'Extra factors' presentation slideshows

Communication costs of LU decomposition algorithms for banded matrices

Communication costs of LU decomposition algorithms for banded matrices. Razvan Carbunescu. Outline (1/2). Sequential general LU factorization (GETRF) and Lower Bounds Definitions and Lower Bounds LAPACK algorithm Communication cost Summary

599 views • 45 slides

How Delegated Fund Management Creates Comovements and Priced Factors

How Delegated Fund Management Creates Comovements and Priced Factors. Prof. Michael Stutzer Burridge Center for Securities Analysis and Valuation Leeds School of Business University of Colorado Boulder, Colorado. Technical References. Proof of the Key Theoretical Result is Found in :

364 views • 28 slides

Risk Control

277 views • 16 slides