Similar Search Results - EconBiz

The effects of errors in means, variances, and correlations on the mean-variance framework

Chung, Munki; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang; … - In: Quantitative finance 22 (2022) 10, pp. 1893-1903

Persistent link: https://www.econbiz.de/10013367960

Hierarchical Sensitivity Parity

Rodriguez Dominguez, Alejandro - 2022

In this work we present a new framework for modelling portfolio dynamics and how to incorporate this information in the portfolio selection process. We define drivers for asset and portfolio dynamics, and their optimal selection. We introduce the new Commonality Principle, which gives a solution...

Persistent link: https://www.econbiz.de/10013406195

Sensitivity analysis of multipliers in dynamic econometric models

Elker, Johann - 1986

Persistent link: https://www.econbiz.de/10013408954

Avoiding zero probability events when computing value at risk contributions

Koike, Takaaki; Saporito, Yuri; Targino, Rodrigo - In: Insurance / Mathematics & economics 106 (2022), pp. 173-192

Persistent link: https://www.econbiz.de/10013380509

Measuring financial performance of Indian manufacturing firms : application of decision tree algorithms

R. L. Manogna; Mishra, Aswini Kumar - In: Measuring business excellence 26 (2022) 3, pp. 288-307

Persistent link: https://www.econbiz.de/10013380550

Sensitivitätsanalyse zur Verkehrswertermittlung von Grundstücken

Haack, Björn - 2006

Persistent link: https://www.econbiz.de/10013381126

Ordering drivers of green supply chain management practices in Indian construction industry : an impact assessment framework

Singh, Arpit; Misra, Subhas Chandra - In: International journal of quality & reliability management 39 (2022) 8, pp. 1869-1895

Persistent link: https://www.econbiz.de/10013398049

Sensitivitätsanalyse der Punktprognosen in dynamischen ökonometrischen Modellen

Elker, J. - 1986

Persistent link: https://www.econbiz.de/10013447259

Sensitivitätsanalyse der Multiplikatoren in dynamischen ökonometrischen Modellen

Elker, J. - 1986

Persistent link: https://www.econbiz.de/10013447260

Sensitivity analysis of multi-sector optimal dynamics

Amir, Rabah - 1991

Persistent link: https://www.econbiz.de/10013452708

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