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Persistent link: https://www.econbiz.de/10010234386
-weighted counterparts, offer an efficient risk/return trade-off. The index construction method goes back to the roots of modern portfolio … theory and focuses on the tangency portfolio, the portfolio that weights index constituents so as to obtain the highest …
Persistent link: https://www.econbiz.de/10013106107
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 …
Persistent link: https://www.econbiz.de/10013091330
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. This new indicator is entitled "The Starbucksication Index." The word "Stabucksication" is originated from the successful … Starbucks coffee firm that they are expanding globally and geometrically in the last fifteen years. This index can show the … purchasing power parity (PPP) and income distribution in any city or country. The Stabucksication index is based on monitoring …
Persistent link: https://www.econbiz.de/10012964802
The paper deals with some new indices for ordinal data that arise from sample surveys. Their aim is to measure the degree of concentration to the quot;positivequot; or quot;negativequot; answers in a given question. The properties of these indices are examined. Moreover, methods for constructing...
Persistent link: https://www.econbiz.de/10012779057
The empirical measurement of productivity change (or difference) by means of indices and indicators starts with the ex post profit/loss accounts of a production unit. Key concepts are profit, leading to indicators, and profitability, leading to indices. The main task for the productivity analyst...
Persistent link: https://www.econbiz.de/10012936176
This document offers an overview of analytical properties of volatility control indices,including the statistical bias, comparing various volatility estimators and the impact of stochastic interest rates on long-dated volatility target indices
Persistent link: https://www.econbiz.de/10013010458
Energy poverty, long considered a problem limited to developing countries only, is now widely acknowledged as a challenge for advanced OECD countries as well. How energy poverty is perceived depends on the conceptualization and assessment of the underlying phenomena: inappropriately high costs...
Persistent link: https://www.econbiz.de/10013051904
The Bank of Canada should track inflation using a measure that better accounts for changes in resale housing prices, according to a new C.D. Howe Institute report. In “Improving on the CPI: A Proposal for a Better Inflation Indicator,” authors Finn Poschmann and Aaron Jacobs urge the Bank to...
Persistent link: https://www.econbiz.de/10013017196