Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing

Adesi, Giovanni Barone; Carcano, Nicola

doi:10.1007/978-1-137-56486-3

Cited by 2 publications

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“…The use of economic and mathematical methods to solve identical problems increases the efficiency of economic analysis by expanding the factors under study, justifying management decisions, selecting the optimal use of economic resources, identifying and mobilizing reserves for increasing production efficiency [9]. Given the fact that all business processes are interconnected, and there is both direct and indirect relationship between them, it is possible to use mathematical methods processing economic parameters that change under the influence of various factors to model the economic activities of enterprises.…”

Section: Introductionmentioning

confidence: 99%

“…The book by Barone-Adesi and Carcano [9] considers multivariate analysis used to manage risks in stock trading and commodities, which include energy resources. Christodoulakis [16] examines the methods of factor analysis to analyze the dynamics of conflict and assess the economic costs associated with force majeure factors, for example, civil wars, while a number of other authors conduct a comprehensive assessment of the economic consequences of natural disasters [17].…”

Section: Introductionmentioning

confidence: 99%

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Professional Training of Emerging Fuel and Energy Industry Professionals Based on Factor Analysis

Kozlov¹,

Lapteva²

2022

TEM Journal

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The development of mathematical competencies and the ability to apply mathematical modeling is one of the key aspects of training engineering experts. The study showed a statistically significant increase in the objective assessment of knowledge in the experimental group compared to the control one (8.12 – 7.56 points on a 10-point scale in the experimental group and 5.15 – 6.68 points in the control one). The largest possible standard deviation in the study is 0.72, which indicates the statistical significance of the results obtained. The proposed methodology differs from the most commonly used design and modular methods in integrity and consistency.

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Section: Introductionmentioning

confidence: 99%