This is a preview. Log in through your library . Abstract This paper provides a comprehensive survey of the econometrics of mean-variance efficiency tests. Starting with the classic F-test of Gibbons ...
The implications of concentrating on the lowest moment(s) of average compound return over N periods in making investment decisions have recently been examined. In particular, maximization of expected ...
Our news journalists obtained a quote from the research from Tsinghua University, "The instantaneous interest rate is modeled as the Cox-Ingersoll-Ross (CIR) model, and we use a generalized ...
Engel, C., J. Frankel, Kenneth A. Froot, and T. Rodrigues. "Tests of Conditional Mean-Variance Efficiency of the U.S. Stock Market." Journal of Empirical Finance 2 (March 1995). (Revised from NBER ...
With the publication of his simply titled dissertation, "Portfolio Selection," 55 years ago, Harry Markowitz, a doctoral candidate in economics at the University of Chicago, presented the investment ...
Labor price variance, or direct labor rate variance, measures the difference between the budgeted hourly rate and the actual rate you pay direct labor workers who directly manufacture your products.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback