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  • Search: subject:"Mean absolute deviation"
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Year of publication
Subject
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Theorie 16 Theory 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 3 Risk management 3 Schätztheorie 3 Accounting 2 CAPM 2 Credit risk 2 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 2
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Online availability
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Undetermined 27 Free 6
Type of publication
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Article 34 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 23 Aufsatz in Zeitschrift 23 research-article 4 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
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Language
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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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Institution
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Collegio Carlo Alberto, Università degli Studi di Torino 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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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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Source
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ECONIS (ZBW) 25 RePEc 9 Other ZBW resources 4 EconStor 1
Showing 11 - 20 of 39
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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