6120 documents matched the search for Markowitz-Fama bounds in titles and keywords.
Go to document
|
1112131415161718191
Inference on sets in finance, Victor Chernozhukov, Emre Kocatulum and Konrad Menzel,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2012)
Keywords: Hansen-Jagannathan bound, Markowitz-Fama bounds, Chetty bounds, Mean-Variance sets, Optimisation Frictions, Inference, Confidence Set
Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems, Janusz Miroforidis,
in Journal of Global Optimization
(2021)
Keywords: Bi-objective optimization, Multiple criteria decision making, Cardinality-constrained Markowitz portfolio investment problem, Two-sided efficient frontier approximations, Chebyshev scalarization
CLRBOUND: Stata module to perform estimation and inference on intersection bounds, Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen,
from Boston College Department of Economics
(2014)
Keywords: bounds, intersection bounds
Characterizations of distributions by variance bounds, T. Cacoullos and V. Papathanasiou,
in Statistics & Probability Letters
(1989)
Keywords: characterizations variance bounds
Bounds on ATE with discrete outcomes, Jinyong Hahn,
in Economics Letters
(2010)
Keywords: Average Treatment Effects Bounds
Variance bounds using a theorem of Polya, Barry C. Arnold and Patrick L. Brockett,
in Statistics & Probability Letters
(1988)
Keywords: variance bounds Polya inequality
Bounds for Functions of Dependent Risks, Paul Embrechts and Giovanni Puccetti,
in Finance and Stochastics
(2006)
Keywords: Copulas, Dependent risks, Dependence bounds, Fréchet bounds, 60E15, 60E05, G10,
Nonparametric bounds on equivalence scales, Christian Dudel,
in Economics Bulletin
(2015)
Keywords: Household equivalence scales, Nonparametric bounds
Bounds for the Energy of Graphs, Slobodan Filipovski and Robert Jajcay,
in Mathematics
(2021)
Keywords: energy of graphs; conjecture; new bounds
The bounds for matrices with monotonic rows, Meng-Kuang Kuo,
in Indian Journal of Pure and Applied Mathematics
(2010)
Keywords: Bounds of Matrices, Matrices with monotonic rows
Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds, T. Cacoullos and V. Papathanasiou,
in Statistics & Probability Letters
(1986)
Keywords: variance bounds Chernoff's inequality orthogonal polynomials exponential families Bhattacharya bounds
Bounds for the Rayleigh velocity in an incompressible orthotropic plate, Faiz Ahmad, Takasar Hussain and Muhammad Ozair,
in Chaos, Solitons & Fractals
(2021)
Keywords: Orthotropic plate; Incompressibility; Bounds;
Bounds in Competing Risks Models and the War on Cancer, Bo E. Honoré and Adriana Lleras-Muney,
from University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics
(2004)
Keywords: Bounds; Competing Risks; Cancer
Upper and lower bounds for the solutions of Markov renewal equations, Gang Li and Jiaowan Luo,
in Mathematical Methods of Operations Research
(2005)
Keywords: Markov renewal equation, Bounds,
A survey of semiparametric efficiency bounds for some microeconometric models, Thomas A Severini and Gautam Tripathi,
from Department of Economics at the University of Luxembourg
(2013)
Keywords: Efficiency bounds, Semiparametric models
Policy Bounds for Markov Decision Processes, William S. Lovejoy,
in Operations Research
(1986)
Keywords: 93 approximate models for policy bounds, 117 policy bounds for MDP's, 635 approximate models for policy bounds
Minimax price bounds in incomplete markets, Unyong Pyo,
in Journal of Economics and Finance
(2011)
Keywords: Incomplete Markets, Unbiased Minimax Bounds, Good-deal Bounds, Gain-loss Bounds, G12, D52,
A generalization of variance bounds, N. Papadatos and V. Papathanasiou,
in Statistics & Probability Letters
(1996)
Keywords: Variance bounds Density-quantile function Order statistics
Bounds on price setting, Narayana Kocherlakota,
in Theoretical Economics
(2021)
Keywords: Pricing bounds, monetary policy, fiscal policy
Bounds for Distorted Risk Measures, Goncalves Marcelo, Kolev Nikolai and Fabris Antonio,
in Stochastics and Quality Control
(2008)
Keywords: Algorithm, bounds, copulas, distortion risk measures
Extreme bounds of democracy, Martin Gassebner, Michael Lamla and James Vreeland,
from KOF Swiss Economic Institute, ETH Zurich
(2009)
Keywords: Democracy, Extreme bounds analysis, Regime transition
On bounds for network revenue management, Kalyan Talluri,
from Department of Economics and Business, Universitat Pompeu Fabra
(2009)
Keywords: revenue management, bid-prices, relaxations, bounds
Fair bounds based solidarity, Josep E. Peris and José M. Jiménez-Gómez,
from University of Alicante, D. Quantitative Methods and Economic Theory
(2012)
Keywords: Redistribution mechanism; Lower bounds; Scholarship; Solidarity
A note on the relation between coefficient alpha and guttman's “split-half” lower bounds, Paul Jackson,
in Psychometrika
(1979)
Keywords: reliability bounds, coefficient alpha, split-half bounds,
Bounds on Expected Project Tardiness, John Birge and Marilyn J. Maddox,
in Operations Research
(1995)
Keywords: probability: moment problem, production/scheduling: tardiness bounds, project management: objective bounds
Bounds on the paired domination number of graphs with minimum degree at least three, Michael A. Henning, Monika Pilśniak and Elżbieta Tumidajewicz,
in Applied Mathematics and Computation
(2022)
Keywords: Paired domination; Bounds;
Improved sensitivity bounds for mediation under unmeasured mediator–outcome confounding, Sjölander Arvid and Waernbaum Ingeborg,
in Journal of Causal Inference
(2024)
Keywords: bounds, causal inference, mediation
Crime and economic conditions in Malaysia: An ARDL Bounds Testing Approach, Muzafar Shah Habibullah and A.H. Baharom,
from University Library of Munich, Germany
(2008)
Keywords: Bounds Testing; Malaysia; Crime
STOCDOM: Stata module to compute bounds assuming stochastic dominance, Alejandro Ome,
from Boston College Department of Economics
(2024)
Keywords: stochastic dominance, bounds
HJBOUNDS: RATS procedure to compute Hansen-Jagannathan bounds for a set of returns, Tom Doan,
from Boston College Department of Economics
Keywords: Hansen-Jagannathan bounds
Solution Bounds of the Continuous and Discrete Lyapunov Matrix Equations, C. H. Lee,
in Journal of Optimization Theory and Applications
(2004)
Keywords: Matrix bounds, eigenvalue bounds, Lyapunov equation, unified algebraic Lyapunov equation
Reliability Bounds for Multistate Systems with Multistate Components, Joseph C. Hudson and Kailash C. Kapur,
in Operations Research
(1985)
Keywords: 721 reliability bounds for multistate systems
Using bounds to investigate household debt repayment behaviour, Charles Grant and Mario Padula,
in Research in Economics
(2013)
Keywords: Consumer credit; Default; Manski bounds;
Bounds for some general sums of random variables, Zinoviy Landsman and Steven Vanduffel,
in Statistics & Probability Letters
(2011)
Keywords: Bounds Dependence Exponential dispersion family
Bounds on repayment behavior: evidence for the consumer credit market, Mario Padula and Charles Grant,
from Department of Economics, University of Venice "Ca' Foscari"
(2007)
Keywords: Manski Bounds, Consumer Credit, Default
EBA: RATS procedure to perform Extreme Bounds Analysis, Tom Doan,
from Boston College Department of Economics
Keywords: Bayesian methods,extreme bounds analysis
Minimax lower bounds for the two-armed bandit problem, Sanjeev R. Kulkarni and Gabor Lugosi,
from Department of Economics and Business, Universitat Pompeu Fabra
(1997)
Keywords: Bandit problem, minimax lower bounds
Optimization Bounds from the Branching Dual, Gerdus Benadè and John N. Hooker,
in INFORMS Journal on Computing
(2020)
Keywords: branching dual; dual bounds; minimum bandwidth
Bounds of the extended Estrada index of graphs, Jing Li, Lu Qiao and Nan Gao,
in Applied Mathematics and Computation
(2018)
Keywords: Extended adjacency matrix; Extended Estrada index; Bounds;
No-arbitrage bounds for financial scenarios, Alois Geyer, Michael Hanke and Alex Weissensteiner,
in European Journal of Operational Research
(2014)
Keywords: Finance; Scenarios; No-arbitrage bounds; Financial optimization;
Probability bounds for reflecting diffusion processes, Zhongmin Qian and Xingcheng Xu,
in Statistics & Probability Letters
(2023)
Keywords: Reflecting diffusion; Comparison theorem; Probability bounds;
Financial crises and the extreme bounds of predictors, John Inekwe,
in Empirical Economics
(2018)
Keywords: Banking, Sovereign, Stock, Currency, Extreme bounds, Crisis
The truncated core for games with upper bounds, Luisa Carpente, Balbina Casas-Méndez, Ignacio García-Jurado and Anne Nouweland,
in International Journal of Game Theory
(2010)
Keywords: Games with upper bounds, Truncated core, C71, C44,
Bounds for the solutions of absolute value equations, Milan Hladík,
in Computational Optimization and Applications
(2018)
Keywords: Absolute value equations, Interval computation, Bounds
Upper Bounds on Numerical Approximation Errors, Peter Raahauge,
from Copenhagen Business School, Department of Finance
(2006)
Keywords: Numerical approximation errors; Bellman contractions; Error bounds
Bounds for coherent reliability structures, M. V. Koutras, S. G. Papastavridis and K. I. Petakos,
in Statistics & Probability Letters
(1996)
Keywords: Coherent structures Reliability bounds Cut sets Path sets Association
Bounds and Heuristics for Multiproduct Pricing, Guillermo Gallego and Gerardo Berbeglia,
in Management Science
(2024)
Keywords: multiproduct pricing, bounds and heuristics, nonlinear pricing, bundle pricing
Lower bounds rule!, Roland Iwan Luttens,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2010)
Keywords: claims problems, lower bounds, concede-and-divide, minimal overlap rule
Novelty and the bounds of unknowledge in economics, Ulrich Witt,
in Journal of Economic Methodology
(2009)
Keywords: novelty, epistemic bounds, abduction, causation, dynamical systems, economic change, evolution,
Bounds for functions of multivariate risks, Paul Embrechts and Giovanni Puccetti,
in Journal of Multivariate Analysis
(2006)
Keywords: Multivariate marginals Coupling Dual bounds Value-at-Risk Risk measures
Lower bounds rule!, R. I. Luttens,
from Ghent University, Faculty of Economics and Business Administration
(2010)
Keywords: Claims problems, Lower bounds, Concede-and-Divide, Minimal Overlap rule.
Cramer-Rao bounds for posterior variances, Malay Ghosh,
in Statistics & Probability Letters
(1993)
Keywords: Cramer-Rao bounds posterior variances posterior risks Bayes risks nuisance parameters Bhattacharyya type bounds
IMPERFECTIV: Stata module to estimate bounds with "Imperfect Instrumental Variables" (Nevo and Rosen, 2012), Benjamín Matta and Damian Clarke,
from Boston College Department of Economics
(2019)
Keywords: instrumental variables, bounds, exogeneity
Efficient computation of spectral bounds for Hessian matrices on hyperrectangles for global optimization, Moritz Schulze Darup, Martin Kastsian, Stefan Mross and Martin Mönnigmann,
in Journal of Global Optimization
(2014)
Keywords: Eigenvalue bounds, Spectral bounds, Hessian, Interval matrix, Global optimization,
Technical Note—Bounds in the Generalized Weber Problem under Locational Uncertainty, Henrik Juel,
in Operations Research
(1981)
Keywords: 185 bounds under locational uncertainty
Lower bounds for the ITC-2007 curriculum-based course timetabling problem, Jin-Kao Hao and Una Benlic,
in European Journal of Operational Research
(2011)
Keywords: Bounds Partitioning Tabu search Timetabling
On the Complexity of Nonoverlapping Multivariate Marginal Bounds for Probabilistic Combinatorial Optimization Problems, Xuan Vinh Doan and Karthik Natarajan,
in Operations Research
(2012)
Keywords: probability bounds, integer programming, PERT
New Bounds for the Identical Parallel Processor Weighted Flow Time Problem, Scott Webster,
in Management Science
(1992)
Keywords: scheduling, parallel processors, deterministic, bounds
Exact error bounds for the reconstruction processes using interpolating wavelets, S. Amat and M. Moncayo,
in Mathematics and Computers in Simulation (MATCOM)
(2009)
Keywords: Error bounds; Interpolating wavelets; Stability;
Tight numerical bounds for digital terrain modeling by interpolatory subdivision schemes, M. Moncayo, J.F. Reinoso and S. Amat,
in Mathematics and Computers in Simulation (MATCOM)
(2011)
Keywords: Subdivision schemes; Convolution; Error bounds;
Sharp bounds for causal effects based on Ding and VanderWeele's sensitivity parameters, Sjölander Arvid,
in Journal of Causal Inference
(2024)
Keywords: bounds, causal inference, sensitivity analysis
Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds, Richard Blundell, Costas Meghir, Amanda Gosling and Hidehiko Ichimura,
from C.E.P.R. Discussion Papers
(2004)
Keywords: Wage differentials; Selection models; Bounds
Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds, Richard Blundell, Amanda Gosling, Hidehiko Ichimura and Costas Meghir,
from Institute of Labor Economics (IZA)
(2004)
Keywords: wage differentials, selection models, bounds
Bounds for path-dependent options, Donald Brown, Rustam Ibragimov and Johan Walden,
in Annals of Finance
(2015)
Keywords: Option bounds, Trinomial model, Binomial model , Semiparametric bounds, Option prices, Expected payoffs, Path-dependent contingent claims, Asian options , Moment inequalities, G12, C02, C65,
Sharp upper and lower bounds for a sine polynomial, Horst Alzer and Man Kam Kwong,
in Applied Mathematics and Computation
(2016)
Keywords: Fejér–Jackson inequality; Sine polynomial; Sharp bounds;
Lower bounds on inequality of opportunity and measurement error, Carlos Balcazar,
in Economics Letters
(2015)
Keywords: Inequality of opportunity; Lower bounds; Measurement error;
Tolerance Sensitivity and Optimality Bounds in Linear Programming, Richard E. Wendell,
in Management Science
(2004)
Keywords: sensitivity analysis, linear programming, optimality bounds
Serial Supply Chains with Economies of Scale: Bounds and Approximations, Kevin H. Shang and Jing-Sheng Song,
in Operations Research
(2007)
Keywords: inventory policies, bounds, approximations, batch ordering
Lower bounds for the axial three-index assignment problem, Bum-Jin Kim, William L. Hightower, Peter M. Hahn, Yi-Rong Zhu and Lu Sun,
in European Journal of Operational Research
(2010)
Keywords: Axial 3-index assignment Lower bounds Integer programming
Exponential bounds for excess probabilities in systems with a finite capacity, J. C. W. van Ommeren,
in Stochastic Processes and their Applications
(1987)
Keywords: finite capacity system exponential bounds excess probability
Monotonicity of likelihood support bounds for system failure rates, Chris J. Lloyd,
in Statistics & Probability Letters
(2005)
Keywords: Buehler bounds Profile likelihood Exact confidence limits
Reliability bounds for multistage structures with independent components, Wojciech Kordecki,
in Statistics & Probability Letters
(1997)
Keywords: Reliability bounds Markov chains Finite lattices
A note on moment bounds for strong mixing sequences, Tae Yoon Kim,
in Statistics & Probability Letters
(1993)
Keywords: Strong mixing sequence stationarity moment bounds
Tail bounds for sums of geometric and exponential variables, Svante Janson,
in Statistics & Probability Letters
(2018)
Keywords: Geometric distribution; Exponential distribution; Tail bounds;
The intrinsic bounds on the risk premium of Markovian pricing kernels, Jihun Han and Hyungbin Park,
in Finance Research Letters
(2015)
Keywords: Risk premium; Markovian pricing kernel; Intrinsic bounds;
Static-arbitrage upper bounds for the prices of basket options, David Hobson, Peter Laurence and Tai-Ho Wang,
in Quantitative Finance
(2005)
Keywords: Basket options, Super-replication, Arbitrage-free bounds,
Validity, tightness, and forecasting power of risk premium bounds, Kerry Back, Kevin Crotty and Seyed Mohammad Kazempour,
in Journal of Financial Economics
(2022)
Keywords: Risk premia; Bounds; Conditional tests; Predictability; Forecasting;
Pathwise Properties and Performance Bounds for a Perishable Inventory System, William L. Cooper,
in Operations Research
(2001)
Keywords: Inventory, perishable: heuristics, performance bounds, stochastic
Demand for Money in Nepal: An ARDL Bounds Testing Approach, Birendra Bahadur Budha,
in NRB Economic Review
(2013)
Keywords: Money Demand, Bounds test, Stability, Nepal
Histogram based bounds and approximations for production lines, Jean-Sbastien Tancrez, Pierre Semal and Philippe Chevalier,
in European Journal of Operational Research
(2009)
Keywords: Markov processes Queueing Production line Discretization Bounds
Efficiency bounds and efficiency classifications in DEA with imprecise data, K S Park,
in Journal of the Operational Research Society
(2007)
Keywords: DEA, imprecise data, efficiency bounds, efficiency classifications
Improved lower bounds for the online bin stretching problem, Michaël Gabay, Nadia Brauner and Vladimir Kotov,
in 4OR
(2017)
Keywords: Bin stretching, Scheduling, Online algorithms, Lower bounds
Norm bounds and underestimators for unconstrained polynomial integer minimization, Sönke Behrends, Ruth Hübner and Anita Schöbel,
in Mathematical Methods of Operations Research
(2018)
Keywords: Integer optimization, Polynomials, Lower bounds, Branch and bound
Computing Bounds on the Expected Maximum of Correlated Normal Variables, Andrew M. Ross,
in Methodology and Computing in Applied Probability
(2010)
Keywords: Multivariate normal expectations, Singular distribution, Computing bounds
Quantitative Non-Geometric Convergence Bounds for Independence Samplers, Gareth O. Roberts and Jeffrey S. Rosenthal,
in Methodology and Computing in Applied Probability
(2011)
Keywords: Markov chain, MCMC, Independence sampler, Convergence bounds
Some Perturbation Bounds of the Tensor Complementarity Problem, Li-Ming Li, Shi-Liang Wu and Ping-Fan Dai,
in Journal of Optimization Theory and Applications
(2024)
Keywords: The tensor complementarity problem, Perturbation bounds, P-tensor
Lower bounds for online bin covering-type problems, János Balogh, Leah Epstein and Asaf Levin,
in Journal of Scheduling
(2019)
Keywords: Competitive analysis, Lower bounds, Bin covering
A characterization of discrete unimodality with applications to variance upper bounds, Sharon Navard, John Seaman and Dean Young,
in Annals of the Institute of Statistical Mathematics
(1993)
Keywords: Discrete distributions, unimodality, convexity, variance bounds,
Dirac cohomology on manifolds with boundary and spectral lower bounds, Simone Farinelli,
in Partial Differential Equations and Applications
(2023)
Keywords: Dirac operator, Spectral lower bounds, Dirac cohomology
Business cycles and the synchronization process: a bounds testing approach, Tze-Haw Chan and Evan Lau,
from University Library of Munich, Germany
(2005)
Keywords: Business Cycle Synchronisation; ASEAN; ARDL Bounds Test
An Extension of Good-Deal Asset Price Bounds, Iñaki R. Longarela,
from Stockholm School of Economics
(2001)
Keywords: generalized good-deal bounds; L1-norm methods
Bounds of the Solution Set to the Polynomial Complementarity Problem, Yang Xu, Guyan Ni and Mengshi Zhang,
in Journal of Optimization Theory and Applications
(2024)
Keywords: Polynomial complementarity problem, Tensor, Bounds of the solution set
Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse, Rosalia Vazquez-Alvarez, Bertrand Melenberg and Arthur van Soest,
from Tilburg University, Center for Economic Research
(1999)
Keywords: nonparametrics; bounds and identification; sample non-response
Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse, Rosalia Vazquez-Alvarez, Bertrand Melenberg and Arthur van Soest,
from Tilburg University, Center for Economic Research
(1999)
Keywords: item nonresponse; bracket response; bounds and identification
Optimal moment bounds under multiple shape constraints, Geert Wouters and Ann De Schepper,
from University of Antwerp, Faculty of Business and Economics
(2009)
Keywords: Probability bounds, Shape constraints, Convex optimization
Generalization Bounds in the Predict-Then-Optimize Framework, Othman El Balghiti, Adam N. Elmachtoub, Paul Grigas and Ambuj Tewari,
in Mathematics of Operations Research
(2023)
Keywords: Primary: 90B99, 68Q32, generalization bounds, prescriptive analytics, regression, predict-then-optimize
Bounds to the normal for proximity region graphs, Larry Goldstein, Tobias Johnson and Raphaël Lachièze-Rey,
in Stochastic Processes and their Applications
(2018)
Keywords: Forbidden region graph; Berry–Esseen bounds; Stabilization; Poisson functionals;
Sharp Bounds in the Binary Roy Model, Marc Henry and Ismael Mourifié,
from University of Toronto, Department of Economics
(2014)
Keywords: sectorial choice, treatment specific unobservables, partial identification, intersection bounds
Sharp Bounds in the Binary Roy Model, Marc Henry and Ismael Mourifié,
from CIRANO
(2012)
Keywords: treatment effect, discrete outcomes, sectorial choice, partial identification, intersection bounds,
Tight bounds on American option prices, San-Lin Chung, Mao-Wei Hung and -Yan Wang,
in Journal of Banking & Finance
(2010)
Keywords: American option pricing Option bounds Early exercise boundary
|