Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains ...

Course TopicsIn this short course we will cover how to analyze simple and multiple linear regression models. You will learn concepts in linear regression such as:1) How to use the F-test to determine ...

Understanding the concept of reversion to the mean can make you better at making decisions with respect to business and investments in particular.

Joint mean-covariance regression modeling with unconstrained parametrization for continuous longitudinal data has provided statisticians and practitioners with a powerful analytical device. How to ...

A quantitative study is made of the bias in the usual estimate of the linear correlation coefficient and of the relative efficiency of the estimated regression, when a certain type of selective ...