Showing 1 - 10 of 153
While the Sharpe ratio is still the dominant measure for ranking risky assets, a substantial effort has been made over … ranking measure which, under a regularity condition, correctly ranks risks relative to the original investor problem for a … probability distributions. This paper also explores the theoretical foundations of risk ranking, including proving a key …
Persistent link: https://www.econbiz.de/10013074912
The ranking of scientific journals is important because of the signal it sends to scientists about what is considered … most vital for scientific progress. Existing ranking systems focus on measuring the influence of a scientific paper … alternative ranking based on the proclivity of journals to publish papers that build on new ideas, and we implement this ranking …
Persistent link: https://www.econbiz.de/10013015091
We propose a Bayesian factor analysis model to rank the health of localities. Mortality and morbidity variables empirically contribute to the resulting rank, and population and spatial correlation are incorporated into a measure of uncertainty. We use county-level data from Texas and Wisconsin...
Persistent link: https://www.econbiz.de/10013075862
For 35 leading painters who lived in France during the first century of modern art, this paper uses textbook illustrations as the basis for measuring the importance of both painters and individual paintings. The rankings pose an interesting puzzle: why do some of the greatest artists not produce...
Persistent link: https://www.econbiz.de/10012838405
Collateralized Loan Obligations (CLOs) were one of the largest and fastest growing segments of the structured finance market, fueling the 2003-2007 boom in syndicated loans and leveraged buyouts. The credit crisis brought CLO issuance to a halt, and as a result the leveraged loan market dried...
Persistent link: https://www.econbiz.de/10012757547
We investigate how university governance affects research output, measured by patenting and international university research rankings. For both European and U.S. universities, we generate several measures of autonomy, governance, and competition for research funding. We show that university...
Persistent link: https://www.econbiz.de/10012757593
transformation of the utility function will reverse the ranking. We provide several examples and a formal proof. Whether Moving …
Persistent link: https://www.econbiz.de/10013057415
over other measures if these gaps matter. The answer to the question: “What is the human capital ranking of countries …
Persistent link: https://www.econbiz.de/10013020715
, downloaded, and cited over the next two years. Lower ranking on the list leads to fewer views and downloads, but not cites …
Persistent link: https://www.econbiz.de/10013022937
unbiased informative ranking. The existence of the ranking might affect the welfare of all consumers negatively. With rigid … prices, the ranking induced change in demand can be detrimental to all consumers in markets featuring rationing or … consumption externalities. With perfectly flexible prices, the ranking might increase firms' market power, and hence lead to …
Persistent link: https://www.econbiz.de/10013024517