否决
发表于 2025-3-26 22:18:29
http://reply.papertrans.cn/87/8643/864215/864215_31.png
Critical
发表于 2025-3-27 03:02:32
http://reply.papertrans.cn/87/8643/864215/864215_32.png
hazard
发表于 2025-3-27 08:22:06
Tadeusz Kaczorekinical psychology engineering, industrial design and technology management to ensure the content is applicable to people‘s daily lives..978-94-017-8217-3978-94-007-5470-6Series ISSN 2213-8986 Series E-ISSN 2213-8994
浪费时间
发表于 2025-3-27 11:38:08
t university instruction and current industry practice by providing a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods. The computational aspect of the book is based on extensive use of S-Plus®, the S+NuOPT™ optimization module, the S-Plus Ro
询问
发表于 2025-3-27 15:52:45
Tadeusz Kaczorekthe risk capital budgeting metaphor pour old wine into new casks.”3 We very much agree with the latter two comments and argue that the merit of risk budgeting does not come from an increase in intellectual insight but rather from a more accessible way of decomposing and presenting investment risks.
FUSC
发表于 2025-3-27 17:53:31
http://reply.papertrans.cn/87/8643/864215/864215_36.png
闹剧
发表于 2025-3-28 00:27:46
http://reply.papertrans.cn/87/8643/864215/864215_37.png
AMOR
发表于 2025-3-28 02:07:44
Tadeusz Kaczorekwith reference to appropriate working examples..The current book combines the five dimensions of knowledge, i.e., sleep medicine, clinical psychology engineering, industrial design and technology management to ensure the content is applicable to people‘s daily lives..
摸索
发表于 2025-3-28 07:22:34
Tadeusz Kaczorekclinical outcomes. It has some value in the assessment of sleep disorders, although it may not help in distinguishing between different sleep disorders..Newer scoring algorithms have great accuracy in determining the variables that are most important in insomnia – that is, they have improved ability
Outshine
发表于 2025-3-28 12:21:05
Tadeusz Kaczorekc. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.. .978-3-642-44029-8978-3-642-33436-8Series ISSN 2192-4333 Series E-ISSN 2192-4341