Showing 1 - 10 of 19,492
To create their rankings, university-ranking agencies usually combine multiple performance measures into a composite index. However, both rankings and index scores are sensitive to the weights assigned to performance measures. This paper uses a stochastic dominance efficiency methodology to...
Persistent link: https://www.econbiz.de/10014112285
The mean-variance portfolio optimization theory of Markowitz assumes that stock returns are distributed according to …
Persistent link: https://www.econbiz.de/10013160035
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
inferential procedures. We develop theory for large sample inference based on the strong approximation of a sequence of series or …
Persistent link: https://www.econbiz.de/10009375645
bounds as a by-product of our inferential procedures. We develop theory for large sample inference based on the strong …
Persistent link: https://www.econbiz.de/10009668003
Persistent link: https://www.econbiz.de/10001510791
Persistent link: https://www.econbiz.de/10001448535
Persistent link: https://www.econbiz.de/10001335984
Persistent link: https://www.econbiz.de/10000964200
Persistent link: https://www.econbiz.de/10000964246