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Comparing downside risk measures for heavy tailed distributions
Daníelsson, Jón; Jorgensen, Bjorn N.; Sarma, Mandira; … - 2005
Persistent link: https://www.econbiz.de/10003358411
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Consistent measures of risk
Daníelsson, Jón; Jorgensen, Bjorn N.; Sarma, Mandira; … - 2006
Persistent link: https://www.econbiz.de/10003358836
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Comparing downside risk measures for heavy tailed distributions
Daníelsson, Jón; Jorgensen, Bjorn N.; Sarma, Mandira; … - In: Economics letters 92 (2006) 2, pp. 202-208
Persistent link: https://www.econbiz.de/10003360851
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Measuring disaggregation quality
Casey, Ryan; Gao, Feng; Kirschenheiter, Michael; Li, Siyi; … - 2025
Persistent link: https://www.econbiz.de/10015358650
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Measuring Disaggregation Quality
Casey, Ryan - 2020
We build a modified measure of disaggregation quality (MDQ), based on the disaggregation quality (DQ) measure from Chen, Miao, and Shevlin (2015). Like DQ, MDQ is a parsimonious measure of data disaggregation quality in the annual report that can be constructed through the percentage of...
Persistent link: https://www.econbiz.de/10012852826