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standard deviation of returns

Overview page. Subjects: Economics.

A measure of a security's or a portfolio's volatility.

See overview in Oxford Index

standard deviation of returns

Overview page. Subjects: Economics.

A measure of a security's or a portfolio's volatility.

See overview in Oxford Index

standard deviation of returns

Peter Moles and Nicholas Terry.

in The Handbook of International Financial Terms

January 1997; p ublished online January 2005 .

Reference Entry. Subjects: Financial Institutions and Services. 13 words.

A measure of a security's or a portfolio's volatility.


Overview page. Subjects: Economics.

Describing a risk preference in which an investor's attraction to a potential investment rises with higher average returns and falls with greater standard deviations of returns. Compare...

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postmodern portfolio theory

Jonathan Law.

in A Dictionary of Finance and Banking

March 2018; p ublished online March 2018 .

Reference Entry. Subjects: Banking; Social Sciences; Economics. 102 words.

A development from *modern portfolio theory (MPT) that has become increasingly influential since the 1990s. Like MPT, PMPT suggests that rational investors should diversify widely to...


Overview page. Subjects: Financial Institutions and Services.

Describing a risk preference in which the investor makes decisions on the average return on an investment and is not interested in the standard deviation of returns. Compare risk-averse;...

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Markowitz model

Overview page. Subjects: Financial Institutions and Services.

A method of selecting the optimum investment portfolio, devised by H. M. Markowitz (1927– ) and for which he received the Nobel prize in Economics in 1990. It assumes that investors are...

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Sharpe ratio

Overview page. Subjects: Financial Institutions and Services.

A risk-adjusted measure of the performance of a portfolio. It is calculated by deducting the risk-free rate of return from the portfolio return and dividing the result by the standard...

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Investor Scale and Performance in Private Equity Investments

A. Dyck and L. Pomorski.

in Review of Finance

May 2016; p ublished online July 2015 .

Journal Article. Subjects: Economics; Financial Institutions and Services. 13205 words.

We document that defined benefit pension plans with significant holdings in private equity (PE) earn substantially greater returns than plans with small holdings, in both the 1990s and the...

Conditioning Information and Variance Bounds on Pricing Kernels

Geert Bekaert and Jun Liu.

in The Review of Financial Studies

April 2004; p ublished online April 2004 .

Journal Article. Subjects: Financial Markets. 13516 words.

Gallant, Hansen, and Tauchen (1990) show how to use conditioning information optimally to construct a sharper unconditional variance bound (the GHT bound) on pricing kernels. The literature...

How U.S. Farm Programs and Crop Revenue Insurance Affect Returns to Farm Land

Allan W. Gray, Michael D. Boehlje, Brent A. Gloy and Stephen P. Slinsky.

in Applied Economic Perspectives and Policy

January 2004; p ublished online January 2004 .

Journal Article. Subjects: Agricultural Economics; Taxation, Subsidies, and Revenue. 7179 words.

A simulation model incorporating price and yield variability is used to examine the impact of government farm program and crop revenue coverage (CRC) insurance payments on the probability...

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On Some Merits of the Israeli Judgment on Targeted Killings

Antonio Cassese.

in Journal of International Criminal Justice

May 2007; p ublished online May 2007 .

Journal Article. Subjects: Criminal Law; International Law. 3109 words.

The recent judgment by the Israeli Supreme Court on targeted killings is a landmark decision in many respects. Its main merit lies in trying to give precision to, and therefore make...

International Standards in Flux: A Balkanized ICT Standard-Setting Paradigm and its Implications for the WTO

Han-Wei Liu.

in Journal of International Economic Law

September 2014; p ublished online September 2014 .

Journal Article. Subjects: Financial Law; Public International Law; International Economic Law; Economics. 25314 words.

Voluminous studies have documented the rise of international standards and their ramifications for the World Trade Organization (WTO), though most of these studies have focused on...

Skill Formation and Inequality in Poor Countries: How Much do Ethnic Neighbourhoods Matter?

Patricia Jones.

in Journal of African Economies

March 1998; p ublished online March 1998 .

Journal Article. Subjects: Development Studies; Economic Development; African Studies. 0 words.

This paper explores the potential role of social learning in the process of skill formation. It develops a model in which parents form expectations about the future returns to schooling by...

price volatility

Overview page. Subjects: Economics.

The extent to which a price fluctuates. Fluctuations may be measured on any time-scale, from year-by-year to minute-by-minute. The quantitative measure of volatility of the price in period tnull...

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Pre-Conflict Military Activities: Environmental Obligations and Responsibilities of States

Wan Pun LUNG.

in Chinese Journal of International Law

September 2015; p ublished online September 2015 .

Journal Article. Subjects: International Law. 14218 words.

Much study has focussed upon the legality of, as well as justifications for, military activities of States causing environmental damage in times of armed conflict, with particular reference...

How Have Public Sector Pensions Responded to the Financial Crisis?

Andrew G. Biggs.

in Reshaping Retirement Security

September 2012; p ublished online January 2013 .

Chapter. Subjects: Pensions. 3396 words.

State and local government pension funds lost nearly $1 trillion in net assets in 2007–8 and pension funding levels fell. The chapter analyzes these patterns by looking at target asset...

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Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test

Zhidong Bai, Yongchang Hui, Wing-Keung Wong and Ričardas Zitikis.

in Journal of Financial Econometrics

September 2012; p ublished online March 2012 .

Journal Article. Subjects: Financial Markets; Econometrics and Mathematical Economics. 8986 words.

We propose and develop mean-variance-ratio (MVR) statistics for comparing the performance of prospects (e.g., investment portfolios, assets, etc.) after the effect of the background risk...

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The Fair and Equitable Treatment Standard in International Investment Law and Practice

Journal Article. Subjects: Arbitration; Law. 33801 words.

This article offers the first extensive analysis of the concept of ‘fair and equitable treatment’ in international investment law. The paper discusses the meaning of ‘fair and equitable...

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Formal disclosure of on-market buybacks: impact, value and incentives

Jason Mitchell.

in Capital Markets Law Journal

April 2018; p ublished online April 2018 .

Journal Article. Subjects: Financial Law; Financial Regulation; Capital Markets; Derivatives. 20317 words.