Comment on “A note on the returns from minimum variance investing”

R Yanushevsky, D Yanushevsky - Journal of Empirical Finance, 2015 - Elsevier
In Scherer (2011) the author, analyzing minimum variance investing, shows that “the minimum
variance tends to hold low beta and low residual risk stocks.” The conclusion that low …

An approach to improve mean-variance portfolio optimization model

R Yanushevsky, D Yanushevsky's - Journal of Asset Management, 2015 - Springer
In the classical mean-variance finance model where investors have a relative preference for
risk versus return, the authors add a new factor – the average trading volume of shares of …

Multicriteria portfolio selection problem: robust assets allocation

D Yanushevsky… - International Journal of …, 2016 - inderscienceonline.com
… Biographical notes: Daniel Yanushevsky is involved in research related to all aspects of
quantitative finance. Rafael Yanushevsky is involved in research related to complex dynamic …

Is the Arithmetic or Harmonic Mean the Best Valuation Estimate?

D Yanushevsky, R Yanushevsky - The Journal of Investing, 2016 - pm-research.com
A rigorously justifiable procedure to calculate a group multiple based on multiples of separate
members of the group does not exist. Academicians and practitioners use the arithmetic …

Asset-based valuation: a modified discounted cash flow approach

R Yanushevsky, D Yanushevsky… - Handbook of Banking …, 2022 - elgaronline.com
The term ‘value’can be defined as measure of goodness or desirability (eg, the importance,
worth, or usefulness of something), depending on the area in which it is used. In sociology, …

[BOOK][B] Handbook of banking and finance in emerging markets

DK Nguyen - 2022 - books.google.com
… Chapter 4 by Rafael Yanushevsky, Daniel Yanushevsky, and Camilla Yanushevsky argues
that the standard discounted cash flow ignores the market value of a business, and propose …

A new empirical perspective on the Minimum Variance Portfolio

H Abdoh - Available at SSRN 3336044, 2019 - papers.ssrn.com
… By using analytical expression derived by Bernd Scherer (2011) and Rafael Yanushevsky
and Daniel Yanushevsky (2015), I derive three market-level variables that determine the …

[BOOK][B] Applied macroeconomics for public policy

R Yanushevsky, C Yanushevsky - 2018 - books.google.com
Yanushevsky has published over 90 papers, was the chair of the Lyapunov Session of the
Second and Fourth World Congress of Nonlinear Analysts and a member of the Organizing …

Healthcare Industry and the Existing Insurance Laws and Regulations

R Yanushevsk - Diversity and Equality in Health and Care, 2020 - search.proquest.com
The existing health care prices are the result of a compromise.[...] since the health care market
does not function like the markets for other consumer goods, its quality and prices are not …

[BOOK][B] Modern missile guidance

R Yanushevsky - 2018 - taylorfrancis.com
Yanushevsky’s research interests include guidance and control, signal processing and
control, tracking of maneuvering targets, and integrated missile guidance and control system …