The role of lower partial moments in stochastic modeling
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Bibliographic InfoArticle provided by Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome in its journal Metron.
Volume (Year): LXVI (2008)
Issue (Month): 2 ()
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- Sen, Amartya K, 1976. "Poverty: An Ordinal Approach to Measurement," Econometrica, Econometric Society, vol. 44(2), pages 219-31, March.
- Price, Kelly & Price, Barbara & Nantell, Timothy J, 1982. " Variance and Lower Partial Moment Measures of Systematic Risk: Some Analytical and Empirical Results," Journal of Finance, American Finance Association, vol. 37(3), pages 843-55, June.
- Breitmeyer, Carsten & Hakenes, Hendrik & Pfingsten, Andreas, 2004. "From poverty measurement to the measurement of downside risk," Mathematical Social Sciences, Elsevier, vol. 47(3), pages 327-348, May.
- Sreenarayanapurath Madhavan Sunoj, 2004. "Characterizations of some continuous distributions using partial moments," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 353-362.
- Christian Tassak & Jules SADEFO KAMDEM & Louis Aimé Fono, 2012. "Dominances on fuzzy variables based on credibility measure," Working Papers hal-00796215, HAL.
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