Sampling for quality inspection and correction: AOQL performance criteria

Probability

Notes on the Markowitz portfolio selection method

Portfolio Investment;management science

E.O.Q.L.: A revised and improved version of A.O.Q.L.

Sampling;probability theory

Bayesian discovery sampling: A simple model of Bayesian inference in auditing

Auditing;Sampling;accountancy

Applications of statistical methods and techniques to auditing and accounting

Statistical Methods;Auditing;accounting/ accountancy

Differentiability properties of the efficient (u,q2)-set in the Markowitz portfolio selection method

The set of efficient (Rho2)-combinations in the (Rho2)-plane of the Markowitz portfolio selection method consists of a series of strictly convex parabola. In the transition points from one parabola to the next one, the curve may be indifferentiable. The article gives necessary and sufficient conditions for differentiability and compares these conditions with statements on differentiability in the literature. A new proof of the differentiability property is presented using the portfolio selection model with one riskless asset.Portfolio Investment;management science

On the differentiability of the set of efficient (u,~2) combinations in the Markovitz portfolio selection method

Portfolio Investment;management science

Sampling for quality inspection and correction: AOQL performance criteria (Version 3)

Sampling;mathematische statistiek