A simulation-based approach to the study of coefficient of variation of dividend yields
- Author
- WAN KAI PANG1 ; YU, Bosco Wing-Tong1 ; TROUTT, Marvin D2 ; SHUI HUNG HOU3
[1] Department of Applied Mathematics and School of Accounting and Finance, The Hong Kong Polytechnic University, Hong-Kong
[2] Department of Management and Information Systems, College of Business Administration, Kent State University, Kent, OH, United States
[3] Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong-Kong - Source
European journal of operational research. 2008, Vol 189, Num 2, pp 559-569, 11 p ; ref : 3/4 p
- CODEN
- EJORDT
- ISSN
- 0377-2217
- Scientific domain
- Control theory, operational research
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- Beta distribution Coefficient of variation Dividend yields Gibbs sampling Markov Chain Monte Carlo
- Keyword (fr)
- Analyse statistique Bourse valeurs Chaîne Markov Distribution échantillonnage Dividende Echantillonnage Gibbs Estimation biaisée Loi bêta Loi normale Marché valeurs Maximum vraisemblance Modélisation Méthode Monte Carlo Méthode empirique Hong Kong Asie Chine
- Keyword (en)
- Statistical analysis Stock exchange Markov chain Sampling distribution Dividend Gibbs sampling Biased estimation Beta distribution Gaussian distribution Stock markets Maximum likelihood Modeling Monte Carlo method Empirical method Hong Kong Asia China
- Keyword (es)
- Análisis estadístico Bolsa valores Cadena Markov Distribución muestreo Muestreo Gibbs Estimación sesgada Ley beta Curva Gauss Maxima verosimilitud Modelización Método Monte Carlo Método empírico Hong Kong Asia China
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A10 Portfolio theory
- Discipline
- Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20200741
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.ejor.2007.05.032 
https://dx.doi.org/10.1016/j.ejor.2007.05.032
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