Performance Measurement; Jensen’s Alpha; Time-Varying Risk - Articles

A Bias in Jensen’s Alpha When Returns Are Serially Correlated (Articles)

Jangkoo Kang, Soonhee Lee

Theoretical Economics Letters Vol.3 No.3，June 13, 2013

DOI: 10.4236/tel.2013.33031 5,523 Downloads 7,481 Views Citations
Risk Correlation Based on Time-Varying Copula Function and Extreme Value Theory (Articles)

Xinlong Ji, Lu Zhou

Theoretical Economics Letters Vol.7 No.7，December 18, 2017

DOI: 10.4236/tel.2017.77151 1,092 Downloads 2,134 Views Citations
Spread-Based Direct Alpha (SBDA) as a Performance Measure for PE Funds (Articles)

Koichi Miyazaki, Kazuhiro Shimada

Journal of Mathematical Finance Vol.13 No.3，August 25, 2023

DOI: 10.4236/jmf.2023.133024 150 Downloads 626 Views Citations
Estimation of Default Risk Based on KMV Model—An Empirical Study for Chinese Real Estate Companies (Articles)

Yan Chen, Guanglei Chu

Journal of Financial Risk Management Vol.3 No.2，June 12, 2014

DOI: 10.4236/jfrm.2014.32005 8,135 Downloads 10,769 Views Citations
Risk Measures and Nonlinear Expectations (Articles)

Zengjing Chen, Kun He, Reg Kulperger

Journal of Mathematical Finance Vol.3 No.3，August 22, 2013

DOI: 10.4236/jmf.2013.33039 4,315 Downloads 7,405 Views Citations
Gravitational Waves in a Universe with Time-Varying Curvature (Articles)

J. C. Botke

Journal of High Energy Physics, Gravitation and Cosmology Vol.7 No.2，April 25, 2021

DOI: 10.4236/jhepgc.2021.72036 322 Downloads 933 Views Citations
Global Supply Chain Disruption Management Post Covid 19 (Articles)

Ferdoush Saleheen, Mohammad Mamun Habib

American Journal of Industrial and Business Management Vol.12 No.3，March 28, 2022

DOI: 10.4236/ajibm.2022.123021 1,471 Downloads 8,038 Views Citations
The Origin of Cosmic Structures Part 4—Nucleosynthesis (Articles)

J. C. Botke

Journal of High Energy Physics, Gravitation and Cosmology Vol.8 No.3，July 28, 2022

DOI: 10.4236/jhepgc.2022.83053 1,413 Downloads 1,929 Views Citations
Application of the Alpha Shape Method to Visualize and Analyze Surgical Motion (Articles)

Mohammad R. Maddah, Caroline G. L. Cao

Surgical Science Vol.8 No.11，November 17, 2017

DOI: 10.4236/ss.2017.811052 1,057 Downloads 2,528 Views Citations
This article belongs to the Special Issue on Minimally Invasive Surgery
Comparative Study of Imaging Characteristics of I-125 Imaging Using the Siemens Inveon Scanner and Siemens Symbia TruePoint (Articles)

Young Jun Kim, Ilhan Lim, A Ram Yu, Byung Il Kim, Chang Woon Choi, Sang Moo Lim, Jin Su Kim

Journal of Biomedical Science and Engineering Vol.8 No.10，October 13, 2015

DOI: 10.4236/jbise.2015.810064 4,892 Downloads 6,219 Views Citations
This article belongs to the Special Issue on Radiology and Medical Imaging
The Limits of the Balanced Scorecard (Articles)

Ivo Hristov, Antonio Chirico

Open Journal of Social Sciences Vol.4 No.11，November 29, 2016

DOI: 10.4236/jss.2016.411004 3,708 Downloads 11,483 Views Citations
A Simulation Study on Comparing General Class of Semiparametric Transformation Models for Survival Outcome with Time-Varying Coefficients and Covariates (Articles)

Yemane Hailu Fissuh, Tsegay Giday Woldu, Idriss Abdelmajid Idriss Ahmed, Abebe Zewdie Kebebe

Open Journal of Statistics Vol.9 No.2，April 2, 2019

DOI: 10.4236/ojs.2019.92013 1,033 Downloads 1,987 Views Citations
Portfolio Performance Measurement: Review of Literature and Avenues of Future Research (Articles)

Ahmed Marhfor

American Journal of Industrial and Business Management Vol.6 No.4，April 20, 2016

DOI: 10.4236/ajibm.2016.64039 5,362 Downloads 10,698 Views Citations
Divergence between Value Stream Mapping Western Understanding and Material and Information Flow Chart Principles: A Japanese Automotive Supplier’s Perspective (Articles)

Zuhara Chavez, Takefumi Mokudai, Michiru Uyama

Journal of Service Science and Management Vol.11 No.2，April 26, 2018

DOI: 10.4236/jssm.2018.112016 1,254 Downloads 5,185 Views Citations
Coordination for Networks of Dynamic Agents with Time-Varying Delays (Articles)

Hongwang Yu, Baoshan Zhang, Yufan Zheng

Wireless Sensor Network Vol.2 No.2，March 12, 2010

DOI: 10.4236/wsn.2010.22019 4,920 Downloads 8,784 Views Citations
Pilot Placement for Time-Varying MIMO OFDM Channels with Virtual Subcarriers (Articles)

Alieh Moradi, Hamidreza Bakhshi, Vahid Najafpoor

Communications and Network Vol.3 No.1，February 25, 2011

DOI: 10.4236/cn.2011.31005 5,877 Downloads 10,779 Views Citations
Option Pricing Applications of Quadratic Volatility Models (Articles)

Srimantoorao. S. Appadoo, Aerambamoorthy Thavaneswaran, Saman Muthukumarana

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22017 4,712 Downloads 9,180 Views Citations
A Robust Incremental Algorithm for Predicting the Motion of Rigid Body in a Time-Varying Environment (Articles)

Ashraf Elnagar

International Journal of Intelligence Science Vol.2 No.3，July 27, 2012

DOI: 10.4236/ijis.2012.23007 4,809 Downloads 8,931 Views Citations
State Estimation over Customized Wireless Network (Articles)

Sayed Vahid Naghavi, Ali Azami, Freidoon Shabaninia

Wireless Engineering and Technology Vol.3 No.4，November 1, 2012

DOI: 10.4236/wet.2012.34032 3,367 Downloads 5,283 Views Citations
A Measure for Assessing Functions of Time-Varying Effects in Survival Analysis (Articles)

Anika Buchholz, Willi Sauerbrei, Patrick Royston

Open Journal of Statistics Vol.4 No.11，December 31, 2014

DOI: 10.4236/ojs.2014.411092 3,476 Downloads 4,854 Views Citations

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