Search Results - subject:"selection rules"

Maximum drawdown, recovery, and momentum

Choi, Jaehyung - In: Journal of Risk and Financial Management 14 (2021) 11, pp. 1-25

We empirically test predictability on asset price using stock selection rules based on maximum drawdown and its … weekly time scales, recovery-related stock selection rules are the best ranking criteria for detecting mean-reversion. For …-neutral intercepts for the alternative strategies are another evidence for the robust prediction by the alternative stock selection rules. …

Persistent link: https://www.econbiz.de/10013201225

Maximum drawdown, recovery, and momentum

Choi, Jaehyung - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-25

Persistent link: https://www.econbiz.de/10012795860

Issue of Declining Child Sex Ratio

eSocialSciences - 2013

As per the Census, the child sex ratio (0-6 years) has shown a sharp decline from 927 females per thousand males in 2001 to 914 females per thousand males in 2011.

Persistent link: https://www.econbiz.de/10010945509

Choosing choices: Agenda selection with uncertain issues

Godefroy, Raphaël; Perez-Richet, Eduardo - HAL - 2010

This paper studies selection rules i.e. the procedures committees use to choose whether to place an issue on their …

Persistent link: https://www.econbiz.de/10010899971

Choosing choices: Agenda selection with uncertain issues

Godefroy, Raphaël; Perez-Richet, Eduardo - HAL - 2010

This paper studies selection rules i.e. the procedures committees use to choose whether to place an issue on their …

Persistent link: https://www.econbiz.de/10010929090

Beat the Mean: Better the Average

Krieger, Abba M.; Pollak, Moshe; Samuel-Cahn, Ester - Center for the Study of Rationality, Hebrew University … - 2007

We consider a sequential rule, where an item is chosen into the group, such as a university faculty member, only if his score is better than the average score of those already belonging to the group. We study four variables: The average score of the members of the group after k items have been...

Persistent link: https://www.econbiz.de/10005459366

Select Sets: Rank and File

Krieger, Abba M.; Pollak, Moshe; Samuel-Cahn, Ester - Center for the Study of Rationality, Hebrew University … - 2005

" selection rules are investigated. Theoretical and Monte Carlo results are presented pertaining to the evolution of the number of …

Persistent link: https://www.econbiz.de/10005585385