Simon Acomb

Acomb Financial Research Limited

Carnforth, Lancashire, LA6 1AZ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

697

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

Multi-Asset Class Portfolio Optimisation Using a Belief Rule-Based System

Manchester Business School Research Paper No. 603
Number of pages: 23 Posted: 29 Sep 2010
Alliance Manchester Business School, University of Manchester, University of Manchester - Manchester Business School, University of Manchester - Manchester Business School, University of Manchester - Manchester Business School, University of Manchester - Manchester Business School and Acomb Financial Research Limited
Downloads 135 (338,709)

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Belief rule base, evidential reasoning, asset class, portfolio optimisation

Multi-Asset Class Portfolio Optimisation Using a Belief Rule-Based System

Number of pages: 23 Posted: 24 Aug 2010
University of Manchester - Manchester Business School, University of Manchester - Manchester Business School, University of Manchester - Manchester Business School, University of Manchester - Manchester Business School, Acomb Financial Research Limited and Alliance Manchester Business School, University of Manchester
Downloads 105 (408,236)

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Belief rule base, evidential reasoning, asset class, portfolio optimisation

2.

Pricing and Risk Measures of Mortgage Backed Securities with PDE Method

Number of pages: 27 Posted: 21 Oct 2013
XueFei He, Simon Acomb and Ser-Huang Poon
University of Manchester - Manchester Business School, Acomb Financial Research Limited and Alliance Manchester Business School, University of Manchester
Downloads 234 (209,206)

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Mortgage Backed Securities, Collateralized Mortgage Obligations, Partial Differential Equation, Monte Carlo Simulation, Risk Measures, Value at Risk

3.

Pricing and Risk Management with Stochastic Volatility Using Importance Sampling

Number of pages: 31 Posted: 30 Oct 2012 Last Revised: 20 Mar 2014
University of Manchester - Manchester Business School, Acomb Financial Research Limited and Alliance Manchester Business School, University of Manchester
Downloads 223 (219,136)
Citation 1

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Importance sampling, Simulation, Stochastic volatility