Viewing Discretionary and Non-Discretionary Accruals Through the Univariate Lens: A Conditional Heteroscedastic Mean-Variance Approach

2016 ◽  
Author(s):  
Albert Kwame Mensah
Keyword(s):  
Discretionary Accruals ◽  
Mean Variance ◽  
Variance Approach

Robo-advising: a dynamic mean-variance approach

2021 ◽  
Author(s):  
Min Dai ◽  
Hanqing Jin ◽  
Steven Kou ◽  
Yuhong Xu
Keyword(s):  
Mean Variance ◽  
Variance Approach

Investment Decision with a General Equilibrium Mean-Variance Approach

1971 ◽  
Vol 85 (4) ◽  
pp. 667 ◽  
Author(s):  
Robert S. Hamada
Keyword(s):  
General Equilibrium ◽  
Investment Decision ◽  
Mean Variance ◽  
Variance Approach

Optimal Pairs Trading Strategies: a Stochastic Mean-Variance Approach

2021 ◽  
Author(s):  
Fenghui Yu ◽  
Wai-Ki Ching ◽  
Chufang WU ◽  
Jiawen Gu
Keyword(s):  
Trading Strategies ◽  
Pairs Trading ◽  
Mean Variance ◽  
Variance Approach

scholarly journals Channel Coordination of a Risk-Averse Supply Chain: Mean-Variance Approach

2015 ◽  
Author(s):  
Indranil Biswas ◽  
Arnab Adhikari ◽  
Baidyanath Biswas
Keyword(s):  
Supply Chain ◽  
Channel Coordination ◽  
Risk Averse ◽  
Mean Variance ◽  
Variance Approach

Pension Income Indexation: A Mean-Variance Approach

Economía ◽  
2019 ◽  
Vol 20 (1) ◽  
pp. 33-59
Author(s):  
Rodrigo Lluberas
Keyword(s):  
Pension Income ◽  
Mean Variance ◽  
Variance Approach

The Mean-Variance Approach

1993 ◽  
pp. 4-24
Author(s):  
Neil Thompson
Keyword(s):  
The Mean ◽  
Mean Variance ◽  
Variance Approach

A mean-variance approach to short-term timber selling and forest taxation under multiple sources of uncertainty

1993 ◽  
Vol 23 (4) ◽  
pp. 573-581 ◽  
Author(s):  
Markku Ollikainen
Keyword(s):  
Interest Rate ◽  
Real Interest Rate ◽  
Independent Random Variables ◽  
Multiple Sources ◽  
Short Term ◽  
Timber Supply ◽  
Sources Of Uncertainty ◽  
Comparative Static Analysis ◽  
Mean Variance ◽  
Variance Approach

The effects of forest taxation on timber supply under the double uncertainty of real interest rate and future timber price are analyzed in a mean-variance framework. If future timber price and interest rate are independent random variables, there exists an asymmetry between lenders and borrowers, as there is in the single interest rate uncertainty case. Borrowers cut more and lenders cut less as a response to double uncertainty relative to single price uncertainty. If timber price and interest rate are correlated, the sign of the covariance is crucial for the interpretation of the optimality conditions and for the comparative static analysis results. If covariance is negative, borrowers still tend to increase their cutting, but the behaviour of lenders depends on the relative magnitudes of risks associated with interest rate and timber price, which is indicated by variances and covariance. Finnish data are used to evaluate the size of various risks and the sign of covariance. The evidence suggests that a statistically insignificant negative correlation exists and that the covariance is zero.

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