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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
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5
Mean absolute deviation (MAD)
4
Efficient market
3
Estimation theory
3
Hedging
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3
Risikomanagement
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3
Schätztheorie
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CAPM
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Credit risk
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2
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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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23
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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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1
Evaluation of the market efficiency by two new scale-independent forecast accuracy measures
Ren, Louie
;
Glasure, Yong-un
;
Ren, Peter
- In:
The empirical economics letters : a monthly …
20
(
2021
)
4
,
pp. 545-556
Persistent link: https://www.econbiz.de/10013273087
Saved in:
2
The balanced p-median problem with unitary demand
Croci, Davide
;
Jabali, Ola
;
Malucelli, Federico
- In:
Computers & operations research : and their …
155
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014339056
Saved in:
3
Portfolio optimization using robust
mean
absolute
deviation
model : Wasserstein metric approach
Hosseini-Nodeh, Zohreh
;
Shiraz, Rashed Khanjani
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472705
Saved in:
4
Bivariate FCLT for the sample quantile and measures of dispersion for augmented GARCH(p, q) processes
Bräutigam, Marcel
;
Kratz, Marie
-
2019
Persistent link: https://www.econbiz.de/10012138444
Saved in:
5
Financial reporting quality of private and public banks in India
Prasanna Kumar, Vijyapu
;
Kar, Sujata
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
6
,
pp. 712-729
Persistent link: https://www.econbiz.de/10014230071
Saved in:
6
Fuzzy portfolio optimization for power generation assets
Glensk, Barbara
;
Madlener, Reinhard
-
2018
-
Revised
Persistent link: https://www.econbiz.de/10011596658
Saved in:
7
An efficient equity investing model using smart beta based on market phase information
Yamamoto, Rei
- In:
International journal of portfolio analysis and …
2
(
2021
)
3
,
pp. 224-237
Persistent link: https://www.econbiz.de/10012595946
Saved in:
8
On Hoover's scale-free forecast accuracy metric MAD/MEAN
Ren, Louie
;
Ren, Peter
- In:
Asia Pacific financial markets
28
(
2021
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10012542731
Saved in:
9
Bounds on
mean
absolute
deviation
portfolios under interval-valued expected future asset returns
Songkomkrit Chaiyakan
;
Thipwiwatpotjana, Phantipa
- In:
Computational management science
18
(
2021
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10012543394
Saved in:
10
An optimization model for minimizing systemic risk
Castellano, Rosella
;
Cerqueti, Roy
;
Clemente, Gian Paolo
; …
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012433633
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