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The paper concerns a certain modification of the generalized Hoede-Bakker index - a notion defined for a social network … his original inclination. In this paper, we propose the not-preference-based (NPB) generalized Hoede-Bakker index, where … probable, then the NPB generalized Hoede-Bakker index is a 'net' Success, i.e., 'Success - Failure', where Success and Failure …
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will enable these uncertainties to be defined and measured. For this purpose, the first volatility index created was the … VIX Index as an indicator of uncertainty in the stock markets, which was followed by the OVX Index as an indicator of … uncertainty in the oil markets and the GVZ Index as an indicator of uncertainty in the gold markets. These volatility indices are …
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Final estimate given by the Index of Adaptability for Q3 2016 has confirmed the increased level of Russian industry … of growth of the Index of Adaptability …
Persistent link: https://www.econbiz.de/10012978692
benchmark such as the Standard and Poor's 500 index (S&P 500). The proposed dissertation study will focus on the risk adjusted … return of the S&P 500 index versus two methods of preserving the principal that invest into the S&P 500 index to reduce … volatility. Since index investing is widely used by many investors and institutions, the study will focus on this type of …
Persistent link: https://www.econbiz.de/10012981391
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This document offers an overview of analytical properties of volatility control indices,including the statistical bias, comparing various volatility estimators and the impact of stochastic interest rates on long-dated volatility target indices
Persistent link: https://www.econbiz.de/10013010458
between PMEX Pakistan Mercantile Exchange Commodity index and Karachi Stock Exchange KSE-100 index. This research clearly …
Persistent link: https://www.econbiz.de/10013101422
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Using a comprehensive dataset of first, second and third generation commodity indices, we investigate the potential diversification benefits in equity-bond portfolios. The results show that first generation commodity indices are outperformed by enhanced indices. Second generation indices provide...
Persistent link: https://www.econbiz.de/10011879959