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Asset Price Trend Theory : Reframing Portfolio Theory from the Ground Up
Dubois, Robert - 2013
Traditional portfolio optimization models specify placement of capital as rather irrevocably and fully at risk through investment horizon(s) or continuously. Under this constraint, asset class allocation typically serves as primary mode of diversification, pursuing risk moderation by seeking to...
Persistent link: https://www.econbiz.de/10013084090
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Further to Asset Price Trend Theory : Decision Making, Optimization, Fears and Aspirations, and Notions of Market Efficiency
Dubois, Robert - 2014
the constraint that assets be fully and continuously invested is inconsistent with basic decision theory, as it disallows … in finance. We herein explore implications for the traditional ‘52'59 Markowitz approach to portfolio theory when the … incomplete Markowitz model. Relative to “Asset Price Trend Theory: Reframing portfolio theory from the ground up” (Dubois [2013 …
Persistent link: https://www.econbiz.de/10013049923
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Statistical Inference and the Scientific Method : Making Statistics Relevant
Friedman, Hershey H. - 2014
The purpose of this article is to propose that we focus the teaching of the introductory statistics course not merely on the statistical tools to be studied, but on the scientific thinking that they engender. Students must be taught that science is based on the testing of theories and shown how...
Persistent link: https://www.econbiz.de/10013059077
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Can NN-algorithms and macroeconomic data improve OLS industry returns forecasts?
Pedersen, Christian S.; Satchell, Stephen - In: The European journal of finance 9 (2003) 3, pp. 273-289
Persistent link: https://www.econbiz.de/10001780711
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Macro-Finance Surface-Like Waves of Investment and Profits
Olkhov, Victor - 2017
This paper studies quantitative macro-finance model and describes Investment and Profits surface-like risk waves. We regard macro-finance as ensemble of economic agents and use their risk ratings as coordinates on economic space. Aggregations of agent's financial variables with risk coordinates...
Persistent link: https://www.econbiz.de/10012955887
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What Maximizes Labor Productivity? Optimal Levels of R&D Intensity and Tax on Corporate Profits for Nations
Coccia, Mario - 2017
The purpose of this study is to analyze the rates of R&D investments and taxes levied on profits of firms that can optimize the labor productivity of nations. Statistical evidence, based on OECD data, reveals that high rates of R&D intensity and tax on corporate profits do not maximize the labor...
Persistent link: https://www.econbiz.de/10012957910
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Profit Maximization Models for Exponential Decay Processes
Sethi, Suresh; Thompson, Gerald L.; Udayabhanu, V. - 2008
A number of real world processes can be modelled as exponential decay processes. Examples are: machine replacement, oil well extraction, advertising goodwill, repair and cleaning activities, etc.. In this paper we analyze a series of discounted or undiscounted, deterministic or stochastic...
Persistent link: https://www.econbiz.de/10014047640
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A generalized unification theorem for choice theoretic foundations : avoiding the necessity of pairs and triplets
He, Junnan - 2012
This paper is concerned with the axiomatic foundation of the revealed preference theory. Many well-known results in … observability. -- Revealed preference theory ; rationality ; preference ; choice functions …
Persistent link: https://www.econbiz.de/10009528925
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A Quantitative Research of the Common Good in Strategic Management
Fok, Eric K. H. - 2013
This article is the last in the series of four articles adapted from the author's doctoral research. The author sets out a quantitative methodology to enable a general statement to be made for the existence and the properties of the Common Good (CG) originated from the Holy Scriptures by using a...
Persistent link: https://www.econbiz.de/10013073486