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The Grubel–Lloyd index measures intra-industry trade of a particular product. It was introduced by Herb Grubel and Peter Lloyd in 1971. = (+) ...
Various indexes of IIT have been created, including the Grubel–Lloyd index, the Balassa index, the Aquino index, the Bergstrand index and the Glesjer index. Research suggests that IIT is not simply a fiction or artifact produced by statistical classifications and definitions, but very much a reality.
Model portfolios, which provide financial advisors with a prebuilt framework for investment portfolio design, are surging in popularity. Assets following model portfolios grew to $349 billion as ...
Grubel has published 27 books and more than 130 professional articles in economics, dealing with international trade and finance and a wide range of economic policy issues. One of his most important contributions to international economics is the Grubel–Lloyd index , which measures intra-industry trade of a particular product.
Project portfolio management (PPM) is the centralized management of the processes, methods, and technologies used by project managers and project management offices (PMOs) to analyze and collectively manage current or proposed projects based on numerous key characteristics.
In addition the global model applied to a single country portfolio would often be at odds with the local market model. Torre resolved these difficulties by introducing a two-stage factor analysis. The first stage consists of fitting a series of local factor models of the familiar form resulting in a set of factor returns f(i,j,t) where f(i,j,t ...
Copulas have been used widely in quantitative finance to model and minimize tail risk [2] and portfolio-optimization applications. [ 3 ] Sklar's theorem states that any multivariate joint distribution can be written in terms of univariate marginal distribution functions and a copula which describes the dependence structure between the variables.
The modified Dietz method [1] [2] [3] is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows. (External flows are movements of value such as transfers of cash, securities or other instruments in or out of the portfolio, with no equal simultaneous movement of value in the opposite direction, and which are not income from the ...