Narrow search
Showing 1 - 10 of 126
Cover Image
Dividend growth predictability and the price-dividend ratio
Piatti, Ilaria; Trojani, Fabio - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 130-158
Persistent link: https://www.econbiz.de/10012156570
Cover Image
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry; Fang, Yi; Kopa, Miloš - In: Management science : journal of the Institute for … 61 (2015) 7, pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Cover Image
Testing the APT with the maximum Sharpe ratio of extracted factors
Zhang, Chu - In: Management science : journal of the Institute for … 55 (2009) 7, pp. 1255-1266
Persistent link: https://www.econbiz.de/10003864260
Cover Image
A parametric approach o stochastic dominance : the lognormal case
Kroll, Yoram; Levy, Haim - In: Management science : journal of the Institute for … 32 (1986) 3, pp. 283-288
Persistent link: https://www.econbiz.de/10003609706
Cover Image
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, … - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Cover Image
Optimal risk-based group testing
Aprahamian, Hrayer; Bish, Douglas R.; Bish, Ebru K. - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4365-4384
Persistent link: https://www.econbiz.de/10012118574
Cover Image
False discovery in A/B testing
Berman, Ron; Van Den Bulte, Christophe - In: Management science : journal of the Institute for … 68 (2022) 9, pp. 6762-6782
Persistent link: https://www.econbiz.de/10013373107
Cover Image
Robust combination testing : methods and application to COVID-19 detection
Jain, Sanjay; Jónas Oddur Jónasson; Pauphilet, Jean; … - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2661-2681
Persistent link: https://www.econbiz.de/10014520146
Cover Image
Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan; Chernov, Mikhail - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
Cover Image
Volatility spreads and expected stock returns
Bali, Turan G.; Hovakimian, Armen - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202