Results 41 to 50 of about 891 (167)
No-Arbitrage Principle in Conic Finance
Risks, 2020 In a one price economy, the Fundamental Theorem of Asset Pricing (FTAP) establishes that no-arbitrage is equivalent to the existence of an equivalent martingale measure.
Mehdi Vazifedan, Qiji Jim Zhu
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Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?
Agribusiness, EarlyView.ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik +3 more
wiley +1 more source
How Can Digital Platforms Resolve Market Failures to Foster a Circular Economy?
Business Strategy and the Environment, EarlyView.ABSTRACT Market failures—such as asymmetric information, incomplete markets, externalities, and market power—present major barriers to a circular economy (CE) transition. Although government intervention is traditionally proposed, this paper examines the potential of digital platforms, particularly software‐as‐a‐service (SaaS) business‐to‐business (B2B)
Ässia Boukhatmi, Wim Van Opstal
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This paper presents a quantitative assessment of Spanish companies' commitment to the United Nations Global Compact (UNGC) and the Sustainable Development Goals (SDGs). Analyzing over 1000 participating firms, we identify prioritization patterns and examine structural factors influencing SDG adherence.
Juan Laborda, Juan Pérez
wiley +1 more source
Scope of the arbitrage pricing theory [PDF]
Anali Ekonomskog fakulteta u Subotici, 2019 An important element of the positive portfolio theory which in addition to the Capital Asset Pricing Model (CAPM) provides an important contribution in terms of understanding the relationship between return and risk and pricing of assets in the capital ...
Leković Miljan
doaj
Energy Science &Engineering, EarlyView.This work proposes a high‐fidelity, simulation‐driven control framework for robust grid integration of hybrid PV–wind systems using a modular, hierarchical multi‐loop architecture with adaptive decision logic. The framework coordinates power, DC‐link voltage, and grid currents under fast load and generation changes, enabling safe exploration of extreme
Wulfran Fendzi Mbasso +5 more
wiley +1 more source
Accelerated American option pricing with deep neural networks
Quantitative Finance and Economics, 2023 Given the competitiveness of a market-making environment, the ability to speedily quote option prices consistent with an ever-changing market environment is essential.
David Anderson, Urban Ulrych
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Optimal Variance Forecasting in a Trading Context
Journal of Forecasting, EarlyView.ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley +1 more source
Speed of Adjustment in Digital Assets in a Decentralized Financial World
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates the stability and co‐movement of cryptocurrency assets in Decentralized Finance (DeFi), with a focus on the Speed of Adjustment (SA), the rate at which shocks dissipate, and prices revert to long‐run equilibrium. SA provides a critical measure of market efficiency and portfolio allocation in a highly volatile DeFi ...
Jeremy Eng‐Tuck Cheah +3 more
wiley +1 more source
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, EarlyView.ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source