Search Results - subject:"Absolute deviation"

Income Inequality by Method of Non-weighted Average Absolute Deviation: case study of Central and Eastern European Countries

Tureckova, Kamila - Instytut Badañ Gospodarczych (IBG) - 2015

The presented article uses the method of non-weighted average absolute deviation for expressing income inequality in … of non-weighted average absolute deviation explained. The third part contains the empirical analysis of income inequality …

Persistent link: https://www.econbiz.de/10011249461

Volatility versus downside risk : performance protection in dynamic portfolio strategies

Barro, Diana; Canestrelli, Elio; Consigli, Giorgio - In: Computational Management Science : CMS 16 (2019) 3, pp. 433-479

Persistent link: https://www.econbiz.de/10012053148

A multiobjective interval portfolio framework for supporting investor's preferences under different risk assumptions

Henriques, Carla Oliveira; Neves, Elisabete Duarte - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1639-1661

Persistent link: https://www.econbiz.de/10012214353

Linear programing models for portfolio optimization using a benchmark

Park, Seyoung; Song, Hyunson; Lee, Sungchul - In: The European journal of finance 25 (2019) 5, pp. 435-457

Persistent link: https://www.econbiz.de/10012206989

Selecting the regularization parameters in high-dimensional panel data models : consistency and efficiency

Ando, Tomohiro; Bai, Jushan - In: Econometric reviews 37 (2018) 1/5, pp. 183-211

Persistent link: https://www.econbiz.de/10012038541

Least absolute deviation estimation of linear econometric models: A literature review

Dasgupta, Madhuchhanda; Mishra, SK - Volkswirtschaftliche Fakultät, … - 2004

Least Absolute Deviation (LAD) method performs well. This paper is an attempt to survey the literature on LAD estimation of …

Persistent link: https://www.econbiz.de/10005790442

Testing the market efficiency by mean absolute deviation

Ren, Louie; Ren, Peter - In: Benchmarking: An International Journal 24 (2017) 7, pp. 2049-2062

of this paper is to apply the forecast accuracy measure, mean absolute deviation (MAD), to check the validity of the …

Persistent link: https://www.econbiz.de/10014684252

An Adaptive Overload Detection Policy Based on the Estimator Sn in Cloud Environment

Bala, Minu; Padha, Devanand - In: International Journal of Service Science, Management, … 8 (2017) 3, pp. 93-107

policy are compared with Median Absolute Deviation policy for overload detection and it has been found that energy … performance efficiency of proposed policy is better than the median absolute deviation policy. …

Persistent link: https://www.econbiz.de/10012048125

A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics

Singh, Arti; Dharmaraja, Selvamuthu - In: International journal of financial markets and derivatives 6 (2017) 2, pp. 102-119

Persistent link: https://www.econbiz.de/10011862377

Risk constraints for portfolio optimization with fixed-fee transaction cost

Hirsch, Michael J.; Navarro, Nicole - In: The journal of investment strategies 6 (2017) 2, pp. 91-112

Persistent link: https://www.econbiz.de/10011668136