Working Paper
Evaluating state tax revenue variability: a portfolio approach
Abstract: State revenue variability is evaluated using a volatility model rooted in portfolio theory. The model evaluates how closely a state's revenue portfolio is constructed to minimize variability in total state tax revenue. The model complements parametric methods of revenue variability.
https://doi.org/10.20955/wp.2006.008
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https://doi.org/10.20955/wp.2006.008
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Provider: Federal Reserve Bank of St. Louis
Part of Series: Working Papers
Publication Date: 2006
Number: 2006-008