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 …

Analysis of linear and nonlinear chatter in milling

I Minis, R Yanushevsky, A Tembo, R Hocken - CIRP annals, 1990 - Elsevier
… Detailed mathematical modelsof the millings stem have been proposed by Sridhar et d. I],
and Opitz and Bernard1 $1. The latter a plied the stability theory o/ turning to the milling …

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 …

A new theoretical approach for the prediction of machine tool chatter in milling

I Minis, R Yanushevsky - 1993 - asmedigitalcollection.asme.org
A new method for the prediction of chatter in milling is presented. The dynamics of the
milling process are described by a set of differential-difference equations with time varying …

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, …

On robust stabilizability of linear differential-difference systems with unstable D-operator

RT Yanushevsky - IEEE transactions on automatic control, 1992 - ieeexplore.ieee.org
The robustness of linear delayed neutral-type control systems with the unstable difference
operator is considered. The robustness analysis is stipulated by the impossibility of …

Analysis of optimal weaving frequency of maneuvering targets

R Yanushevsky - Journal of spacecraft and rockets, 2004 - arc.aiaa.org
Nomenclature ac= guidance command, m2/s aL= missile acceleration, m2/s aT= target
acceleration, m2/s N= effective navigation ratio tgo= time to go, s Vcl= closing velocity, m/sy= …

[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 …