Financial Applications of the Mahalanobis Distance
Applied Economics and Finance
View Archive InfoField | Value | |
Title |
Financial Applications of the Mahalanobis Distance
|
|
Creator |
Stöckl, Sebastian; Institute of Financial Services, University of Liechtenstein
Hanke, Michael; Institute of Financial Services, University of Liechtenstein |
|
Description |
We describe existing and potential financial applications of the Mahalanobis distance. After a short motivation and a discussion of important properties of this multivariate distance measure, we classify its applications in finance according to the source and nature of its input parameters. Examples illustrate the usefulness of these applications of the Mahalanobis distance for financial market participants.
|
|
Publisher |
Redfame Publishing
|
|
Date |
2014-10-11
|
|
Type |
info:eu-repo/semantics/article
Peer-reviewed Article info:eu-repo/semantics/publishedVersion |
|
Format |
application/pdf
|
|
Identifier |
http://redfame.com/journal/index.php/aef/article/view/511
10.11114/aef.v1i2.511 |
|
Source |
Applied Economics and Finance; Vol 1, No 2 (2014); 78-84
|
|
Language |
eng
|
|
Relation |
http://redfame.com/journal/index.php/aef/article/view/511/497
|
|
Rights |
Submission of an article implies that the work described has not been published previously (except in the form of an abstract or as part of a published lecture or academic thesis), that it is not under consideration for publication elsewhere, that its publication is approved by all authors and tacitly or explicitly by the responsible authorities where the work was carried out, and that, if accepted, will not be published elsewhere in the same form, in English or in any other language, without the written consent of the Publisher. The Editors reserve the right to edit or otherwise alter all contributions, but authors will receive proofs for approval before publication. Copyrights for articles published in Redfame journals are retained by the authors, with first publication rights granted to the journal. The journal/publisher is not responsible for subsequent uses of the work. It is the author's responsibility to bring an infringement action if so desired by the author.
|
|