Results 91 to 100 of about 685,977 (197)

Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach [PDF]

This paper proposes a nonparametric efficiency measurement approach for the static portfolio selection problem in mean-variance-skewness space. A shortage function is defined that looks for possible increases in return and skewness and decreases in ...
Kristiaan Kerstens, Walter Briec, Octave Jokung   +2 more
core  

Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness [PDF]

This study examines the influence of global and regional factors on the conditional distribution of stock returns from six Asian markets, using factor models in which unexpected returns comprise global, regional and local shocks.
Aamir R. Hashmi, Anthony S. Tay
core   +2 more sources

Geometric Representation of the Mean-Variance-Skewness Portfolio Frontier Based upon the Shortage Function [PDF]

The literature suggests that investors prefer portfolios based on mean, variance and skewness rather than portfolios based on mean-variance (MV) criteria solely.
Kristiaan Kerstens, Amine Mounir, Ignace Van de Woestyne   +2 more
core  

Omnibus Tests for Multivariate Normality of Observations and Residuals [PDF]

This paper provides omnibus tests for multivariate normality of both observations and residuals. They are derived by considering as the alternatives to the multivariate normal a class of maximum-entropy distributions studied elsewhere by the author.
Urzúa, Carlos M.
core  

Skewness by splitting the scale parameter [PDF]

There are several possibilities to introduce skewness into a symmetric distribution. One of these procedures applies two dfferent parameters of scale - with possibly different weights - to the positive and the negative part of a symmetric density. Within
Fischer, Matthias J., Klein, Ingo
core  

Integrating CT radiomics and morphologic features for preoperative risk stratification of gastrointestinal stromal tumours. [PDF]

Sci Rep
Denewar FA, Mansour M, Eladl AE, Denewar K, Denewer A, Abdallah A, Saleh GA.   +6 more
europepmc   +1 more source

Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English) [PDF]

This paper addresses the issue of symmetry in financial returns. The return distributions of the major stocks traded on the Portuguese market and included in the PSI-20 Index are examined for periods from four to nine years.
Ana Cristina FERNANDES, Carlos MACHADO-SANTOS   +1 more
core  

Multi-elemental fingerprinting of the human brain: distribution of toxic, essential, and rare earth elements across neocortical, limbic, and subcortical regions. [PDF]

Sci Rep
Flieger W, Niedzielski P, Flieger M, Wojciechowska Z, Proch A, Proch J, Forma A, Torbicz A, Majerek D, Teresiński G, Baj J, Dzierżyński E, Flieger J.   +12 more
europepmc   +1 more source

Asymmetric Multivariate Normal Mixture GARCH [PDF]

An asymmetric multivariate generalization of the recently proposed class of normal mixture GARCH models is developed. Issues of parametrization and estimation are discussed.
Markus Haas, Stefan Mittnik, Mark S. Paolella   +2 more
core  

Associations of Sleep Duration and Physical Activity with Academic and Physical Education Performance Among Moroccan Adolescents. [PDF]

Clocks Sleep
Akhittouch A, Oirdi HE, Chokri A, Barkaoui M, Ihbour S, Eloirdi A.   +5 more
europepmc   +1 more source