An empirical Bayes approach to efficient portfolio selection
PA Frost, JE Savarino - Journal of Financial and Quantitative …, 1986 - cambridge.org
… It is known that the more the sample estimate of a parameter for a particular security differs
from the average of that parameter for all securities in the populaton, the more likely that …
from the average of that parameter for all securities in the populaton, the more likely that …
For better performance: Constrain portfolio weights
PA Frost, JE Savarino - Journal of portfolio management, 1988 - search.proquest.com
Errors in estimating risk and return can result in either overinvestment or underinvestment in
securities. Therefore, imposing constraints on the maximum proportion of a portfolio that can …
securities. Therefore, imposing constraints on the maximum proportion of a portfolio that can …
[HTML][HTML] Responses to acute infection with SARS-CoV-2 in the lungs of rhesus macaques, baboons and marmosets
…, A Goodroe, J Dutton, S Hall-Ursone, PA Frost… - Nature …, 2021 - nature.com
Non-human primate models will expedite therapeutics and vaccines for coronavirus
disease 2019 (COVID-19) to clinical trials. Here, we compare acute severe acute respiratory …
disease 2019 (COVID-19) to clinical trials. Here, we compare acute severe acute respiratory …
Divergent effect of bacillus Calmette–Guérin (BCG) vaccination on Mycobacterium tuberculosis infection in highly related macaque species: Implications for primate …
…, RAW Vervenne, PA Frost… - Proceedings of the …, 2001 - National Acad Sciences
Despite the widespread use of bacillus Calmette–Guérin vaccination, Mycobacterium tuberculosis
infection remains globally the leading cause of death from a single infectious disease. …
infection remains globally the leading cause of death from a single infectious disease. …
Banks' demand for excess reserves
PA Frost - Journal of Political Economy, 1971 - journals.uchicago.edu
A bank's demand function for excess reserves is derived using inventory theory. In the model,
banks hold excess reserves as a means of reducing the cost of meeting their reserve …
banks hold excess reserves as a means of reducing the cost of meeting their reserve …
Issuing costs to existing shareholders in competitive and negotiated underwritten public utility equity offerings
S Bhagat, PA Frost - Journal of Financial Economics, 1986 - Elsevier
This paper presents the results of an empirical investigation of whether there is any difference
in the cost incurred by public utilities if they issue new equity through a negotiated or …
in the cost incurred by public utilities if they issue new equity through a negotiated or …
Tests for price effects of new issues of seasoned securities
AC Hess, PA Frost - The journal of finance, 1982 - Wiley Online Library
Do new issues of seasoned securities cause significant price movements in the neighborhood
of the issue day? This paper presents an empirical comparison of three competing …
of the issue day? This paper presents an empirical comparison of three competing …
Proxy variables and specification bias
PA Frost - The review of economics and Statistics, 1979 - JSTOR
Empirical models are often misspecified because the researcher cannot obtain data for one
of the variables in the theory. Consequently, the researcher is faced with the choice of either …
of the variables in the theory. Consequently, the researcher is faced with the choice of either …
Development of a system for individual feeding of baboons maintained in an outdoor group social environment
…, SL Jenkins, L Bill Cummins, PA Frost… - Journal of medical …, 2004 - Wiley Online Library
We developed a system that allows individual feeding of adult baboons, 8–15 years of age,
maintained in an outdoor group social environment. The purpose of the system is to allow …
maintained in an outdoor group social environment. The purpose of the system is to allow …
Child Opportunity Index 2.0 and acute care utilization among children with medical complexity
…, JC Gay, AR Carroll, M Neeley, PA Frost… - Journal of hospital …, 2022 - Wiley Online Library
Background Disproportionately high acute care utilization among children with medical
complexity (CMC) is influenced by patient‐level social complexity. Objective The objective of this …
complexity (CMC) is influenced by patient‐level social complexity. Objective The objective of this …