IDEAS home Printed from https://ideas.repec.org/e/ppa139.html
   My authors  Follow this author

M. Hossein Partovi

Personal Details

First Name:M. Hossein
Middle Name:
Last Name:Partovi
Suffix:
RePEc Short-ID:ppa139
[This author has chosen not to make the email address public]

Research output

as
Jump to: Working papers Articles

Working papers

  1. M. Hossein Partovi, 2013. "Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model," Papers 1306.4958, arXiv.org.
  2. M. Hossein Partovi, 2012. "The Long Neglected Critically Leveraged Portfolio," Papers 1207.3118, arXiv.org.

Articles

  1. Michael R. Caputo & M. Hossein Partovi, 2008. "Intrinsic comparative statics of a general class of profit-maximizing rate-of-return regulated firms," Oxford Economic Papers, Oxford University Press, vol. 60(2), pages 369-382, April.
  2. M. Partovi & Michael Caputo, 2007. "Existence of a Universal Comparative Statics Matrix for Differentiable Optimization Problems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 385-394, February.
  3. M. Hossein Partovi & Michael R. Caputo, 2006. "A Complete Theory Of Comparative Statics For Differentiable Optimization Problems," Metroeconomica, Wiley Blackwell, vol. 57(1), pages 31-67, February.
  4. M. Hossein Partovi & Michael Caputo, 2004. "Principal Portfolios: Recasting the Efficient Frontier," Economics Bulletin, AccessEcon, vol. 7(3), pages 1-10.
  5. Michael R. Caputo & M. Hossein Partovi, 2002. "Reexamination of the A-J effect," Economics Bulletin, AccessEcon, vol. 12(10), pages 1-9.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Michael R. Caputo & M. Hossein Partovi, 2008. "Intrinsic comparative statics of a general class of profit-maximizing rate-of-return regulated firms," Oxford Economic Papers, Oxford University Press, vol. 60(2), pages 369-382, April.

    Cited by:

    1. Michael R. Caputo & Dmitriy Popov, 2014. "Comparative Statics Of A Monopolistic Firm Facing Rate-Of-Return And Command-And-Control Pollution Constraints," Bulletin of Economic Research, Wiley Blackwell, vol. 66(S1), pages 17-35, December.

  2. M. Partovi & Michael Caputo, 2007. "Existence of a Universal Comparative Statics Matrix for Differentiable Optimization Problems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 385-394, February.

    Cited by:

    1. Caputo Michael R, 2018. "Uncovering the Behavioral Implications of the Rational Addiction Assertion," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(1), pages 1-13, January.
    2. Caputo, Michael R., 2011. "A nearly complete test of a capital accumulating, vertically integrated, nonrenewable resource extracting theory of a competitive firm," Resource and Energy Economics, Elsevier, vol. 33(3), pages 725-744, September.

  3. M. Hossein Partovi & Michael R. Caputo, 2006. "A Complete Theory Of Comparative Statics For Differentiable Optimization Problems," Metroeconomica, Wiley Blackwell, vol. 57(1), pages 31-67, February.

    Cited by:

    1. Michael R. Caputo & Dmitriy Popov, 2014. "Comparative Statics Of A Monopolistic Firm Facing Rate-Of-Return And Command-And-Control Pollution Constraints," Bulletin of Economic Research, Wiley Blackwell, vol. 66(S1), pages 17-35, December.
    2. Michael Caputo & Chen Ling, 2015. "Intrinsic Comparative Dynamics of Locally Differentiable Feedback Stackelberg Equilibria," Dynamic Games and Applications, Springer, vol. 5(1), pages 1-25, March.
    3. Michael R. Caputo, 2016. "Intrinsic Comparative Statics of a Nash Bargaining Solution," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-11, December.
    4. Caputo, Michael R. & Paris, Quirino, 2008. "Comparative statics of the generalized maximum entropy estimator of the general linear model," European Journal of Operational Research, Elsevier, vol. 185(1), pages 195-203, February.
    5. Manuel Besada & Javier García & Miguel Mirás & Carmen Vázquez, 2011. "Generalized marginal rate of substitution in multiconstraint consumer’s problems and their reciprocal expenditure problems," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(3), pages 401-421, September.
    6. Larson, Douglas M. & Shaikh, Sabina L., 1999. "Empirical Specification Requirements For Two-Constraint Models Of Recreation Demand," 1999 Annual meeting, August 8-11, Nashville, TN 21629, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  4. M. Hossein Partovi & Michael Caputo, 2004. "Principal Portfolios: Recasting the Efficient Frontier," Economics Bulletin, AccessEcon, vol. 7(3), pages 1-10.

    Cited by:

    1. Raphael Benichou & Yves Lemp'eri`ere & Emmanuel S'eri'e & Julien Kockelkoren & Philip Seager & Jean-Philippe Bouchaud & Marc Potters, 2016. "Agnostic Risk Parity: Taming Known and Unknown-Unknowns," Papers 1610.08818, arXiv.org.
    2. M. Hossein Partovi, 2013. "Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model," Papers 1306.4958, arXiv.org.
    3. Thorsten Poddig & Albina Unger, 2012. "On the robustness of risk-based asset allocations," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(3), pages 369-401, September.
    4. Gianni Pola, 2016. "On entropy and portfolio diversification," Journal of Asset Management, Palgrave Macmillan, vol. 17(4), pages 218-228, July.
    5. M. Hossein Partovi, 2013. "Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model," Economics Bulletin, AccessEcon, vol. 33(4), pages 2930-2937.
    6. Libin Yang & William Rea & Alethea Rea, 2015. "Can PCA Structure Changes Indicate that it is Time to Trade?," Working Papers in Economics 15/13, University of Canterbury, Department of Economics and Finance.

  5. Michael R. Caputo & M. Hossein Partovi, 2002. "Reexamination of the A-J effect," Economics Bulletin, AccessEcon, vol. 12(10), pages 1-9.

    Cited by:

    1. Michael R. Caputo & Dmitriy Popov, 2014. "Comparative Statics Of A Monopolistic Firm Facing Rate-Of-Return And Command-And-Control Pollution Constraints," Bulletin of Economic Research, Wiley Blackwell, vol. 66(S1), pages 17-35, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (1) 2013-06-24

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, M. Hossein Partovi should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.