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  • Search: subject:"Location and scale"
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Year of publication
Subject
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Performance measurement 3 uncertainty 3 Efficient sets 2 Generalized location and scale property 2 Location and scale condition 2 Mean-risk models 2 Portfolio selection 2 Portfolio-Management 2 Research Methods/ Statistical Methods 2 Second-degree stochastic dominance 2 Sharpe ratio 2 Theorie 2 Theory 2 Utility theory 2 functional specification 2 location and scale condition 2 location and scale parameter condition 2 mean-standard deviation approach 2 risk aversion 2 2020 1 Akquisitionsfinanzierung 1 Arrangement increasing 1 Asset management 1 Benchmarking 1 Betriebliche Kreislaufwirtschaft 1 Betriebliche Standortwahl 1 DCS copula models 1 DCS models of location and scale 1 Dynamic Conditional Score (DCS) models 1 ETFs 1 Estimation theory 1 Facility location and scale 1 Firm location choice 1 Gamma function 1 Index derivative 1 Indexderivat 1 Leveraged ETFs 1 Lieferkette 1 Location 1 Location and scale 1
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Online availability
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Undetermined 7 Free 3
Type of publication
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Article 12 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Congress Report 1
Language
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English 7 Undetermined 7
Author
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Auer, Benjamin R. 4 Schuhmacher, Frank 4 Nakashima, Takahiro 2 Ayala, Astrid 1 Bednarek, Ziemowit 1 Blazsek, Szabolcs 1 Eling, Martin 1 Hennessy, David A. 1 Kagan, Abram M. 1 Lapan, Harvey E. 1 Ley, Christophe 1 Malinovsky, Yaakov 1 Patel, Pratish 1 Sun, Qiuji 1 Swan, Yvik 1 Takada, Yoshikazu 1 Wang, Kai 1 Zhang, Xiaotian 1 Zhen, Lu 1
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Institution
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Agricultural and Applied Economics Association - AAEA 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1
Published in...
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International journal of theoretical and applied finance 2 2006 Annual meeting, July 23-26, Long Beach, CA 1 Annals of the Institute of Statistical Mathematics 1 Economic Theory 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 International journal of production research 1 Journal of Banking & Finance 1 Journal of investment management : JOIM 1 Statistics & Probability Letters 1 The European journal of finance 1 Working Papers ECARES 1
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Source
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RePEc 7 ECONIS (ZBW) 6 BASE 1
Showing 1 - 10 of 14
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Just say no to Leveraged ETFs
Bednarek, Ziemowit; Patel, Pratish - In: Journal of investment management : JOIM 20 (2022) 3, pp. 53-69
Persistent link: https://www.econbiz.de/10013465398
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Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.; Schuhmacher, Frank - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
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On the role of skewness, kurtosis, and the location and scale condition in a sharpe ratio performance evaluation setting
Auer, Benjamin R. - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10011403903
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Facility location and scale optimisation in closed-loop supply chain
Zhen, Lu; Sun, Qiuji; Wang, Kai; Zhang, Xiaotian - In: International journal of production research 57 (2019) 24, pp. 7567-7585
Persistent link: https://www.econbiz.de/10012193888
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Score-driven copula models for portfolios of two risky assets
Ayala, Astrid; Blazsek, Szabolcs - In: The European journal of finance 24 (2018) 18, pp. 1861-1884
Persistent link: https://www.econbiz.de/10012259236
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A unified approach to Stein characterizations
Ley, Christophe; Swan, Yvik - European Centre for Advanced Research in Economics and … - 2011
This article deals with Stein characterizations of probability distributions. We provide a general framework for interpreting these in terms of the parameters of the underlying distribution. In order to do so we introduce two concepts (a class of functions and an operator) which generalize those...
Persistent link: https://www.econbiz.de/10009149204
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Sufficient conditions under which SSD- and MR-efficient sets are identical
Schuhmacher, Frank; Auer, Benjamin R. - In: European Journal of Operational Research 239 (2014) 3, pp. 756-763
location and scale property, which can be interpreted as a market model. Under these conditions, there is no controversy among …
Persistent link: https://www.econbiz.de/10010906818
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Sufficient conditions under which SSD- and MR-efficient sets are identical
Schuhmacher, Frank; Auer, Benjamin R. - In: European journal of operational research : EJOR 239 (2014) 3, pp. 756-763
Persistent link: https://www.econbiz.de/10010411512
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Examining the Functional Specification of Two-Parameter Model under Location and Scale Parameter Condition
Nakashima, Takahiro - 2006
The functional specification of mean-standard deviation approach is examined under location and scale parameter … condition. Firstly, the full set of restrictions imposed on the mean-standard deviation function under the location and scale …
Persistent link: https://www.econbiz.de/10009443502
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Examining the Functional Specification of Two-Parameter Model under Location and Scale Parameter Condition
Nakashima, Takahiro - Agricultural and Applied Economics Association - AAEA - 2006
The functional specification of mean-standard deviation approach is examined under location and scale parameter … condition. Firstly, the full set of restrictions imposed on the mean-standard deviation function under the location and scale …
Persistent link: https://www.econbiz.de/10005804914
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