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A Double Sharpe Ratio

Vinod, Hrishikesh D. - 1999

Sharpe's (1966) portfolio performance ratio, the ratio of the portfolio?s expected return to its standard deviation, is a very well known tool for comparing portfolios. However, due to the presence of random denominators in the definition of the ratio, the sampling distribution of the Sharpe...

Persistent link: https://www.econbiz.de/10012743808

Prof. H.D. Vinod : an appreciation

Nachane, Dilip M. - In: Journal of quantitative economics 22 (2024) 2, pp. 243-244

Persistent link: https://www.econbiz.de/10015185221

Introduction to the special issue in honor of Professor C.R. Rao

Prakasa Rao, Bhagavatula L. S.; Vinod, Hrishikesh D. - In: Journal of quantitative economics 20 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013441593

Bootstrap version of Rao-Blackwellization to two-step and instrumental variable estimators

Vinod, Hrishikesh D. - In: Journal of quantitative economics 20 (2022), pp. 49-69

Persistent link: https://www.econbiz.de/10013441606

Special issue in honor of Professor C.R.Rao

Prakasa Rao, Bhagavatula L. S. (ed.); … - 2022

Persistent link: https://www.econbiz.de/10013441678

An econometric identification of ineffective common-cold advertising

Vinod, Hrishikesh D.; Jetta, Kurt; Rengifo, Minaya Eric - In: International journal of pharmaceutical and healthcare … 17 (2023) 4, pp. 476-494

Persistent link: https://www.econbiz.de/10014461502

Economic and financial performance of Indian IT services export firms

Rao, P. M.; Vinod, Hrishikesh D. - In: Telecommunications policy : the international journal … 47 (2023) 3, pp. 1-13

Persistent link: https://www.econbiz.de/10014252719

Preparing for the worst : incorporating downside risk in stock market investments

Vinod, Hrishikesh D.; Reagle, Derrick Peter - 2005

Persistent link: https://www.econbiz.de/10004800779

Regulatory economics : dynamic optimization and control under multiple objectives

Vinod, Hrishikesh D. - In: Journal of quantitative economics : journal of the … 6 (1990) 2, pp. 245-269

Persistent link: https://www.econbiz.de/10009927118

Statistics and econometrics

Salvatore, Dominick; Reagle, Derrick Peter - 2011 - 2. ed.

Persistent link: https://www.econbiz.de/10009006614

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