A simulation-based approach to the study of coefficient of variation of dividend yields

DOI10.1016/J.EJOR.2007.05.032MaRDI QIDQ2480995zbMATH OpenOpenAlexFDO

Authors Marvin D. Troutt, Shui-Hung Hou, Wankai Pang, Bosco Wing-Tong Yu

Publication date 7 April 2008

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2007.05.032

zbMATH Keywords

beta distributioncoefficient of variationdividend yieldsGibbs samplingMarkov chain Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov and semi-Markov decision processes (90C40)

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Cited in

(11)

• A refined asymptotic framework for dividend yield in predictive regressions
• A simulation-based approach to the study of coefficient of variation of Gompertz distribution under progressive first-failure censoring
• A mathematical programming approach to sample coefficient of variation with interval-valued observations
• Designing a multiple state repetitive group sampling plan based on the coefficient of variation
• A variable sampling interval run sum chart for the coefficient of variation
• Generalized multiple dependent state sampling plans for coefficient of variation
• Estimation of the coefficient of variation for non-normal model using progressive first-failure-censoring data
• Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions
• Triple exponentially weighted moving average control charts without or with variable sampling interval for monitoring the coefficient of variation
• Optimal designs of variable sample size control chart for monitoring the multivariate coefficient of variation in short production runs
• A new approach to estimating value-income ratios with income growth and time-varying yields

Describes a project that uses

Uses Software

• BayesDA

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