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Portfolio selection with qualitative input
Chiarawongse, Anant; Kiatsupaibul, Seksan; Tirapat, Sunti; … - In: Journal of Banking & Finance 36 (2012) 2, pp. 489-496
We formulate a mean–variance portfolio selection problem that accommodates qualitative input about expected returns and provide an algorithm that solves the problem. This model and algorithm can be used, for example, when a portfolio manager determines that one industry will benefit more from...
Persistent link: https://www.econbiz.de/10010578004
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The Stochastic Coefficients Approach to Econometric Modeling, Part II: Description and Motivation
Swamy, P.A.V.B.; Conway, Roger K.; LeBlanc, Michael - In: Journal of Agricultural Economics Research (1988) 3
advantages and disadvantages of stochastic coefficients and suggest procedures to address the identification and estimation …
Persistent link: https://www.econbiz.de/10010910583
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Binary action based estimation of propensities
Duncan, George - In: Psychometrika 43 (1978) 1, pp. 93-107
Persistent link: https://www.econbiz.de/10005381890
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The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
Villani, Mattias; Larsson, Rolf - Sveriges Riksbank - 2004
likelihood estimation is discussed and a complete Bayesian analysis of the multivariate split normal distribution is developed. …
Persistent link: https://www.econbiz.de/10005190794
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Bayes Estimators of the Cointegration Space
Villani, Mattias - Sveriges Riksbank - 2003
A neglected aspect of the otherwise fairly well developed Bayesian analysis of cointegration is the point estimation of …
Persistent link: https://www.econbiz.de/10005190812
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Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R
Rojas, Gutiérrez; Andrés, Hugo; Zhang, Hanwen - In: Revista de Métodos Cuantitativos para la Economía y … 8 (2009) 1, pp. 50-70
instance, point estimation, credibility intervals and predictive inference are discussed in both scenarios, the priori and …
Persistent link: https://www.econbiz.de/10008556916
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Handel, Technologie und Beschäftigung.
Heitger, Bernhard; Schrader, Klaus; Stehn, Jürgen - Kiel Institute for the World Economy - 1999
Persistent link: https://www.econbiz.de/10008590703
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Das Wirtschaftswachstum der Nationen im zwanzigsten Jahrhundert.
Gundlach, Erich - Kiel Institute for the World Economy - 1998
Persistent link: https://www.econbiz.de/10008590748
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Assessing the allocation of aid : developmental concerns and the self-interest of donors.
Canavire-Bacarreza, Gustavo; Nunnenkamp, Peter; Thiele, … - Kiel Institute for the World Economy - 2006
recipients if governance is measured by the World Bank?s CPIA. If the CPIA is replaced by the Kaufmann index, however, the policy …
Persistent link: https://www.econbiz.de/10008520187
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Bildungsressourcen, Bildungsinstitutionen und Bildungsqualität: Makroökonomische Relevanz und mikroökonomische Evidenz.
Gundlach, Erich; Wößmann, Ludger - Kiel Institute for the World Economy - 2004
Nach dem sogenannten PISA-Schock wird insbesondere in Deutschland intensiv diskutiert, wie die Qualität der schulische Ausbildung verbessert werden kann. Dabei herrscht die Überzeugung vor, dass die Qualität der schulischen Ausbildung eine wichtige Determinante des langfristigen...
Persistent link: https://www.econbiz.de/10008582248