Search Results - subject:"Normal Distribution"

Unique closed-form solutions of portfolio selection subject to mean-skewness-normalization constraints

Lu, Xin; Liu, Qiong; Xue, Fengxin - In: Operations research perspectives 6 (2019), pp. 1-15

realistic assumption that portfolio returns follow a skew-normal distribution, the novel ratio can quantify the degree (or …

Persistent link: https://www.econbiz.de/10012029423

Models where the least trimmed squares and least median of squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012101101

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012492559

Estimation of geometric Brownian motion model with a t-distribution-based particle filter

Nkemnole, Bridget; Abass, Olaide - In: Journal of economic and financial sciences : JEF 12 (2019) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10012018946

GLAMbox: A Python toolbox for investigating the association between gaze allocation and decision behaviour

Molter, Felix; Thomas, Armin W.; Heekeren, Hauke R.; … - In: PLoS ONE 14 (2019) 12, pp. 1-23

Recent empirical findings have indicated that gaze allocation plays a crucial role in simple decision behaviour. Many of these findings point towards an influence of gaze allocation onto the speed of evidence accumulation in an accumulation-to-bound decision process (resulting in generally...

Persistent link: https://www.econbiz.de/10012143532

The effects of skewness on hedging decisions: an application of the skew-normal distribution in WTI and Brent futures

Yu, Xing; Wang, Xinxin; Wang, Yuxia; Li, Yanyan - In: Economic research 35 (2022) 1,3, pp. 3099-3118

Persistent link: https://www.econbiz.de/10014383582

On the subprime crisis and the Latin American financial markets : a regime switching skew-normal approach

Ferreira, Diego; Palma, Andreza Aparecida - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3300-3314

Persistent link: https://www.econbiz.de/10013329865

Teaching statistics : a dynamic excel approach

Mangiero, George A.; Qayyum, Arif; Cante, Charles J. - In: Journal of education for business 97 (2022) 7, pp. 439-444

Persistent link: https://www.econbiz.de/10013361840

The role of fat-tailed distribution in the analysis of Black Swan events

Peng, Shaogeng - In: Proceedings of the 5th International Conference on …, (pp. 84-87). 2022

Persistent link: https://www.econbiz.de/10013348523

An analysis of random elections with large numbers of voters

Harrison-Trainor, Matthew - In: Mathematical social sciences 116 (2022), pp. 68-84

Persistent link: https://www.econbiz.de/10013281338