A comparative review of risk based portfolio allocations: An empirical study throughout rising yields

Since the financial crisis, risk based portfolio allocations have gained a great deal in popularity. This increase in popularity is primarily due to the fact that they make no assumptions as to the expected return of the assets in the portfolio. These portfolios implicitly put risk management at the heart of asset allocation and thus their recent appeal. This paper will serve as a comparison of four well-known risk based portfolio allocation methods; minimum variance, maximum diversification, inverse volatility and equally weighted risk contribution. Empirical backtests will be performed throughout rising interest rate periods from 1953 to 2015. Additionally, I will compare these portfolios to more simple allocation methods, such as equally weighted and a 60/40 asset-allocation mix. This paper will help to answer the question if these portfolios can survive in a rising interest rate environment.

The accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend

This project characterizes the accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend. A description of the escrowed dividend model is provided, and a comparison between this model and the benchmark model is realized. It is concluded that options on stocks with either low volatility, low dividend yield, low ex-dividend to maturity ratio or that are deep in or out of the money are reasonably priced with the escrowed dividend model.

Influence of constraining and confinement in the molecular mobility of low molecular weight materials

Dissertation presented to obtain a Ph.D. Degree in Chemical Physics

Low-voltage low-power CMOS analogue circuits for Gaussian and uniform noise generation

IEEE International Symposium on Circuits and Systems, MAY 25-28, 2003, Bangkok, Thailand. (ISI Web of Science)

Low-power 6-bit 1-GS/s two-channel pipeline ADC with open-loop amplification using amplifiers with local-feedback

IEEE International Symposium on Circuits and Systems, pp. 2258 – 2261, Seattle, EUA

New low-power 1.5-bit time-interleaved MDAC based on MOS capacitor amplification

15th IEEE International Conference on Electronics, Circuits and Systems, Malta

Low power low voltage quadrature RC oscillators for modern RF receivers

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

Static detection of anomalies in transactional memory programs

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática

Low cost inertial-based localization system for a service robot

Dissertation presented at Faculty of Sciences and Technology of the New University of Lisbon to attain the Master degree in Electrical and Computer Science Engineering

Vibroacoustic disease II: The biological and acoustical basis of low frequency noise induced pathology

Proceedings Institute of Acoustics (UK); vol. 25, nº2, p. 72-78.

Design of switched-capacitor filters using low gain amplifiers

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Spatial-temporal analyses of climate elements, vegetation characteristics and sea surface temperature anomaly. A Case study in Gojam, Ethiopia

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Evaluation of Spatial interpolation techniques for mapping climate variables with low sample density: a case study using a new gridded dataset of Bangladesh

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Low-Spin Heme b3 in the Catalytic Center of Nitric Oxide Reductase from Pseudomonas nautica

Biochemistry, 2011, 50 (20), pp 4251–4262 DOI: 10.1021/bi101605p

Interoperability on low power devices

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores