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Tracking hedge fund performance : a balanced sampling strategy
Tafin Djoko, Donatien - In: Journal of statistical and econometric methods 2 (2013) 1, pp. 81-114
This paper discusses the application of statistical, survey sampling technique to hedge fund tracking problems. I describe a strategy that allows an investor or a fund of hedge funds manager, to construct a small tracking portfolio that replicates the time series changes of the total relative...
Persistent link: https://www.econbiz.de/10009769904
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Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
Lin, X. Sheldon; Yang, Shuai - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 913-957
Persistent link: https://www.econbiz.de/10012307390
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Planning domain sizes in cluster sampling
Zins, Stefan; Burgard, Jan Pablo - 2020
Multi-stage cluster sampling is a common sampling design of social surveys because populations of interest are often structured by, or partitioned into, disjoint organizational and administrative units. The need to use cluster sampling can conflict with survey planners' goal to select a sample...
Persistent link: https://www.econbiz.de/10012294766
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Using past experience to optimize audit sampling design
Marazzi, Alfio; Tillé, Yves - In: Review of quantitative finance and accounting 49 (2017) 2, pp. 435-462
Persistent link: https://www.econbiz.de/10011797094
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Tourism, trade externalities and public goods in a three-sector growth model
Zhang, Wei-Bin - In: UTMS journal of economics / University of Tourism and … 6 (2015) 1, pp. 1-19
The purpose of this study is to introduce tourism, externalities, and public goods to a small-open growth with … neoclassical growth theory with externalities, and ideas from tourism economics. The economy consists of three - service …
Persistent link: https://www.econbiz.de/10011298864
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An R&D-based endogenous growth model of international tourism
Albaladejo, Isabel P.; Martínez-García, María Pilar - In: Tourism economics : the business and finance of tourism … 21 (2015) 4, pp. 701-719
Persistent link: https://www.econbiz.de/10011341933
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Exchange rate elasticities of international tourism and the role of dominant currency pricing
Ding, Ding; Timmer, Yannick - 2022
We estimate exchange rate elasticities of international tourism. We show that, in addition to the bilateral exchange … rate, the exchange rate between the tourism origin country vis-à-vis the U.S. dollar is an important driver of tourism … flows, indicating a strong role of U.S. dollar pricing. The U.S. dollar exchange rate is more important for tourism …
Persistent link: https://www.econbiz.de/10013201620
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Modeling expenditure differentials of international tourists by targeted utility : a synthesized theoretical and quantile decomposition approach
Alfarhan, Usamah F.; Nusair, Khaldoon; Al-Azri, Hamed; … - In: International journal of consumer studies 46 (2022) 1, pp. 324-344
Persistent link: https://www.econbiz.de/10012808035
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Introducing labour productivity changes into models used for economic impact analysis in tourism
Klijs, Jeroen; Peerlings, Jack; Heijman, Willem - In: Tourism economics : the business and finance of tourism … 23 (2017) 3, pp. 561-576
Persistent link: https://www.econbiz.de/10011702491
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Tourism and economic structural change with endogenous wealth and human capital and elastic labor supply
Zhang, Wei-Bin - In: Theoretical and applied economics : GAER review 23 (2016) 4, pp. 103-126
Persistent link: https://www.econbiz.de/10011597597