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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/10012459163
Various quasi-Newton methods periodically add a symmetric "correction" matrix of rank at most 2 to a matrix approximating some quantity A of interest (such as the Hessian of an objective function). In this paper we examine several ways to express a symmetric rank 2 matrix [delta] as the sum of...
Persistent link: https://www.econbiz.de/10012479003
5.9pp), than those who barely ranked second. The effects are even larger for ranking second instead of third (23.5, 9 ….9, and 6.9 to 12.2pp), and also present for ranking third instead of fourth (14.6, 2.2, and 3.0 to 5.0pp). The impact of …
Persistent link: https://www.econbiz.de/10012480543
" the system by avoiding sick and/or seeking healthy patients. In this paper, I propose an alternative approach: ranking … hospitals on the basis of the travel distances of their Medicare patients. At least in theory, a distance report card could …
Persistent link: https://www.econbiz.de/10012467260
We show how to construct a ranking of U.S. undergraduate programs based on students' revealed preferences. We construct … extends models used for ranking players in tournaments, such as chess or tennis. When a student makes his matriculation … decision among colleges that have admitted him, he chooses which college "wins" in head-to-head competition. The model exploits …
Persistent link: https://www.econbiz.de/10012467886
Several countries have implemented programs that use test scores to rank schools, and to reward or penalize them based on their students' average performance. Recently, Kane and Staiger (2002) have warned that imprecision in the measurement of school-level test scores could impede these efforts....
Persistent link: https://www.econbiz.de/10012468576
A survey of the illustrations in textbooks of modern art produces the startling finding that art scholars consider Robert Smithson's Spiral Jetty to be the most important individual work made by an American artist during the past 150 years. More generally, quantifying the evidence of the...
Persistent link: https://www.econbiz.de/10012468762
I describe and compare sources of data on citations in economics and the statistics that can be constructed from them. Constructing data sets of the post-publication citation histories of articles published in the "Top 5" journals in the 1970s and the 2000s, I examine distributions and life...
Persistent link: https://www.econbiz.de/10012456917
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/10012457090
, 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/10012457525