Sentence examples for variance of returns from inspiring English sources

Subjects first design a portfolio, whereby each combination of assets yields the same expected return and variance of returns.

This allows different investments to be compared in terms of the trade-off between expected reward (measured by mean return) and risk (measured by the variance of returns).

This study found that trading margins, credit availability, and price discreteness affect the variance of returns in the Indian futures markets.

Therefore, this study established empirically the null-hypothesis that trading margins, credit availability, and price discreteness did not affect the variance of returns in the Indian futures market.

This study rejected the null-hypothesis and concluded that trading margins, credit availability, and price discreteness affect the variance of returns in the Indian futures markets.

In the economic literature (e.g.,[ 67, 68]) as well as in neuroimaging studies of decision making [ 7, 9], risk is operationalized as the variance of returns within an option.

Moreover, investors are assumed to differ in their willingness to substitute mean return for variance of return.

In PO, once the variance of return is known, then an investor can use the information to find a wealth allocation strategy so as to minimize the investment risk.

For example, prices could be assumed to follow a binomial process in which the expected stock return, variance of stock return and/or riskless rate of interest could be dependent on prior events.

The variance of stock returns for the market as a whole went up to, like, sixty per cent a year — the Vix measure of volatility was running at about sixty per cent.

Another stylized fact of the IT literature is the large variance of IT returns among firms [14].