Option‐implied risk measures: An empirical examination on the S&P 500 index

2019 ◽  
Vol 24 (4) ◽  
pp. 1409-1428
Author(s):  
Giovanni Barone‐Adesi ◽  
Chiara Legnazzi ◽  
Carlo Sala
Keyword(s):  
Risk Measures ◽  
Empirical Examination

Psychometric Definition of Rorschach Determinant Component Structure

1998 ◽  
Vol 14 (2) ◽  
pp. 116-123 ◽  
Author(s):  
Raymond M. Costello
Keyword(s):  
Lower Order ◽  
Three Dimensions ◽  
Comprehensive System ◽  
Empirical Examination ◽  
Component Structure ◽  
Exner's Comprehensive System ◽  
Factor Analytic ◽  
Confirmatory Factor ◽  
Components Analysis ◽  
Definition Of

This is an empirical examination of Experienced Stimulation (es) and Experience Actual (EA) from Exner's Comprehensive System (CS) for Rorschach's Test, spurred by Kleiger's theoretical critique. Principal components analysis, Cronbach's α, and inter-item correlational analyses were used to test whether 13 determinants used to code Rorschach responses (M, FM, m, CF+C, YF+Y, C'F+C', TF+T, VF+V, FC, FC', FV, FY, FT) are best represented as a one, two, or more-dimensional construct. The 13 determinants appear to reflect three dimensions, a “lower order” sensori-motor dimension (m + CF+C + YF+Y + C'F+C' + TF+T + VF+V) with a suggested label of Modified Experienced Stimulation (MES), a “higher order” sensori-motor dimension (FM + FV + FY + FT) with a suggested label of Modified Experience Potential (MEP), and a third sensori-motor dimension (M+FC+FC') for which the label of Modified Experience Actual (MEA) is suggested. These findings are consistent with Kleiger's arguments and could lead to a refinement of CS constructs by aggregating determinants along lines more theoretically congruous and more internally consistent. A RAMONA model with parameters specified was presented for replication attempts which use confirmatory factor analytic techniques.

A streetcar named derousal? An empirical examination of the desire-arousal distinction

2012 ◽  
Author(s):  
Sabina Sarin ◽  
Yitzchak M. Binik
Keyword(s):  
Empirical Examination

An empirical examination of a model of authentic leadership

2009 ◽  
Author(s):  
Xiafang Chen ◽  
Juliet Aiken ◽  
Paul J. Hanges
Keyword(s):  
Authentic Leadership ◽  
Empirical Examination

Utilizing Downside Risk Measures

2014 ◽  
Vol 31 (3) ◽  
pp. 42-50 ◽  
Author(s):  
Michelle McCarthy
Keyword(s):  
Risk Measures ◽  
Downside Risk

Backtesting general spectral risk measures with application to expected shortfall

2015 ◽  
Vol 9 (1) ◽  
pp. 21-31 ◽  
Author(s):  
Nick Costanzino ◽  
Mike Curran
Keyword(s):  
Risk Measures ◽  
Expected Shortfall ◽  
Spectral Risk Measures
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