Search Results - subject:"Mean and Variance"

Sufficient conditions for multivariate almost stochastic dominance under dependence uncertainty

Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - 2022

Persistent link: https://www.econbiz.de/10013461435

Decisions with several objectives under uncertainty : sufficient conditions for multivariate almost stochastic dominance

Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - 2022 - Revised version of 2021/26/DSC

Persistent link: https://www.econbiz.de/10013177067

Decisions with several objectives under uncertainty : sufficient conditions for multivariate almost stochastic dominance based on means and variances

Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - 2021

Persistent link: https://www.econbiz.de/10012543954

Nonlinear examination of the "heat wave" and "meteor shower" effects between spot and futures markets of the precious metals

Živkov, Dejan; Manić, Slavica; Pavkov, Ivan - In: Empirical economics : a quarterly journal of the … 63 (2022) 2, pp. 1109-1134

Persistent link: https://www.econbiz.de/10013440356

Technical note - ranking distributions when only means and variances are known

Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - In: Operations research 70 (2022) 5, pp. 2851-2859

Persistent link: https://www.econbiz.de/10014307135

Simultaneous meanvariance regression

Spady, Richard Henry; Stouli, Sami - 2018

conditional mean and variance functions, we establish existence and uniqueness of the resulting approximations and characterize …

Persistent link: https://www.econbiz.de/10011941466

Statistical properties of rates of return on shares listed on the German, French, and Polish markets: A comparative study

Dębski, Wiesław; Feder-Sempach, Ewa; Wójcik, Szymon - In: Contemporary Economics 12 (2018) 1, pp. 5-16

The financial market and its instruments are subject to numerous studies all over the world. Special attention is duly earned by the multifaceted research and analysis of the behavior of rates of return on shares, as well as shares' other statistical properties including the beta parameter....

Persistent link: https://www.econbiz.de/10011995323

Statistical properties of rates of return on shares listed on the German, French, and Polish markets : a comparative study

Dębski, Wiesław; Feder-Sempach, Ewa; Wójcik, Szymon - In: Contemporary economics 12 (2018) 1, pp. 5-16

The financial market and its instruments are subject to numerous studies all over the world. Special attention is duly earned by the multifaceted research and analysis of the behavior of rates of return on shares, as well as shares’ other statistical properties including the beta parameter....

Persistent link: https://www.econbiz.de/10011889164

Simultaneous meanvariance regression

Spady, Richard Henry; Stouli, Sami - 2018

conditional mean and variance functions, we establish existence and uniqueness of the resulting approximations and characterize …

Persistent link: https://www.econbiz.de/10011815426

Simultaneous mean-variance regression

Spady, Richard Henry; Stouli, Sami - 2018

Persistent link: https://www.econbiz.de/10011943482