Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One)

INDEX

Please note that index links point to page beginnings from the print edition. Locations are approximate in e-readers, and you may need to page down one or more times after clicking a link to get to the indexed material.

Absolute safety-first, 29

Adjusted MAD-squared, 128

DMS database and, 140

RMSQ and, 129–130

Adjusted semivariance, 128, 129

SV and, 131–133

Adjusted VaR estimated variance

RVEV, 133–135

for 16 equity markets in twentieth century, 146

Adjusted variance

arithmetic mean and, 132, 133

DMS database and, 140

geometric mean and, 129, 132, 133

Taylor series approximations and, 129

AIC. See Akaike information criteria

Akaike, H., 160, 202

Akaike information criteria (AIC), 202

Allais, Maurice, 17

Allais’s paradox, 17–24

Axiom II ...