Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains optimal ...

Joint mean-covariance regression modeling with unconstrained parametrization for continuous longitudinal data has provided statisticians and practitioners with a powerful analytical device. How to ...

A quantitative study is made of the bias in the usual estimate of the linear correlation coefficient and of the relative efficiency of the estimated regression, when a certain type of selective ...

CEO of Paul M. Wendee & Associates, LLC; Publisher of the Intrinsic Value Wealth Report Newsletter; Founder of the Value Driver Institute. In my opinion, reversion to the mean is one of the most ...