Huber, Philippe (contributor); Scaillet, Olivier (contributor) - 2005
Financial As
set Management and Engineering
A latent factor model for ordinal data to measure multivariate predictive ability of … derive an association
measure valid in an ordinal setting . To our knowledge, such an association
measure between … Financial Asset Management and Engineering (FAME) is a private foundation created
in 1996 on the initiative of 21 leading …