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Risk Budgeting portfolios : existence and computation

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Persistent link: https://www.econbiz.de/10014565279

Reversed score and likelihood ratio tests

Dhaene, Geert; Scaillet, Olivier - 2000

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Reversed score and likelihood ratio tests

Dhaene, Geert; Scaillet, Olivier - 2000

Persistent link: https://www.econbiz.de/10001572466

Spanning analysis of stock market anomalies under prospect stochastic dominance

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Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data

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Much of the trading activity in Equity markets is directed to brokerage houses. In exchange they provide so-called quot;soft dollarsquot; which basically are amounts spent in quot;researchquot; for identifying profitable trading opportunities. Soft dollars represent about USD 1 out of every USD...

Persistent link: https://www.econbiz.de/10003966616