This is a preview. Log in through your library . Abstract In this note we are concerned with a technical point concerning the Cobb-Douglasfunction fitted to productivity data. We derive a new variance ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Modified value-at-risk (mVaR) and modified expected shortfall (mES) are risk estimators that can be calculated without modeling the distribution of asset returns. These modified estimators use ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback