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What Our Market Return Forecasts Really Mean : Convexity in Equity Returns and its Implications for Investment Sizing

Haghani, Victor - 2019

You're probably familiar, at least in passing, with the 'convexity' of long-term bonds - i.e. that yields dropping 1% produce a bigger price move than yields rising 1%. A significant amount of brainpower has gone into understanding all the ramifications of this convexity in the fixed income...

Persistent link: https://www.econbiz.de/10012902324

Price Probabilities : A Class of Bayesian and Non-Bayesian Prediction Rules

Massari, Filippo - 2017

In this paper, I use the standard machinery of dynamic general equilibrium models to generate a rich class of probabilities and discuss their properties. This class includes probabilities consistent with Bayes' rule and known non-Bayesian rules. If the prior support is correctly specified, I...

Persistent link: https://www.econbiz.de/10012968673

Overconfident Forecasts and Active Portfolio Performance

Kemkhadze, Nato - 2014

The paper examines the problem of portfolio selection based on the forecasts of unknown quality in a mean-variance framework. Early work by Treynor and Black (1973) established a relationship between the correlation of forecasts, the number of independent securities available and the Sharpe...

Persistent link: https://www.econbiz.de/10013061761

False and missed alarms in seasonal forecasts affect individual adaptation choices

Hembach-Stunden, Katharina; Vorlaufer, Tobias; Engel, … - In: Q open : a journal of agricultural, climate, … 4 (2024) 1, pp. 1-22

Facing climate change, seasonal forecasts, and weather warnings are increasingly important to warn the public of the risk of extreme climate conditions. However, being confronted with inaccurate forecast systems may undermine individuals' responsiveness in the long run. Using an online...

Persistent link: https://www.econbiz.de/10015053857

Data and incentives

Liang, Man; Madsen, Erik - In: Theoretical economics : TE ; an open access journal in … 19 (2024) 1, pp. 407-448

whether and how to regulate the use of this data. We study how new data affects incentives for agents to exert effort in …

Persistent link: https://www.econbiz.de/10014468080

Forecasts and analysis of the enrollment of new college students in Taiwan : an intervention approach

Ji, Deng-yuan; Kao, An-pang; Chen, Hsiao-yin - In: The empirical economics letters : a monthly … 13 (2014) 4, pp. 423-430

Persistent link: https://www.econbiz.de/10010406024

Predicting academic performance

Gallacher, Marcos (contributor) - 2005

Persistent link: https://www.econbiz.de/10003246971

Using Predictive Analytics to Track Students : Evidence from a Seven-College Experiment

Bergman, Peter; Kopko, Elizabeth; Rodriguez, Julio - 2021

Tracking is widespread in U.S. education. In post-secondary education alone, at least 71% of colleges use a test to … track students. However, there are concerns that the most frequently used college placement exams lack validity and … reliability, and unnecessarily place students from under-represented groups into remedial courses. While recent research has shown …

Persistent link: https://www.econbiz.de/10013221176

Using admission tests to predict success in college : evidence from the University of Puerto Rico

Ragan, James Francis; Li, Dong; Matos Díaz, Horacio - In: Eastern economic journal 37 (2011) 4, pp. 470-487

Persistent link: https://www.econbiz.de/10009355102

Educational data mining : predictive analysis of academic performance of public school students in the capital of Brazil

Fernandes, Eduardo; Holanda, Maristela; Victorino, Marcio; … - In: Journal of business research : JBR 94 (2019), pp. 335-343

Persistent link: https://www.econbiz.de/10011947437

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