Results 71 to 80 of about 243,052 (302)
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
The regulation of stem cell fate and its application in neural regeneration
Interdisciplinary Medicine, EarlyView.Regulating stem cell fate is crucial for neural regeneration. This review summarizes key physical, biological, and chemical strategies and their applications in repairing nerve injuries, providing new insights for regenerative medicine. Abstract Regulating the fate of stem cells (SCs) is a key technical problem in the field of regenerative medicine and
Yuexin He +3 more
wiley +1 more source
An Arbitrage Approach to the Pricing of Catastrophe Options Involving the Cox Process [PDF]
We investigate the valuation and hedging of catastrophe options, whose claim arrival process is modeled by the Cox process or a doubly stochastic Poisson process.
Ishimura, Naoyuki +2 more
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International Studies of Economics, EarlyView.ABSTRACT This paper examines how the financial development of the target economy evolves under the long‐lasting economic sanctions, emphasizing the temporal patterns of the impact. Using panel data for 136 economies from 1980 to 2021 and an event‐study approach, we identified a temporal pattern that illustrates how economic sanctions exert a ...
Yu Jiang, Xue Meng
wiley +1 more source
Arbitrage and Control Problems in Finance. Presentation. [PDF]
The theory of asset pricing takes its roots in the Arrow-Debreu model (see,for instance, Debreu 1959, Chap. 7), the Black and Scholes (1973) formula,and the Cox and Ross (1976) linear pricing model.
Elyès Jouini
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Managerial and Decision Economics, EarlyView.ABSTRACT This paper examines whether institutional ownership with different investment horizons is related to corporate breakthrough innovation, using panel data of Chinese A‐share listed firms from 2014 to 2023. Long‐term institutional ownership is positively and significantly associated with breakthrough innovation, while short‐term institutional ...
He Zeng +3 more
wiley +1 more source
Risks, 2017 The paper deals with defaultable markets, one of the main research areas of mathematical finance. It proposes a new approach to the theory of such markets using techniques from the calculus of optional stochastic processes on unusual probability spaces ...
Mohamed N. Abdelghani +1 more
doaj +1 more source
Online Rebate Strategy for a Dual‐Channel Supply Chain
Naval Research Logistics (NRL), EarlyView.ABSTRACT As online shopping channels become ubiquitous, consumers are faced with a vast number of digital purchasing options. To attract more consumers, many e‐shops utilize cashback websites (CWs) to provide online rebates. This study examines a dual‐channel supply chain, in which the manufacturer sells products through both its own online store and a
Peng Xu, Xuan Zhao, Tiaojun Xiao
wiley +1 more source
Equity Price Risk and Return: Evidence from the Karachi Stock Exchange
JISR Management and Social Sciences & Economics, 2009 This paper examines the tradeoff between equity price risk and returns obtained through various approaches. Capital asset pricing model (CAPM) and arbitrage pricing model (APT) are considered to be the fundamental building blocks of the portfolio theory,
Talha Bin Ali Khan, Ali Khizar Aslam
doaj
Numeraire Invariance and application to Option Pricing and Hedging [PDF]
This is a short version of the paper of Exchange Options (2007), concentrating on the principle of numeraire invariance. It emphasizes application to unique pricing in arbitrage-free model, the derivation of hedge ratios and the PDE when price ratios are
Jamshidian, Farshid
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