Works about EXPECTED returns

Results: 2473

A value-of-information-based optimal sensor placement design framework for cost-effective structural health monitoring (with application to miter gate monitoring).

Published in:

Structural Health Monitoring, 2025, v. 24, n. 4, p. 2091, doi. 10.1177/14759217241275643

By:

Chadha, Mayank;
Hu, Zhen;
Farrar, Charles R.;
Todd, Michael D.

Publication type:

Article

Factors relevance in asset pricing: new evidences in emerging markets from random matrix theory.

Published in:

Economics & Business Letters, 2025, v. 14, n. 2, p. 75, doi. 10.17811/ebl.14.2.2025.75-87

By:

Molero-González, Laura;
Trinidad-Segovia, Juan E.;
Sánchez-Granero, Miguel A.;
García-Medina, Andrés

Publication type:

Article

Securities Markets in Which Some Investors Receive Information About Cash Flow Betas.

Published in:

Management Science, 2025, v. 71, n. 7, p. 6155, doi. 10.1287/mnsc.2022.02061

By:

Shiyang Huang;
Schneemeier, Jan;
Subrahmanyam, Avanidhar;
Liyan Yang

Publication type:

Article

Long-Term Attachments and Long-Run Firm Rates of Return.

Published in:

Southern Economic Journal, 2004, v. 71, n. 2, p. 314, doi. 10.2307/4135294

By:

Orazem, Peter F.;
Bouillon, Marvin L.;
Doran, Benjamin M.

Publication type:

Article

RATES OF RETURN IN THE NONLIFE INSURANCE INDUSTRY.

Published in:

Journal of Risk & Insurance, 1971, v. 38, n. 3, p. 409, doi. 10.2307/251403

By:

Forbes, Stephen W.

Publication type:

Article

INVESTMENT LIFE INSURANCE VERSUS TERM INSURANCE AND SEPARATE INVESTMENT: A DETERMINATION OF EXPECTED-RETURN EQUIVALENTS.

Published in:

Journal of Risk & Insurance, 1968, v. 35, n. 2, p. 181, doi. 10.2307/250829

By:

Ferrari, J. Robert

Publication type:

Article

A MODEL FOR DETERMINING THE RATE OF RETURN ON INVESTMENT IN LIFE INSURANCE POLICIES.

Published in:

Journal of Risk & Insurance, 1967, v. 34, n. 3, p. 435, doi. 10.2307/250858

By:

Schwarzschild, Stuart

Publication type:

Article

Investor Sentiment and Market-Wide Liquidity Pricing.

Published in:

Journal of Behavioral Finance, 2024, v. 25, n. 2, p. 229, doi. 10.1080/15427560.2022.2100379

By:

Yaakoubi, Soumaya

Publication type:

Article

Past Stock Returns and the MAX Effect.

Published in:

Journal of Behavioral Finance, 2022, v. 23, n. 3, p. 338, doi. 10.1080/15427560.2021.1913159

By:

Chelikani, Surya;
Kilic, Osman;
Wang, Xuewu

Publication type:

Article

Price Clustering, Preferences for Round Prices, and Expected Returns.

Published in:

Journal of Behavioral Finance, 2022, v. 23, n. 3, p. 301, doi. 10.1080/15427560.2020.1867143

By:

Blau, Benjamin M.;
Griffith, Todd G.;
Whitby, Ryan J.

Publication type:

Article

Does Probability Weighting Drive Lottery Preferences?

Published in:

Journal of Behavioral Finance, 2020, v. 21, n. 3, p. 233, doi. 10.1080/15427560.2019.1672167

By:

Blau, Benjamin M.;
DeLisle, R. Jared;
Whitby, Ryan J.

Publication type:

Article

Switching Investments Can Be a Bad Idea WhenParrondo's Paradox Applies.

Published in:

Journal of Behavioral Finance, 2005, v. 6, n. 1, p. 15, doi. 10.1207/s15427579jpfm0601_3

By:

Spurgin, Richard;
Tamarkin, Maurry

Publication type:

Article

Portfolio Investment with Options Based on Uncertainty Theory.

Published in:

International Journal of Information Technology & Decision Making, 2019, v. 18, n. 3, p. 929, doi. 10.1142/S0219622019500159

By:

Huang, Xiaoxia;
Wang, Xuting

Publication type:

Article

CREDIBILITY-BASED FUZZY MATHEMATICAL PROGRAMMING MODEL FOR PORTFOLIO SELECTION UNDER UNCERTAINTY.

Published in:

International Journal of Information Technology & Decision Making, 2014, v. 13, n. 1, p. 101, doi. 10.1142/S0219622014500059

By:

MEHLAWAT, MUKESH KUMAR;
GUPTA, PANKAJ

Publication type:

Article

RISK ANALYSIS UNDER PARTIAL PRIOR INFORMATION AND NONMONOTONE UTILITY FUNCTIONS.

Published in:

International Journal of Information Technology & Decision Making, 2007, v. 6, n. 4, p. 625, doi. 10.1142/S0219622007002721

By:

UTKIN, LEV V.

Publication type:

Article

A proposal of quantum data representation to improve the discrimination power.

Published in:

Natural Computing, 2020, v. 19, n. 3, p. 577, doi. 10.1007/s11047-019-09734-w

By:

Sousa, Rosilda B. de;
Pereira, Emeson J. S.;
Cipolletti, Marina P.;
Ferreira, Tiago A. E.

Publication type:

Article

Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries.

Published in:

Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 837, doi. 10.1007/s11009-020-09782-1

By:

Di Crescenzo, Antonio;
Martinucci, Barbara;
Paraggio, Paola;
Zacks, Shelemyahu

Publication type:

Article

Joint Distribution of First-Passage Time and First-Passage Area of Certain Lévy Processes.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 4, p. 1283, doi. 10.1007/s11009-018-9677-5

By:

Abundo, Mario;
Furia, Sara

Publication type:

Article

Generating Functions of Waiting Times and Numbers of Visits for Random Walks on Graphs.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 2, p. 349, doi. 10.1007/s11009-011-9246-7

By:

Inoue, Kiyoshi;
Aki, Sigeo;
Narayanaswamy, Balakrishnan

Publication type:

Article

A Survey of the Coupon Collector’s Problem with Random Sample Sizes.

Published in:

Methodology & Computing in Applied Probability, 2007, v. 9, n. 4, p. 573, doi. 10.1007/s11009-006-9013-3

By:

Kobza, John;
Jacobson, Sheldon;
Vaughan, Diane

Publication type:

Article

Long-Term Daily Equity Returns Across Sectors of the Oil and Gas Industry, 2000–2019.

Published in:

Journal of Industry, Competition & Trade, 2022, v. 22, n. 1, p. 125, doi. 10.1007/s10842-021-00374-4

By:

Carson, Scott Alan

Publication type:

Article

Optimal tax policy and expected longevity: a mean and variance utility approach.

Published in:

International Tax & Public Finance, 2009, v. 16, n. 4, p. 514, doi. 10.1007/s10797-009-9106-3

By:

Leroux, Marie-Louise;
Ponthiere, Gregory

Publication type:

Article

Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach.

Published in:

Asia-Pacific Financial Markets, 2022, v. 29, n. 2, p. 139, doi. 10.1007/s10690-021-09342-8

By:

Schreder, Max;
Bilinski, Pawel

Publication type:

Article

Stocks Recommendation from Large Datasets Using Important Company and Economic Indicators.

Published in:

Asia-Pacific Financial Markets, 2021, v. 28, n. 4, p. 667, doi. 10.1007/s10690-021-09341-9

By:

Gupta, Kartikay;
Chatterjee, Niladri

Publication type:

Article

Beta-Anomaly: Evidence from the Indian Equity Market.

Published in:

Asia-Pacific Financial Markets, 2021, v. 28, n. 1, p. 55, doi. 10.1007/s10690-020-09316-2

By:

Ali, Asgar;
Badhani, K. N.

Publication type:

Article

Recovery Process Model for Two Companies.

Published in:

Asia-Pacific Financial Markets, 2009, v. 16, n. 4, p. 287, doi. 10.1007/s10690-009-9097-1

By:

Itoh, Yuki

Publication type:

Article

Value of pre‐construction proof loading information for structural design.

Published in:

Wind Energy, 2019, v. 22, n. 12, p. 1716, doi. 10.1002/we.2398

By:

Brüske, Henning;
Thöns, Sebastian

Publication type:

Article

Una hipótesis sobre la presentación de tres defectos hereditarios en el cerdo.

Published in:

Veterinaria México OA, 2020, v. 7, n. 3, p. 1, doi. 10.22201/fmvz.24486760e.2020.3.923

By:

Berruecos, J. M.

Publication type:

Article

Monitoring the Accuracy Characteristics of an Automatic System for Determining Astronomical Azimuth.

Published in:

Measurement Techniques, 2019, v. 62, n. 7, p. 592, doi. 10.1007/s11018-019-01665-3

By:

Berkovich, S. B.;
Kotov, N. I.;
Makhaev, A. Yu.;
Chernyshev, S. E.;
Sholokhov, A. V.;
Kuz'mina, N. V.;
Gaivoronskii, S. V.

Publication type:

Article

Two Sets of Boundary Conditions in Cyclical Systems with Goodwill in Capitalization.

Published in:

Foundations (2673-9321), 2024, v. 4, n. 1, p. 3, doi. 10.3390/foundations4010002

By:

Kärenlampi, Petri P.

Publication type:

Article

Multi-Aspect Probability Model of Expected Profit Subject to Uncertainty for Managerial Decision-Making in Local Transport Problems.

Published in:

Logistics (2305-6290), 2025, v. 9, n. 1, p. 39, doi. 10.3390/logistics9010039

By:

Holubčík, Martin;
Falát, Lukáš;
Soviar, Jakub;
Dubovec, Juraj

Publication type:

Article

Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics.

Published in:

Management Science, 2006, v. 52, n. 8, p. 1273, doi. 10.1287/mnsc.1060.0520

By:

Christoffersen, Peter F.;
Diebold, Francis X.

Publication type:

Article

Weak-Form and Semi-Strong-Form Stock Return Predictability Revisited.

Published in:

Management Science, 2005, v. 51, n. 10, p. 1582, doi. 10.1287/mnsc.1050.0396

By:

Ferson, Wayne E.;
Heuson, Andrea;
Tie Su

Publication type:

Article

A minimax portfolio selection rule with linear programming solution.

Published in:

Management Science, 1998, v. 44, n. 5, p. 643, doi. 10.1287/mnsc.44.5.673

By:

Young, Martin R.

Publication type:

Article

Estimating the cost of capital through time: An analysis of the sources of error.

Published in:

Management Science, 1998, v. 44, n. 4, p. 485, doi. 10.1287/mnsc.44.4.485

By:

Ferson, Wayne E.;
Locke, Dennis H.

Publication type:

Article

Autocorrelated Returns and Optimal Intertemporal Portfolio Choice.

Published in:

Management Science, 1997, v. 43, n. 11, p. 1537, doi. 10.1287/mnsc.43.11.1537

By:

Balvers, Ronald J.;
Mitchell, Douglas W.

Publication type:

Article

Forecaster Diversity and the Benefits of Combining Forecasts.

Published in:

Management Science, 1995, v. 41, n. 1, p. 68, doi. 10.1287/mnsc.41.1.68

By:

Batchelor, Roy;
Dua, Pami

Publication type:

Article

Efficient Estimation of Arc Criticalities in Stochastic Activity Networks.

Published in:

Management Science, 1995, v. 41, n. 1, p. 58, doi. 10.1287/mnsc.41.1.58

By:

Bowman, R.A.

Publication type:

Article

Risk, Return, and Utility.

Published in:

Management Science, 1995, v. 41, n. 1, p. 23, doi. 10.1287/mnsc.41.1.23

By:

Bell, David E.

Publication type:

Article

Flexibility Ratios and Manufacturing Strategy.

Published in:

Management Science, 1994, v. 40, n. 11, p. 1444, doi. 10.1287/mnsc.40.11.1444

By:

Ettlie, John E.;
Penner-Hahn, Joan D.

Publication type:

Article

Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons.

Published in:

Management Science, 1994, v. 40, n. 8, p. 999, doi. 10.1287/mnsc.40.8.999

By:

Gallego, Guillermo;
Ryzin, Garrett van

Publication type:

Article

An Analysis of the Risk in Discretely rebalanced Option Hedges and Delta-based Techniques.

Published in:

Management Science, 1994, v. 40, n. 6, p. 798, doi. 10.1287/mnsc.40.6.798

By:

Robins, Russell P.;
Schachter, Barry

Publication type:

Article

When Mean Square Error Becomes Variance: A Comment on "Business Risk and Return: A Test of Simultaneous Relationships".

Published in:

Management Science, 1994, v. 40, n. 6, p. 750, doi. 10.1287/mnsc.40.6.750

By:

Ruefli, Timothy W.;
Wiggins, Robert R.

Publication type:

Article

Buyers' Pricing Behavior for Risky Alternatives: Encoding Processes and Preference Reversals.

Published in:

Management Science, 1994, v. 40, n. 6, p. 730, doi. 10.1287/mnsc.40.6.730

By:

Casey, Jeff T.

Publication type:

Article

Moment Methods for Decision Analysis.

Published in:

Management Science, 1993, v. 39, n. 3, p. 340, doi. 10.1287/mnsc.39.3.340

By:

Smith, James E.

Publication type:

Article

RISK, RETURN, SKEWNESS AND PREFERENCE.

Published in:

Management Science, 1992, v. 38, n. 6, p. 851, doi. 10.1287/mnsc.38.6.851

By:

Brockett, Patrick L.;
Kahane, Yehuda

Publication type:

Article

PRESENT VALUES WITH RENEWALS.

Published in:

Management Science, 1992, v. 38, n. 6, p. 846, doi. 10.1287/mnsc.38.6.846

By:

Washburn, Alan

Publication type:

Article

RATIONAL MEAN-VARIANCE DECISIONS FOR SUBSISTENCE FARMERS.

Published in:

Management Science, 1992, v. 38, n. 6, p. 840, doi. 10.1287/mnsc.38.6.840

By:

Tew, Bernard V.;
Reid, Donald W.;
Rafsnider, Giles T.

Publication type:

Article

ON MATCHING BOOK: A PROBLEM IN BANKING AND CORPORATE FINANCE.

Published in:

Management Science, 1992, v. 38, n. 6, p. 827, doi. 10.1287/mnsc.38.6.827

By:

Shubik, M.;
Sobel, M. J.

Publication type:

Article

REPEATED GAMBLES, LEARNING, AND RISK AVERSION.

Published in:

Management Science, 1992, v. 38, n. 6, p. 807, doi. 10.1287/mnsc.38.6.807

By:

McCardle, Kevin F.;
Winkler, Robert L.

Publication type:

Article