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Time is relative : how framing of time estimation affects the accuracy of cost information
Schuhmacher, Karl; Burkert, Michael - In: Management science : journal of the Institute for … 68 (2022) 7, pp. 5493-5513
Persistent link: https://www.econbiz.de/10013369327
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On the influence of task interruption and interactive time estimation on estimation error in time-based costing systems
Maussen, Sophie; Hoozée, Sophie - In: The European accounting review 31 (2022) 2, pp. 519-541
Persistent link: https://www.econbiz.de/10013370837
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An enhanced Gerber statistic for portfolio optimization
Smyth, William; Broby, Daniel - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013479651
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An averaging framework for minimum-variance portfolios: optimal rules for combining portfolio weights
Füss, Roland; Glück, Thorsten; Koeppel, Christian; … - 2024
Persistent link: https://www.econbiz.de/10014485762
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A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management
Ko, Hyungjin; Son, Bumho; Lee, Jaewook - In: Journal of international financial markets, … 91 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
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The effect of accrual heterogeneity on accrual quality inferences
Dechow, Patricia M.; Larson, Chad R.; Resutek, Robert J. - In: The accounting review : a publication of the American … 97 (2022) 5, pp. 245-273
Persistent link: https://www.econbiz.de/10013418993
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Technical note: data-driven profit estimation error in the newsvendor model
Siegel, Andrew F.; Wagner, Michael R. - In: Operations research 71 (2023) 6, pp. 2146-2157
Persistent link: https://www.econbiz.de/10014445031
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Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
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Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.; Grable, John E. - In: Finance research letters 46 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
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Uncertainty of Multiple Period Risk Measures
Lönnbark, Carl - Institutionen för Nationalekonomi, Umeå Universitet - 2009
In general, the properties of the conditional distribution of multiple period returns do not follow easily from the one-period data generating process. This renders computation of Value-at-Risk and Expected Shortfall for multiple period returns a non-trivial task. In this paper we consider some...
Persistent link: https://www.econbiz.de/10005198007