Search Results - subject:"Absolute deviation"

Michalik, Thorsten; Schubert, Leo - In: Economic Analysis Working Papers (2002-2010). Atlantic … 8 (2009) December, pp. 1-23

, the absolute deviation and some different target-shortfall probabilities are applied. To find efficient portfolios for the …

Persistent link: https://www.econbiz.de/10008484497

A Unified Approach to Economic Dominance and Inequality Measures using a General Transformation Function

Ghosh, Subir - In: Journal of Income Distribution 18 (2009) 1, pp. 42-52

We present three generalized, empirical, economic inequality definitions for the empirical dominance of the income distribution of Population 1 over that of Population 2 with respect to their n-person economy in terms of a general transformation function G. These definitions are based on the...

Persistent link: https://www.econbiz.de/10010720163

An empirical analysis of funds’ alternative measures in the mean absolute deviation (MAD) framework

Tavakoli Baghdadabad, Mohammad Reza - In: International Journal of Emerging Markets 10 (2015) 4, pp. 726-746

mutual funds using the risk statistic generated by the mean absolute deviation (MAD) and promote the ability of portfolio …

Persistent link: https://www.econbiz.de/10014789111

Volume-herding interaction in the American market

BenSaïda, Ahmed; Jlassi, Mouna; Litimi, Houda - In: American Journal of Finance and Accounting 4 (2015) 1, pp. 50-69

modifying the Cross-Sectional Standard Deviation (CSSD) model and the Cross-Sectional Absolute Deviation (CSAD) model. Results …

Persistent link: https://www.econbiz.de/10011207764

Linear vs quadratic portfolio selection models with hard real-world constraints

Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio - In: Computational Management Science : CMS 12 (2015) 3, pp. 345-370

Persistent link: https://www.econbiz.de/10011285989

A semiparametric conditional capital asset pricing model

Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126

Persistent link: https://www.econbiz.de/10011545159

Income inequality by method of non-weighted average absolute deviation : case study of Central and Eastern European countries

Turečková, Kamila - In: Equilibrium : quarterly journal of economics and … 10 (2015) 4, pp. 99-110

Persistent link: https://www.econbiz.de/10011499227

Functional index coefficient models with variable selection

Cai, Zongwu; Juhl, Ted; Yang, Bingduo - In: Journal of econometrics 189 (2015) 2, pp. 272-284

Persistent link: https://www.econbiz.de/10011504526

Sample quantile analysis for long-memory stochastic volatility models

Ho, Hwai-chung - In: Journal of econometrics 189 (2015) 2, pp. 360-370

Persistent link: https://www.econbiz.de/10011504558

An empirical analysis of funds' alternative measures in the mean absolute deviation (MAD) framework

Tavakoli Baghdadabad, Mohammad Reza - In: International journal of emerging markets 10 (2015) 4, pp. 726-746

Persistent link: https://www.econbiz.de/10011489432