IJON
2008
14 years 13 days ago
2008
Presence-absence (0-1) observations are special in that often the absence of evidence is not evidence of absence. Here we develop an independent factor model, which has the unique...
GECCO
2008
Springer
14 years 1 months ago
2008
Springer
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...