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

Huber, Philippe; Scaillet, Olivier; Victoria-Feser, … - 2008

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

On the solution on stochastic input output-models

Kogelschatz, Hartmut - 2007

Persistent link: https://www.econbiz.de/10003592826

Optimal linear combination of Poisson variables for multivariate statistical process control

Epprecht, Eugenio K.; Aparisi, Francisco; … - In: Computers & operations research : and their … 40 (2013) 12, pp. 3021-3032

Persistent link: https://www.econbiz.de/10010210670

Asymptotics of multivariate conditional risk measures for Gaussian risks

Ling, Chengxiu - In: Insurance / Mathematics & economics 86 (2019), pp. 205-215

Persistent link: https://www.econbiz.de/10012058863

Statistics of robust optimization : a generalized empirical likelihood approach

Duchi, John C.; Glynn, Peter W.; Namkoog, Hongseok - In: Mathematics of operations research 46 (2021) 3, pp. 946-969

Persistent link: https://www.econbiz.de/10012625674

Probabilistic constrained optimization : methodology and applications

Uryasev, Stan (ed.) - 2000

Persistent link: https://www.econbiz.de/10001510446

Stochastic comparison of parallel systems with log-Lindley distributed components

Chowdhury, Shovan; Kundu, Amarjit - In: Operations research letters 45 (2017) 3, pp. 199-205

Persistent link: https://www.econbiz.de/10011719275

Novel approaches for portfolio construction using second order stochastic dominance

Valle, Christiano Arbex; Roman, Diana; Mitra, Gautam - In: Computational Management Science : CMS 14 (2017) 2, pp. 257-280

Persistent link: https://www.econbiz.de/10011710779

Portfolio choice algorithms, including exact stochastic dominance

Vinod, Hrishikesh D. - In: Journal of financial stability 70 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014490457

Stochastic ordering of stationary distributions of linear recurrences : further results and economic applications

Di Pietro, Christian; Pietroluongo, Mariafortuna; … - In: Economies : open access journal 11 (2023) 4, pp. 1-10

We investigate pairwise stochastic comparisons of stationary solutions to the linear recurrence 𝑋𝑡+1=𝐴𝑡𝑋𝑡+𝐵𝑡 , where 𝐴𝑡 and 𝐵𝑡 are non-negative random variables. We establish novel order-preserving properties, which enable us to obtain comparison theorems...

Persistent link: https://www.econbiz.de/10014318759