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Theory and application of an economic performance measure of risk

Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017

Homm and Pigorsch (2012a) use the Aumann and Serrano index to develop a new economic performance measure (EPM), which …

Persistent link: https://www.econbiz.de/10011688326

Theory and application of an economic performance measure of risk

Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - In: International review of economics & finance : IREF 56 (2018), pp. 383-396

Persistent link: https://www.econbiz.de/10012033712

Theory and application of an economic performance measure of risk

Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017

Persistent link: https://www.econbiz.de/10011668139

Informatics, data mining, econometrics and financial economics : a connection

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2015

Persistent link: https://www.econbiz.de/10011432740

Management science, economics and finance : a connection

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2016

Persistent link: https://www.econbiz.de/10011541142

Management science, economics and finance : a connection

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2016

This paper provides a brief review of the connecting literature in management science, economics and finance, and discusses some research that is related to the three disciplines. Academics could develop theoretical models and subsequent econometric models to estimate the parameters in the...

Persistent link: https://www.econbiz.de/10011479822