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Adapting portfolio theory for the evaluation of multiple investments in health with a multiplicative extension for treatment synergies
Bridges, John F. P.; Stewart, M.; King, M. T.; Gool, K. van - In: The European journal of health economics : HEPAC ; … 3 (2002) 1, pp. 47-53
Persistent link: https://www.econbiz.de/10001664660
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Die DRG-Systematik in der deutschen Krankenhausfinanzierung : Risiken und Nebenwirkungen
Lang, Sebastian - 2006
Persistent link: https://www.econbiz.de/10003367724
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The mismeasure of man's well-being: refining realized income measures with wealth, portfolio, and mortality information
Johnson, Barry; Bourne, Jenny - In: Proceedings / 97th Annual Conference on Taxation : …, (pp. 111-119). 2005
Persistent link: https://www.econbiz.de/10003307324
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Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik; Markwat, Thijs; Opschoor, Anne; Dijk, Dick van - 2015
We examine the impact of temporal and portfolio aggregation on the quality of Value-at-Risk (VaR) forecasts over a … based on asset class, or into a single portfolio. We compare the impact of aggregation to that of choosing a model for the … that the degree of temporal aggregation is most important. Daily returns form the best basis for VaR forecasts. Modelling …
Persistent link: https://www.econbiz.de/10011431503
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Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik; Markwat, Thijs; Opschoor, Anne; Dijk, Dick van - In: Journal of financial econometrics : official journal of … 15 (2017) 4, pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
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Aggregation bias in applying the pure-play technique
Zivney, Terry L. - In: Journal of economics & business 41 (1989) 1, pp. 33-47
Persistent link: https://www.econbiz.de/10001069766
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Implications of heterogeneity in preferences, beliefs and asset trading technologies in an endowment economy
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - In: Review of economic dynamics 20 (2016), pp. 215-239
Persistent link: https://www.econbiz.de/10011635806
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Conditional portfolio allocation : does aggregate market liquidity matter?
Bazgour, Tarik; Heuchenne, Cedric; Sougné, Danielle - In: Journal of empirical finance 35 (2016), pp. 110-135
Persistent link: https://www.econbiz.de/10011662728
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Understanding the risk-return relation : the aggregate wealth proxy actually matters
Cederburg, Scott; O'Doherty, Michael - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 721-735
Persistent link: https://www.econbiz.de/10012179374
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Boosting exponential gradient strategy for online portfolio selection : an aggregating experts' advice method
Yang, Xingyu; He, Jin'an; Lin, Hong; Zhang, Yong - In: Computational economics 55 (2020) 1, pp. 231-251
Persistent link: https://www.econbiz.de/10012222598