Guide to what is Risk Adjusted Return. We explain how to calculate the ratio, different measures along with their examples.
To explain why we contend that PCE does not measure the proportion of the total treatment effect attributed to contextual effects, an understanding of the estimation of the treatment effects is warranted. Treatment effects are most often statistically modeled on an additive scale [58, 59]. This ...
To publish a script publicly it needs to be original, useful and it needs a good description to let other traders understand what it is. This is an except from the TradingView documentation:“Your script’s description is your opportunity to explain to the community how it is original and ...
So, we’re now down to somewhere between 0.9% and 2.2% measuring the return advantage of equities over housing. A far cry to the 9.5%-3.7%=5.8% that Altucher uses. But notice that in every single country, housing had betterrisk-adjustedreturns than equities, measured as the S...
However, even researchers finding a positive correlation between ESG and financial performance often fail to explain the economic mechanism that led to better performance, as they typically focused on historical data analysis. A paper by Harvey, Liu, and Zhu (2016) highlights that this type of ...
However, they do not systematically outperform the US market portfolio or the minimum-variance portfolio.doi:10.2139/ssrn.424931Ulf HeroldRaimond MaurerSSRN Electronic JournalHow Much Foreign Stocks? Bayesian Approaches to Asset Allocation Can Explain the Home - Herold, Maurer - 2003...
The literature has focused on house price growth to explain the inefficiency of monetary policy. From the perspective of substitution, this paper explains the relationship between house prices and monetary policy considering not only house price growth but also house price uncertainty. By constructing ...
Advanced prostate cancer remains one of the most common and deadly cancers, despite advances in treatment options. Immunotherapy has provided little benefit to a majority of patients, largely due to the immunosuppressive tumor microenvironment that gives rise to inherently “cold tumors”. In this revi...
had seemingly suggested that the close proximity to the benzyl ring might have given rise to a variety of different C1s transition states of the C-OR and this may help explain the broad FWHM. Although trace amount of fluoride was detected (0.05%) from atomic concentration analysis, it was ...
the alpha of Berkshire's public stock portfolio drops to a statistically insignificant annualized 0.1 percent. In other words, these factors almost completely explain the performance of Buffett's public portfolio. The bottom line is that we now know that Buffett's secret sauce is that he buys sa...