theory and focuses on the tangency portfolio, the portfolio that weights index constituents so as to obtain the highest …-weighted counterparts, offer an efficient risk/return trade-off. The index construction method goes back to the roots of modern portfolio …

Financial indices, like the S&P 500 or the Consumer Price Index, have become a ubiquitous feature of our financial … markets. One index, the London InterBank Offered Rate (“Libor”), may be the world's most important number, an interest rate … dollars potentially misappropriated. This index disruption has attracted tremendous interest from regulators, private …

In the paper, we present some modifications of the Hoede-Bakker index defined in a social network in which players may … probability distributions over all inclination vectors, we construct modifications of the Hoede-Bakker index that coincide with … the Shapley-Shubik index and with the Holler-Packel index, respectively …

High dimensional composite index makes experts' preferences in setting weights a hard task. In the literature, one of … motivates theoretical reasons to derive the weights of the elementary indicators in a composite index when multiple components …