Showing 1 - 10 of 37
Return-based classification identifies a portfolio's style signature in the time series of its returns. Detection is based on a regression of portfolio returns on returns of factor mimicking indices. The method is easy to apply and does not require information about portfolio composition....
Persistent link: https://www.econbiz.de/10005382193
Persistent link: https://www.econbiz.de/10001880668
Persistent link: https://www.econbiz.de/10007145376
Persistent link: https://www.econbiz.de/10008480432
Following recommendations made in Homeland Security Presidential Directive 7, which established a national policy for the identification and increased protection of critical infrastructure and key resources (CIKR) by Federal departments and agencies, the U.S. Department of Homeland Security...
Persistent link: https://www.econbiz.de/10009436387
The US Department of Homeland Security (DHS) has directed its Protective Security Advisors (PSAs) to form partnerships with the owners and operators of assets most essential to the Nation's well being - a subclass of critical infrastructure and key resources (CIKR) - and to conduct site visits...
Persistent link: https://www.econbiz.de/10009436565
Persistent link: https://www.econbiz.de/10003124687
Persistent link: https://www.econbiz.de/10005201498
Persistent link: https://www.econbiz.de/10005081947
The strong consistency of regression quantile statistics (Koenker and Bassett [4]) in linear models with iid errors is established. Mild regularity conditions on the regression design sequence and the error distribution are required. Strong consistency of the associated empirical quantile...
Persistent link: https://www.econbiz.de/10008739369