideas from multivariable calculus to show how the feasible set is derived. Visualize the efficient frontier of the risk and reward set. Visualize the economic utility of the portfolio. Show how the concept of economic utility selects a unique optimal portfolio on the efficient frontier.</p><img src="https://www.maplesoft.com/view.aspx?si=4860/thumb2.jpg" alt="Optimal Portfolio Allocation and Economic Utility" style="max-width: 25%;" align="left"/><p>Show how the risk and reward set of a portfolio of two or three securities whose returns are jointly normally distributed is calculated from standard theorems about the mean and variance of linear combinations of the random variables. Use ideas from multivariable calculus to show how the feasible set is derived. Visualize the efficient frontier of the risk and reward set. Visualize the economic utility of the portfolio. Show how the concept of economic utility selects a unique optimal portfolio on the efficient frontier.</p>https://www.maplesoft.com/applications/view.aspx?SID=4860&ref=FeedMon, 14 Sep 2009 04:00:00 ZShengjie GuoShengjie GuoA Counter-Example on the Density of Integers
https://www.maplesoft.com/applications/view.aspx?SID=1708&ref=Feed
Illustrate the solution of a problem of finding a counter-example involving density of sets of integers; emphasizing analytic, numerical and graphical methods of illustrating the solution.<img src="https://www.maplesoft.com/view.aspx?si=1708/density.jpg" alt="A Counter-Example on the Density of Integers" style="max-width: 25%;" align="left"/>Illustrate the solution of a problem of finding a counter-example involving density of sets of integers; emphasizing analytic, numerical and graphical methods of illustrating the solution.https://www.maplesoft.com/applications/view.aspx?SID=1708&ref=FeedMon, 23 Jan 2006 00:00:00 ZProf. Steven DunbarProf. Steven DunbarRumors: Visualization and Analysis of a Stochastic Process
https://www.maplesoft.com/applications/view.aspx?SID=1702&ref=Feed
Simulation, visualization and analysis of a stochastic process and quantities associated with the process. Analysis of Markov processes using "first-step analysis" and limiting arguments.<img src="https://www.maplesoft.com/view.aspx?si=1702/popnvisual.jpg" alt="Rumors: Visualization and Analysis of a Stochastic Process" style="max-width: 25%;" align="left"/>Simulation, visualization and analysis of a stochastic process and quantities associated with the process. Analysis of Markov processes using "first-step analysis" and limiting arguments.https://www.maplesoft.com/applications/view.aspx?SID=1702&ref=FeedMon, 09 Jan 2006 00:00:00 ZProf. Steven DunbarProf. Steven Dunbar