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Search: subject:"Mean absolute deviation"
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Theorie
16
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16
Portfolio selection
13
Portfolio-Management
13
Mathematical programming
11
Mathematische Optimierung
11
mean absolute deviation
9
Mean absolute deviation
7
Risk
6
Forecasting model
5
Prognoseverfahren
5
Risiko
5
Risikomaß
5
Risk measure
5
Mean absolute deviation (MAD)
4
Efficient market
3
Estimation theory
3
Hedging
3
MAD
3
Risikomanagement
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Risk management
3
Schätztheorie
3
Accounting
2
CAPM
2
Credit risk
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Efficient market hypothesis
2
Effizienzmarkthypothese
2
Expected utility
2
Forecast accuracy measure
2
Geometric mean
2
Insurance and Immunization of portfolios
2
Kreditrisiko
2
Linear programming model
2
Mean - Target-Shortfall-Probability Portfolios
2
Mean Absolute Deviation (MAD)
2
Mean-absolute deviation
2
Moving average method
2
Mutual fund
2
Optimized variance
2
Portfolio Optimization
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Undetermined
27
Free
6
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Article
34
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Article in journal
23
Aufsatz in Zeitschrift
23
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4
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3
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2
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2
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English
30
Undetermined
8
French
1
Author
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Ren, Louie
5
Ren, Peter
4
Konno, Hiroshi
2
Markowitz, Harry
2
Michalik, Thorsten
2
Roy, Dilip
2
Schubert, Leo
2
Tavakoli Baghdadabad, Mohammad Reza
2
Yamamoto, Rei
2
Abderrazik, Amal
1
Bahi, El
1
Barro, Diana
1
Berend, Daniel
1
Boutkardine, Mehdi
1
Bräutigam, Marcel
1
Burger, Ronelle
1
Canestrelli, Elio
1
Castellano, Rosella
1
Cerqueti, Roy
1
Clemente, Gian Paolo
1
Consigli, Giorgio
1
Croci, Davide
1
Dasgupta, Tanmoy
1
Dhakshayani, Ekambaram
1
Dharmaraja, Selvamuthu
1
El Bouhadi, Abdelhamid
1
Ghosh, Tirthankar
1
Glasure, Yong
1
Glasure, Yong-un
1
Glensk, Barbara
1
Grassi, Rosanna
1
Han, Yingwei
1
Henriques, Carla Oliveira
1
Hirsch, Michael J.
1
Hosseini-Nodeh, Zohreh
1
Houda, Nour El
1
Jabali, Ola
1
Kannan, Govindan
1
Kar, Sujata
1
Kartoubi, Salah Eddine
1
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Collegio Carlo Alberto, Università degli Studi di Torino
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Computational Management Science
2
Finance research letters
2
International Journal of Quality & Reliability Management
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of the Institute of Statistical Mathematics
1
Asia Pacific financial markets
1
Benchmarking : an international journal ; BIJ
1
Benchmarking: An International Journal
1
Carlo Alberto Notebooks
1
Computational Management Science : CMS
1
Computational management science
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Documents de recherche / ESSEC Centre de Recherche
1
Economic Analysis Working Papers
1
Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2014)
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
FCN working paper
1
International Advances in Economic Research
1
International Journal of Emerging Markets
1
International business and economics research journal
1
International journal of emerging markets
1
International journal of financial markets and derivatives
1
International journal of logistics systems and management
1
International journal of portfolio analysis and management : IJPAM
1
International journal of production research
1
International journal of productivity and quality management : IJPQM
1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
Journal of the Operational Research Society
1
MPRA Paper
1
Mathematics and financial economics
1
Nonprofit and voluntary sector quarterly : journal of the Association for Research on Nonprofit Organizations and Voluntary Action
1
Statistics & Probability Letters
1
The European journal of finance
1
The empirical economics letters : a monthly international journal of economics
1
The journal of investment strategies
1
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ECONIS (ZBW)
25
RePEc
9
Other ZBW resources
4
EconStor
1
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11
Abiding by the law? : using benford’s law to examine the accuracy of nonprofit financial reports
Qu, Heng
;
Steinberg, Richard
;
Burger, Ronelle
- In:
Nonprofit and voluntary sector quarterly : journal of …
49
(
2020
)
3
,
pp. 548-570
Persistent link: https://www.econbiz.de/10012215998
Saved in:
12
Productivity improvement in furniture industry using lean tools and process simulation
Murali, C. Shyam
;
Prabukarthi, A.
- In:
International journal of productivity and quality …
30
(
2020
)
2
,
pp. 214-233
Persistent link: https://www.econbiz.de/10012254791
Saved in:
13
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
Saved in:
14
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
Saved in:
15
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
Saved in:
16
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
Saved in:
17
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
Saved in:
18
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
Saved in:
19
Testing the market efficiency by
mean
absolute
deviation
Ren, Louie
;
Ren, Peter
- In:
Benchmarking : an international journal ; BIJ
24
(
2017
)
7
,
pp. 2049-2062
Persistent link: https://www.econbiz.de/10011743912
Saved in:
20
Extended omega ratio optimization for risk-averse investors
Sharma, Amita
;
Mehra, Aparna
- In:
International transactions in operational research : …
24
(
2017
)
3
,
pp. 485-506
Persistent link: https://www.econbiz.de/10011724426
Saved in:
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