Edward J. Lusk

University of Pennsylvania - Statistics Department

Wharton School

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

4

DOWNLOADS

128

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Commentary on the Makridakis Time Series Competition (M-Competition) Introduction to the Commentary the Accuracy of Alternative Extrapolation Models: Analysis of a Forecasting Competition Through Open Peer Review

Journal of Forecasting, Vol. 2, pp. 259-311, 1983
Number of pages: 49 Posted: 08 Feb 2005 Last Revised: 08 Jul 2012
J. Scott Armstrong and Edward J. Lusk
University of Pennsylvania - Marketing Department and University of Pennsylvania - Statistics Department
Downloads 94 (276,172)

Abstract:

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Forecasting, extrapolation models, economic time series, M-competition, Makridakis

2.

Return Postage in Mail Surveys: A Meta Analysis

Public Opinion Quarterly, Vol. 51, pp. 233-248, 1987
Number of pages: 11 Posted: 14 Feb 2005 Last Revised: 08 Jul 2012
J. Scott Armstrong and Edward J. Lusk
University of Pennsylvania - Marketing Department and University of Pennsylvania - Statistics Department
Downloads 34 (449,488)

Abstract:

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Mail surveys, marketing research, coding, analysis

3.

Market and Financial Performance as Related to Idiosyncratic Risk and the Effect of Outlier Screening in Market Studies

Journal of Financial Management and Analysis, Vol. 22, No. 2, July-December 2009
Posted: 27 Mar 2010
Edward J. Lusk, Michael Halperin and Frank Heilig
University of Pennsylvania - Statistics Department, University of Pennsylvania - Wharton School and Otto-von-Guericke-Universität Magdeburg - Institute of Economics and Business Administration

Abstract:

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Roll’s conjecture, Non-market risk, Idiosyncratic risk, Outlier screening

4.

Towards Reformulation of The Capital Asset Pricing Model (CAPM) Focusing on Idiosyncratic Risk and Roll's Meta-Analysis: Methodological Approach

Journal of Financial Management and Analysis, Vol. 21, No. 1, January-June 2008
Posted: 23 Sep 2008
Edward J. Lusk, Manuel Bern and Michael Halperin
University of Pennsylvania - Statistics Department, Otto-von-Guericke-Universität Magdeburg - Institute of Economics and Business Administration and University of Pennsylvania - Wharton School

Abstract:

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Uncertainty, Knight, Ethical screens, Diversifiable risk, Unique risk