Results 271 to 280 of about 3,490,561 (312)

Bond Holding Period Return Decomposition

SSRN Electronic Journal, 2013
The problem of decomposing bond portfolio holding period returns is addressed in this paper. Bond holding period returns are decomposed into four main components, the non-random horizon component, the spread component, the base-rate component, and an interaction component.
openaire   +1 more source

Bond Portfolio Holding Period Return Decomposition

The Journal of Investing, 2017
Bond portfolio holding period returns are decomposed into four macro components: horizon, spot rate, spread, and interaction. The spot rate and spread could be decomposed further based on modified duration, convexity, and cross-convexity, each of which could be further decomposed into three subcomponents tied to level, slope, and curvature.
Robert Brooks, Kate Upton
openaire   +1 more source

return-period analysis with sliding polynomials

Transactions of the ASAE, 1983
ABSTRACT A method of return-period analysis is presented which does not require assumption of a probability function or of plotting positions. Piece-wise sliding polynomials are used to smooth historical samples by least squares. Imposition of a boundary control produces a restrained fitting which suppresses much sample-to-sample variability for ...
null W. M. Snyder, null A. W. Thomas
openaire   +1 more source

Return Periods and Return Levels Under Climate Change

2012
We investigate the notions of return period and return level for a nonstationary climate. We discuss two general methods for communicating risk. The first eschews the term return period and instead communicates yearly risk in terms of a probability of exceedance. The second extends the notion of return period to the non-stationary setting.
openaire   +1 more source

Cancer statistics for African American/Black People 2022

Ca-A Cancer Journal for Clinicians, 2022
Angela Giaquinto, Kimberly D Miller, Rebecca L Siegel   +2 more
exaly  

Periodic return

2014
openaire   +2 more sources

SARS-CoV-2 variants, spike mutations and immune escape

Nature Reviews Microbiology, 2021
William T Harvey, Alessandro Maria Carabelli, Benjamin C Jackson   +2 more
exaly  

Reservoir safety — long return period rainfall

2010
Stewart, E.J., Jones, D.A., Svensson, C., Morris, D.G.   +3 more
openaire   +2 more sources

Measuring Multi-Period Returns

SSRN Electronic Journal
Raman Kumar, Gregory Noronha, Yutong Xie
openaire   +1 more source

Tropical cyclone return periods

2011
J Kleinn, T Hall
openaire   +1 more source