Relevant bibliographies by topics / Equity statistics

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Equity statistics'

Author: Grafiati
Published: 25 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Equity statistics"

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Lehoczky, John, and Mark Schervish. "Overview and History of Statistics for Equity Markets." Annual Review of Statistics and Its Application 5, no. 1 (March 7, 2018): 265–88. http://dx.doi.org/10.1146/annurev-statistics-031017-100518.

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Kolluri, Bharat, Susan Wahab, and Mahmoud Wahab. "Systematic Covariations and Emerging Asian Equity Markets’ Diversification Benefits to US Equity Investors." Review of Pacific Basin Financial Markets and Policies 23, no. 02 (June 2020): 2050009. http://dx.doi.org/10.1142/s0219091520500095.

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Unconditional and conditional correlations have played a central role in portfolio analysis, optimization, and performance measurement. However, recent studies show these two correlation measures are inappropriate for measuring both financial integration and, therefore, diversification benefits. We use an alternative correlation measure that we refer to by factor model-implied correlation estimated from the systematic (predictable) portion of returns of a multi-factor model with several global risk factors. Estimated implied correlations, covariances, variances, and in-sample (predicted) mean returns are used to calculate optimal US and Asian equities’ asset allocation weights in alternative Global equity portfolios varying by Asian equity market combined with US equities, as well as by whether: (i) implied or unconditional statistics are used; and (ii) portfolios are optimized by Sharpe’s ratio-maximization or variance-minimization. Risk-adjusted returns of alternative actively-managed Global equity portfolios are compared to US equities’ risk-adjusted returns. We find Global equity portfolios with asset allocation weights calculated using factor model-implied statistics uniformly yield higher risk-adjusted returns than US equities and Global equity portfolios with asset allocation weights calculated using unconditional portfolio statistics. In actively-managed Global equity portfolios with asset allocation weights calculated using implied statistics, India and Taiwan consistently rank as top contributors, while South Korea, Singapore, and Hong Kong consistently rank as bottom contributors to enhancing US equities’ risk-adjusted returns. While our analyses are dynamic, they use implied portfolio statistics estimated from historical returns’ distributions. Future studies can extend this research using conditional(out-of-sample) ex-ante estimates of systematic returns, covariances, variances, and correlations in examining emerging markets’ contributions to developed markets’ equities.
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Derrig, Richard A., and Elisha D. Orr. "Equity Risk Premium." North American Actuarial Journal 8, no. 1 (January 2004): 45–69. http://dx.doi.org/10.1080/10920277.2004.10596128.

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Banner, Adrian D., Robert Fernholz, and Ioannis Karatzas. "Atlas models of equity markets." Annals of Applied Probability 15, no. 4 (November 2005): 2296–330. http://dx.doi.org/10.1214/105051605000000449.

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Whitehouse, Gillian. "Recent Trends in Pay Equity: Beyond the Aggregate Statistics." Journal of Industrial Relations 43, no. 1 (March 2001): 66–78. http://dx.doi.org/10.1111/1472-9296.00005.

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Luna, Andrew L. "Faculty Salary Equity Cases: Combining Statistics with the Law." Journal of Higher Education 77, no. 2 (March 2006): 193–224. http://dx.doi.org/10.1080/00221546.2006.11778924.

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Luna, Andrew L. "Faculty Salary Equity Cases: Combining Statistics with the Law." Journal of Higher Education 77, no. 2 (2006): 193–224. http://dx.doi.org/10.1353/jhe.2006.0015.

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Lu, Yang, and David Kane. "Performance Attribution for Equity Portfolios." R Journal 5, no. 2 (2013): 53. http://dx.doi.org/10.32614/rj-2013-025.

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Nerviana, Riri. "The effect of financial ratios and company size on dividend policy." Indonesian Accounting Review 5, no. 1 (January 12, 2016): 23. http://dx.doi.org/10.14414/tiar.v5i1.486.

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The purpose of this research is to find out whether there is an effect of financial ratios on dividend policy, which is proxied by Current Ratio (CR), Debt to Equity Ratio (DER), Total Asset Turnover (TATO), Return on Equity (ROE), Growth of Sales (GS), and Price Earning Ratio (PER), and the Company Size on the Dividend Policy of the company, which is proxied by Dividend Payout Ratio (DPR). The population of this study is manufacturing companies listed in Indonesia Stock Exchange from 2009 to 2013. This study uses purposive sampling method and its subject of 29 companies of the 145 companies that have been observed. The analytical techniques used in this research consist of descriptive statistics test, normality test, multiple linear regressions analysis, and hypothesis test comprising an analysis of the coefficient of determination (R2), model test research (statistical tests F), and a partial test (statistics test of t). The results indicate that only Debt to Equity Ratio (DER), Return on Equity (ROE), and Price Earnings Ratio (PER) that have significant effect on dividend policy.
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Shoaib, Muneeza, Vijaya Kumar, Neelofer Mashood, and Hameedah Sayani. "Sponsorship of Case Study Competitions and Impact on Brand Equity-An Exploratory Study in the UAE Higher Education Sector." International Journal of Technology and Educational Marketing 7, no. 2 (July 2017): 24–44. http://dx.doi.org/10.4018/ijtem.2017070103.

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This exploratory article aims to evaluate the effectiveness of case study competitions in promoting the brand equity of sponsors and organizers. The article compares the managerial objectives with the responses of participating students who are the targeted audience of the marketing communications of the sponsors and examines the alignment between managerial objectives and the perceptions of participants. The quantitative data using surveys is collected from sponsors and organizers, and participants in the competition. The data is analysed using frequency tables, descriptive statistics, F-tests for equality of variances and T-tests for equality of means. The findings suggest that managers attach high importance to brand awareness (cognitive aspect), brand images and attitude (affective aspect) and less importance to brand loyalty (behavioural aspect) to enhance brand equity through sponsoring academic competitions. However, participants' responses indicate that the brand awareness aspect is not effectively realized as compared to other brand equity dimensions.
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Dissertations / Theses on the topic "Equity statistics"

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Oladele, Oluwatosin Seun. "Low volatility alternative equity indices." Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/15691.

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In recent years, there has been an increasing interest in constructing low volatility portfolios. These portfolios have shown significant outperformance when compared with the market capitalization-weighted portfolios. This study analyses the low volatility portfolios in South Africa using sectors instead of individual stocks as building blocks for portfolio construction. The empirical results from back-testing these portfolios show significant outperformance when compared with their market capitalization weighted equity benchmark counterpart (ALSI). In addition, a further analysis of this study delves into the construction of the low volatility portfolios using the Top 40 and Top 100 stocks. The results also show significant outperformance over the market-capitalization portfolio (ALSI), with the portfolios constructed using the Top 100 stocks having a better performance than portfolio constructed using the Top 40 stocks. Finally, the low volatility portfolios are also blended with typical portfolios (ALSI and the SWIX indices) in order to establish their usefulness as effective portfolio strategies. The results show that the Low volatility Single Index Model (SIM) and the Equally Weight low-beta portfolio (Lowbeta) were the superior performers based on their Sharpe ratios.
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Van, der Linden Courtney Adele. "An Historical Analysis of Fiscal Equity in the Commonwealth of Virginia: 2004-2018." Diss., Virginia Tech, 2021. http://hdl.handle.net/10919/103965.

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This research examines the horizontal and vertical equity of public school funding in the Commonwealth of Virginia from 2004 to 2018. This study analyzed and measured the horizontal and vertical equity funding allocations across each reporting division in the Commonwealth of Virginia from FY2004 to FY2018 in two-year increments reflective of the final year in each biennium where the local composite index (LCI) is calculated. Data were collected for the 132 reporting divisions in the Commonwealth of Virginia including funding amounts, student counts, categorical counts, and average daily membership. Weights were applied to specific groups within the study (i.e., economically disadvantaged students, special education students, and English language learners) in order to obtain vertical equity measures. The chosen measures of wealth neutrality and fiscal equity were range, restricted range, restricted range ratio, coefficient of variation, the Theil Index, the Pearson Correlation, regression, slope, elasticity, the Gini Coefficient, and the McLoone Index. At fixed intervals reflecting FY2004, 2006, 2008, 2010, 2012, 2014, 2016 and 2018, the measures were used to analyze the selected data points for each district across the Commonwealth of Virginia with both unweighted and weighted values. The information from these analyses will help inform researchers and educational leaders about the current state of equity for divisions across the Commonwealth of Virginia. Furthermore, it will inform stakeholders about whether or not horizontal and vertical fiscal equity measures have increased or decreased in the selected fiscal years for the Commonwealth of Virginia.
Doctor of Education
This research examines the equity of public school funding in the Commonwealth of Virginia from 2004 to 2018 two different ways. First, the research measures equity where every student is mathematically identical, which is how funding currently works; this is called horizontal equity. The second measure of equity in this research applies mathematical weights of different amounts to students with different classifications that historically cost more to educate (i.e., economically disadvantaged students, special education students, and English language learners) (Berne and Stiefel, 1984; Verstegen and Knoeppel, 2012); this is referred to as vertical equity. This study analyzed and measured the horizontal and vertical equity funding allocations across each reporting division in the Commonwealth of Virginia from fiscal year 2004 to fiscal year 2018 in two-year increments. This is because every two years, the amount of funding a division receives is recalculated as is the division's ability to pay, also known as the local composite index (LCI). For the purposes of this study, the final year of each two-year cycle was analyzed. Data were collected for the 132 reporting divisions in the Commonwealth of Virginia including funding amounts, student counts, categorical counts, and average daily membership. Weights were applied to specific groups within the study (i.e., economically disadvantaged students, special education students, and English language learners) in order to obtain vertical equity measures. The chosen measures of wealth neutrality and fiscal equity were range, restricted range, restricted range ratio, coefficient of variation, the Theil Index, the Pearson Correlation, regression, slope, elasticity, the Gini Coefficient, and the McLoone Index. At fixed intervals reflecting FY2004, 2006, 2008, 2010, 2012, 2014, 2016 and 2018, the measures were used to analyze the selected data points for each district across the Commonwealth of Virginia with both unweighted and weighted values. The information from these analyses will help inform researchers and educational leaders about the current state of equity for divisions across the Commonwealth of Virginia. Furthermore, it will inform stakeholders about whether or not horizontal and vertical fiscal equity measures have increased or decreased in the selected fiscal years for the Commonwealth of Virginia.
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Barkhagen, Mathias. "Risk-Neutral and Physical Estimation of Equity Market Volatility." Licentiate thesis, Linköpings universitet, Produktionsekonomi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-94360.

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The overall purpose of the PhD project is to develop a framework for making optimal decisions on the equity derivatives markets. Making optimal decisions refers e.g. to how to optimally hedge an options portfolio or how to make optimal investments on the equity derivatives markets. The framework for making optimal decisions will be based on stochastic programming (SP) models, which means that it is necessary to generate high-quality scenarios of market prices at some future date as input to the models. This leads to a situation where the traditional methods, described in the literature, for modeling market prices do not provide scenarios of sufficiently high quality as input to the SP model. Thus, the main focus of this thesis is to develop methods that improve the estimation of option implied surfaces from a cross-section of observed option prices compared to the traditional methods described in the literature. The estimation is complicated by the fact that observed option prices contain a lot of noise and possibly also arbitrage. This means that in order to be able to estimate option implied surfaces which are free of arbitrage and of high quality, the noise in the input data has to be adequately handled by the estimation method. The first two papers of this thesis develop a non-parametric optimization based framework for the estimation of high-quality arbitrage-free option implied surfaces. The first paper covers the estimation of the risk-neutral density (RND) surface and the second paper the local volatility surface. Both methods provide smooth and realistic surfaces for market data. Estimation of the RND is a convex optimization problem, but the result is sensitive to the parameter choice. When the local volatility is estimated the parameter choice is much easier but the optimization problem is non-convex, even though the algorithm does not seem to get stuck in local optima. The SP models used to make optimal decisions on the equity derivatives markets also need generated scenarios for the underlying stock prices or index levels as input. The third paper of this thesis deals with the estimation and evaluation of existing equity market models. The third paper gives preliminary results which show that, out of the compared models, a GARCH(1,1) model with Poisson jumps provides a better fit compared to more complex models with stochastic volatility for the Swedish OMXS30 index.
Det övergripande syftet med doktorandprojektet är att utveckla ett ramverk för att fatta optimala beslut på aktiederivatmarknaderna. Att fatta optimala beslut syftar till exempel på hur man optimalt ska hedga en optionsportfölj, eller hur man ska göra optimala investeringar på aktiederivatmarknaderna. Ramverket för att fatta optimala beslut kommer att baseras på stokastisk programmerings-modeller (SP-modeller), vilket betyder att det är nödvändigt att generera högkvalitativa scenarier för marknadspriser för en framtida tidpunkt som indata till SP-modellen. Detta leder till en situation där de traditionella metoderna, som finns beskrivna i litteraturen, för att modellera marknadspriser inte ger scenarier av tillräckligt hög kvalitet för att fungera som indata till SP-modellen. Följaktligen är huvudfokus för denna avhandling att utveckla metoder som, jämfört med de traditionella metoderna som finns beskrivna i litteraturen, förbättrar estimeringen av ytor som impliceras av en given mängd observerade optionspriser. Estimeringen kompliceras av att observerade optionspriser innehåller mycket brus och möjligen också arbitrage. Det betyder att för att kunna estimera optionsimplicerade ytor som är arbitragefria och av hög kvalitet, så behöver estimeringsmetoden hantera bruset i indata på ett adekvat sätt. De första två artiklarna i avhandlingen utvecklar ett icke-parametriskt optimeringsbaserat ramverk för estimering av högkvalitativa och arbitragefria options-implicerade ytor. Den första artikeln behandlar estimeringen av den risk-neutrala täthetsytan (RND-ytan) och den andra artikeln estimeringen av den lokala volatilitetsytan. Båda metoderna ger upphov till jämna och realistiska ytor för marknadsdata. Estimeringen av RND-ytan är ett konvext optimeringsproblem men resultatet är känsligt för valet av parametrar. När den lokala volatilitetsytan estimeras är parametervalet mycket enklare men optimeringsproblemet är icke-konvext, även om algoritmen inte verkar fastna i lokala optima. SP-modellerna som används för att fatta optimala beslut på aktiederivatmarknaderna behöver också indata i form av genererade scenarier för de underliggande aktiepriserna eller indexnivåerna. Den tredje artikeln i avhandlingen behandlar estimering och evaluering av existerande modeller för aktiemarknaden. Den tredje artikeln tillhandahåller preliminära resultat som visar att, av de jämförda modellerna, ger en GARCH(1,1)-modell med Poissonhopp en bättre beskrivning av dynamiken för det svenska aktieindexet OMXS30 jämfört med mer komplicerade modeller som innehåller stokastisk volatilitet.
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Khuzwayo, Bhekinkosi. "Understanding the low volatility anomaly in the South African equity market." Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/20256.

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The Capital Asset Pricing Model (CAPM) advocates that expected return has a linear proportional relationship with beta (and subsequently volatility). As such, the higher the systematic risk of a security the higher the CAPM expected return. However, empirical results have hardly supported this view as argued as early as Black (1972). Instead, an anomaly has been evidenced across a multitude of developed and emerging markets, where portfolios constructed to have lower volatility have outperformed their higher volatility counterparts as found by Baker and Haugen (2012). This result has been found to exist in most Equity markets globally. In the South African market the studies of Khuzwayo (2011), Panulo (2014) and Oladele (2014) focused on establishing whether low volatility portfolios had outperformed market-cap weighted portfolios in the South African market. While they found this to be the case, it is important to understand if this is truly an anomaly or just a result of prevailing market conditions that have rewarded lower volatility stocks over the back-test period. As such, those conditions might not exist in the future and low volatility portfolios might then underperform. This research does not aim to show, yet again, the existence of this 'anomaly'; instead the aim is to dissect if there is any theoretical backing for low volatility portfolios to outperform high volatility portfolios. If this can be uncovered, then it should help one understand if the 'anomaly' truly exists and also if it can be expected to continue into the future.
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Sumner, Steven W. "Bank equity and the monetary transmission mechanism /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2003. http://wwwlib.umi.com/cr/ucsd/fullcit?p3099930.

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Qvennerstedt, Eric, and William Svensson. "Pairs trading on the Swedish equity market; Cointegrate and Capitalize." Thesis, Uppsala universitet, Statistiska institutionen, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-353020.

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This thesis investigates the long- and short- run stability of Cointegrated dual share equity pairs on the Swedish Equity Market. Testing for a cointegrated relationship on each pair are executed for a 13 year period to establish the cointegrated pairs. The stability of each cointegrated pair is then estimated using a rolling two year period. An Arbitrage Trading strategy is applied to the cointegrated pairs for the following one year period. The long-run relationship of the pairs are found to be stable. The short-term relationship varies from pair to pair, where some pairs break their cointegrated relationship for some time periods. But generally, most pairs are stable over the short- term as well. The trading strategy generate the highest returns during volatile market conditions and underperforms during positive market conditions with low volatility. The Sharpe ratio is far better than the Index during the whole period.
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Ngundze, Unathi. "Statistical comparison of international size-based equity index using a mixture distribution." Thesis, Nelson Mandela Metropolitan University, 2011. http://hdl.handle.net/10948/d1012367.

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Investors and financial analysts spend an inordinate amount of time, resources and effort in an attempt to perfect the science of maximising the level of financial returns. To this end, the field of distribution modelling and analysis of firm size effect is important as an investment analysis and appraisal tool. Numerous studies have been conducted to determine which distribution best fits stock returns (Mandelbrot, 1963; Fama, 1965 and Akgiray and Booth, 1988). Analysis and review of earlier research has revealed that researchers claim that the returns follow a normal distribution. However, the findings have not been without their own limitations in terms of the empirical results in that many also say that the research done does not account for the fat tails and skewness of the data. Some research studies dealing with the anomaly of firm size effect have led to the conclusion that smaller firms tend to command higher returns relative to their larger counterparts with a similar risk profile (Banz, 1981). Recently, Janse van Rensburg et al. (2009a) conducted a study in which both non- normality of stock returns and firm size effect were addressed simultaneously. They used a scale mixture of two normal distributions to compare the stock returns of large capitalisation and small capitalisation shares portfolios. The study concluded that in periods of high volatility, the small capitalisation portfolio is far more risky than the large capitalisation portfolio. In periods of low volatility they are equally risky. Janse van Rensburg et al. (2009a) identified a number of limitations to the study. These included data problems, survivorship bias, exclusion of dividends, and the use of standard statistical tests in the presence of non-normality. They concluded that it was difficult to generalise findings because of the use of only two (limited) portfolios. In the extension of the research, Janse van Rensburg (2009b) concluded that a scale mixture of two normal distributions provided a more superior fit than any other mixture. The scope of this research is an extension of the work by Janse van Rensburg et al. (2009a) and Janse van Rensburg (2009b), with a view to addressing several of the limitations and findings of the earlier studies. The Janse van rensburg (2009b) study was based on data from the Johannesburg Stock Exchange (JSE); this study seeks to compare their research by looking at the New York Stock Exchange (NYSE) to determine if similar results occur in developed markets. For analysis purposes, this study used the statistical software package R (R Development Core Team 2008) and its package mixtools (Young, Benaglia, Chauveau, Elmore, Hettmansperg, Hunter, Thomas, Xuan 2008). Some computation was also done using Microsoft Excel. This dissertation is arranged as follows: Chapter 2 is a literature review of some of the baseline studies and research that supports the conclusion that earlier research finding had serious limitations. Chapter 3 describes the data used in the study and gives a breakdown of portfolio formation and the methodology used in the study. Chapter 4 provides the statistical background of the methods used in this study. Chapter 5 presents the statistical analysis and distribution fitting of the data. Finally, Chapter 6 gives conclusions drawn from the results obtained in the analysis of data as well as recommendations for future work.
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Zhou, Zhenhao. "From valuing equity-linked death benefits to pricing American options." Diss., University of Iowa, 2017. https://ir.uiowa.edu/etd/5690.

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Motivated by the Guaranteed Minimum Death Benefits (GMDB) in variable annuities, we are interested in valuing equity-linked options whose expiry date is the time of the death of the policyholder. Because the time-until-death distribution can be approximated by linear combinations of exponential distributions or mixtures of Erlang distributions, the analysis can be reduced to the case where the time-until-death distribution is exponential or Erlang. We present two probability methods to price American options with an exponential expiry date. Both methods give the same results. An American option with Erlang expiry date can be seen as an extension of the exponential expiry date case. We calculate its price as the sum of the price of the corresponding European option and the early exercise premium. Because the optimal exercise boundary takes the form of a staircase, the pricing formula is a triple sum. We determine the optimal exercise boundary recursively by imposing the “smooth pasting” condition. The examples of the put option, the exchange option, and the maximum option are provided to illustrate how the methods work. Another issue related to variable annuities is the surrender behavior of the policyholders. To model this behavior, we suggest using barrier options. We generalize the reflection principle and use it to derive explicit formulas for outside barrier options, double barrier options with constant barriers, and double barrier options with time varying exponential barriers. Finally, we provide a method to approximate the distribution of the time-until-death random variable by combinations of exponential distributions or mixtures of Erlang distributions. Compared to directly fitting the distributions, my method has two advantages: 1) It is more robust to the initial guess. 2) It is more likely to obtain the global minimizer.
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Ritchie, Felix. "Accessing the New Earnings Survey Panel Dataset : efficient techniques and applications." Thesis, University of Stirling, 1996. http://hdl.handle.net/1893/21519.

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The New Earnings Survey Panel Dataset is one of the largest datasets of its kind in the world. Its size and confidentiality restrictions present considerable difficulties for analysis using standard econometric packages. This thesis presents a number of methods for accessing the information held within the panel relatively efficiently, based upon the use of cross-product matrices and on data compression techniques. These methods allow, for the first time, the panel aspect of the dataset to be used in analysis. The techniques described here are then employed to produce an overview of changes in the UK labour market from 1975 to 1990 and detailed estimates of male and female earnings over a fourteen year period. These are the first panel estimates on the dataset, and they indicate the importance of allowing the parameters of any labour market model to vary over time. This is significant as panel estimators typically impose structural stability on the coefficients. A comparison of cross-section and panel estimates of earnings functions for males indicate that the allowance for individual heterogeneity also has a notable effect on the estimates produced, implying simple cross-sections may be significantly biased. Some preliminary estimates of the male-female wage gap indicate that variation over time has an important part to play in accounting for the differences in wages, and that "snapshot" studies may not capture dynamic changes in the labour market. Individual differences also playa significant role in the explanation of the wage gap.
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Franksson, Rikard. "Private Equity Portfolio Management and Positive Alphas." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275666.

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This project aims to analyze Nordic companies active in the sector of Information and Communications Technology (ICT), and does this in two parts. Part I entails analyzing public companies to construct a valuation model aimed at predicting the enterprise value of private companies. Part II deals with analyzing private companies to determine if there are opportunities providing excess returns as compared to investments in public companies. In part I, a multiple regression approach is utilized to identify suitable valuation models. In doing so, it is revealed that 1-factor models provide best statistical results in terms of significance and prediction error. In descending order, in terms of prediction accuracy, these are (1) total assets, (2) turnover, (3) EBITDA, and (4) cash flow. Part II uses model (1) and finds that Nordic ICT private equity does provide opportunities for positive alphas, and that it is possible to construct portfolio strategies that increase this alpha. However, with regards to previous research, it seems as though the returns offered by the private equity market analyzed does not adequately compensate investors for the additional risks related to investing in private equity.
Det här projektet analyserar nordiska bolag aktiva inom Informations- och Kommunikationsteknologi (ICT) i två delar. Del I behandlar analys av publika bolag för att konstruera en värderingsmodell avsedd att förutsäga privata bolags enterprise value. Del II analyserar privata bolag för att undersöka huruvida det finns möjligheter att uppnå överavkastning jämfört med investeringar i publika bolag. I del I utnyttjas multipel regressionsanalys för att identifiera tillämpliga värderingsmodeller. I den processen påvisas att modeller med enbart en faktor ger bäst statistiska resultat i fråga om signifikans och förutsägelsefel. I fallande ordning, med avseende på precision i förutsägelser, är dessa modeller (1) totala tillgångar, (2) omsättning, (3) EBITDA, och (4) kassaflöde. Del II använder modell (1) och finner att den nordiska marknaden för privata ICT-bolag erbjuder möjligheter för överavkastning jämfört med motsvarande publika marknad, samt att det är möjligt att konstruera portföljstrategier som ökar avkastningen ytterligare. Dock, med hänsyn till tidigare forskning, verkar det som att de möjligheter för avkastning som går att finna på marknaden av privata bolag som undersökts inte kompenserar investerare tillräckligt för de ytterligare risker som är relaterade till investeringar i privata bolag.
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Books on the topic "Equity statistics"

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Eversull, E. Eldon. Cooperative equity redemption. Washington, D.C.]: U. S. Dept. of Agriculture, Rural Business-Cooperative Programs, 2010.

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Association, Securities Industry. Equity ownership in America. New York: Securities Industry Association, 1999.

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Saha, Chandana. Gender equity and equality: Study of girl child in Rajasthan. Jaipur: Rawat Publications, 2003.

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Elder, Terry. A comparison of Alaskan female and male wage income and employment patterns in 1988: The gender gap. Juneau, Alaska (P.O. Box 25501, Juneau 99802-5501): Alaska Dept. of Labor, 1990.

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Holmans, A. E. Negative equity: Information from household interview surveys. [London]: H.U.M.A., 1996.

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United Nations Children's Fund. (UNICEF). Progress for children: Achieving the MDGs with equity. New York: UNICEF, 2010.

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Bangladesh Institute of Development Studies and UNICEF Bangladesh, eds. Child equity atlas: Pockets of social deprivation in Bangladesh. Dhaka: Bangladesh Bureau of Statistics (BBS), Statistics and Informatics Division (SID), Ministry of Planning, Government of the People's Republic of Bangladesh, 2013.

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Shami, Pervez Aslam. Access and equity in basic education in Pakistan. Islamabad: Academy of Educational Planning and Management, Ministry of Education, 2006.

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ERIC Clearinghouse on Higher Education., ed. Student financial aid and women: Equity dilemma? Washington, D.C: Association for the Study of Higher Education, 1986.

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Corporation, SMR Research. Home equity borrowers, 2001: Demographic & financial characteristics. Hackettstown, NJ (300 Valentine St., Hackettstown 07840): SMR Research Corp., 2001.

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Book chapters on the topic "Equity statistics"

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Chen, Hong-Yi, Cheng-Few Lee, and Wei K. Shih. "Alternative Equity Valuation Models." In Handbook of Financial Econometrics and Statistics, 2401–44. New York, NY: Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4614-7750-1_87.

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Lambert, Peter J. "Equivalence Scales, Horizontal Equity and Horizontal Inequity." In Contributions to Statistics, 75–84. Heidelberg: Physica-Verlag HD, 2004. http://dx.doi.org/10.1007/978-3-7908-2681-4_5.

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Gray, Mary W. "Statistics as a Tool for Equity." In Leadership in Statistics and Data Science, 221–37. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-60060-0_16.

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Solibakke, Per Bjarte. "Stochastic Volatility Models Predictive Relevance for Equity Markets." In Contributions to Statistics, 125–43. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-56219-9_9.

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Quoreshi, A. M. M. Shahiduzzaman, and Sabur Mollah. "Conditional Heteroskedasticity in Long-Memory Model “FIMACH” for Return Volatilities in Equity Markets." In Contributions to Statistics, 149–69. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-26036-1_11.

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Barkatsas, Anastasios N. "Students’ Attitudes, Engagement and Confidence in Mathematics and Statistics Learning: ICT, Gender, and Equity Dimensions." In Towards Equity in Mathematics Education, 151–79. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27702-3_14.

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Yaros, John Robert, and Tomasz Imieliński. "A Monte Carlo Measure to Improve Fairness in Equity Analyst Evaluation." In Springer Proceedings in Mathematics & Statistics, 525–31. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-12307-3_75.

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Ho, Thomas S. Y., and Sang Bin Lee. "Business Models: Applications to Capital Budgeting, Equity Value, and Return Attribution." In Handbook of Financial Econometrics and Statistics, 2051–75. New York, NY: Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4614-7750-1_75.

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Ruthven, Kenneth. "Commentary on the Chapter by Anastasios Barkatsas, “Students’ Attitudes, Engagement and Confidence in Mathematics and Statistics Learning: ICT, Gender, and Equity Dimensions”." In Towards Equity in Mathematics Education, 181–85. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27702-3_15.

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Tan, Hazel. "Commentary on the Chapter by Anastasios Barkatsas, “Students’ Attitudes, Engagement and Confidence in Mathematics and Statistics Learning: ICT, Gender, and Equity Dimensions”." In Towards Equity in Mathematics Education, 187–91. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27702-3_16.

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Conference papers on the topic "Equity statistics"

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Yusof, Aida Yuzi, and Abdul Halim bin Mohd Nawawi. "Does Malaysian REITs outperform the equity market?" In 2012 International Conference on Statistics in Science, Business and Engineering (ICSSBE2012). IEEE, 2012. http://dx.doi.org/10.1109/icssbe.2012.6396576.

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Lv, Tian, and Jinchuan Ke. "Network Topological Modeling on Private Equity Investment." In 2017 International Conference on Applied Mathematics, Modelling and Statistics Application (AMMSA 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/ammsa-17.2017.18.

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Jaffar, Maheran Mohd, Shaharir Mohamad Zain, and Abdul Aziz Jemain. "Diminishing musyarakah investment model based on equity." In PROCEEDINGS OF THE 13TH IMT-GT INTERNATIONAL CONFERENCE ON MATHEMATICS, STATISTICS AND THEIR APPLICATIONS (ICMSA2017). Author(s), 2017. http://dx.doi.org/10.1063/1.5012143.

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Kramulová, Jana, Jakub Vincenc, and Helena Houžvičková. "How to value equity in national accounts?" In Proceedings of the 22nd International Scientific Conference on Applications of Mathematics and Statistics in Economics (AMSE 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/amse-19.2019.3.

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Richmond, Deborah. "Empowered Mobility: Supply Chain Thinking for Youth in Foster Care." In 2016 ACSA International Conference. ACSA Press, 2016. http://dx.doi.org/10.35483/acsa.intl.2016.29.

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The application of global container logistics to high mobility children, such as those in foster care, asks designers to consider an empathic, human-centered approach to an institutionalized system of involuntary mobility, which can result in as many as 3-4 family “placements” per year for some children. In spite of grim statistics for youth in foster care related to graduation, teen pregnancy, drug use and imprisonment, these children develop many positive resiliencies around adaptability, emotional intelligence, empathy and efficiency. Working with a non-profit serving youth in foster care in Watts, Los Angeles, called Peace4Kids, whose motto is “community as family,” the concept of a “mobile village” was born. Following their lead, paired with a deep understanding of consumer culture’s collective intelligence around moving goods through cities, an innovative strategy was used to create a literal delivery platform for educational programming, in partnership with other non-profits, around food equity, social justice and eventually other vocational skills such as apparel arts, machine arts, fine arts and early education.
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Choomgrant, Korakit. "It's Complicated: Understanding Gender Equality in Bangkok, Thailand." In 2017 International Conference on Economics, Finance and Statistics (ICEFS 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/icefs-17.2017.29.

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Wendt, Herwig, Patrice Abry, and Gustavo Didier. "Wavelet Domain Bootstrap for Testing the Equality of Bivariate Self-Similarity Exponents." In 2018 IEEE Statistical Signal Processing Workshop (SSP). IEEE, 2018. http://dx.doi.org/10.1109/ssp.2018.8450710.

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Liu, Zhongwen, Guodong Nie, and Zhe Xu. "The current situation and statistical analysis on the equity incentive credit in China's listed companies." In International Conference on Industrial Electronics and Engineering. Southampton, UK: WIT Press, 2014. http://dx.doi.org/10.2495/iciee140831.

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Legnerova, Katerina. "CBME 2017 Gender Equalities on the Czech Labor Market in Comparison with EU." In Contemporary Issues in Business, Management and Education. Vilnius Gediminas Technical University, 2017. http://dx.doi.org/10.3846/cbme.2017.029.

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The paper deals with the equality of women and men in the labor market in the Czech Republic compared with the European Union in connection with the strategy for the period 2010–2015. The aim of the research was based on analysis of available statistical data to describe and assess the evolution of the situation in this area in the last five years, assess the benefits of the Strategy and to assess the achievement of the objectives that the European Commission has identified. Data is processed and analysed from the perspective of the whole of the European Union, with a focus on the Czech Republic. Based on the analysis of available statistical data, and through selected indicators described the current situation in selected areas of the issue of the achievement of the equality between women and men in the Czech labor market. The obtained data are compared to the data from 2009 and by the method of induction is evaluated the achievement of the rate of equality between women and men in the labor market and also the contribution and the rate of implementation of the strategy, the primary objective is mentioned in all areas to achieve this equality.
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Bae, Hyerim, Sung-Hyun Sim, Yulim Choi, and Ling Liu. "Statistical Verification of Process Conformance Based on Log Equality Test." In 2016 IEEE 2nd International Conference on Collaboration and Internet Computing (CIC). IEEE, 2016. http://dx.doi.org/10.1109/cic.2016.040.

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