A simulation-based approach to the study of coefficient of variation of dividend yields

European Journal of Operational Research

Volumn 189, Issue 2, 2008, Pages 559-569

  Pang, Wan Kai ^a   Yu, Bosco Wing Tong ^a   Troutt, Marvin D ^b   Hou, Shui Hung ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b KENT STATE UNIVERSITY   (United States)

Author keywords

Beta distribution; Coefficient of variation; Dividend yields; Gibbs sampling; Markov Chain Monte Carlo

Indexed keywords

COMMERCE; COMPUTER SIMULATION; FINITE ELEMENT METHOD; NORMAL DISTRIBUTION;

COEFFICIENT OF VARIATION; STOCK MARKET;

DISTRIBUTION FUNCTIONS;

EID: 39649115611     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2007.05.032     Document Type: Article

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