Results 161 to 170 of about 55,509 (274)

Factors affecting the maximum outcome payments of social impact bonds. [PDF]

PLoS One
Wang H, Chao N, Chen J, Chen M, Fu T.
europepmc   +1 more source

Demographic Dynamics and International Trade: Stylized Facts and Theoretical Insights

Journal of Economic Surveys, EarlyView.
ABSTRACT Demographic change within a country has economic repercussions for other countries through international transactions. Ongoing shifts in population size and age structure across countries have important implications for international trade, operating through changes in market size, consumption preferences, and labor supply.
Kumuthini Sivathas
wiley   +1 more source

Dynamic pricing modeling and inventory management in omnichannel retail using Quantum Decision Theory and reinforcement learning. [PDF]

PLoS One
Roosta S, Sadjadi SJ, Makui A.
europepmc   +1 more source

Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice

The Journal of Finance, EarlyView.
ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT, HAO XING, ANNE G. BALTER   +2 more
wiley   +1 more source

Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]

Sci Rep
Kumar S, Wilmott CM.
europepmc   +1 more source

The Voting Premium

The Journal of Finance, EarlyView.
ABSTRACT We develop a unified theory of blockholder governance and the voting premium in a setting without takeovers or controlling shareholders. A voting premium emerges when a minority blockholder can influence shareholder composition by accumulating votes and buying shares from dissenting shareholders.
DORON LEVIT, NADYA MALENKO, ERNST MAUG
wiley   +1 more source

A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]

Heliyon
Liu J, Zhou L, Yu H.
europepmc   +1 more source

Pricing of futures Bitcoin price under fractional volatility

, 2023
boughabi h, qalli ye.
europepmc   +1 more source

Consumption in Asset Returns

The Journal of Finance, EarlyView.
ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation. These shocks command a large and significant risk premium, driving a large
SVETLANA BRYZGALOVA, JIANTAO HUANG, CHRISTIAN JULLIARD   +2 more
wiley   +1 more source

From Hurricane Irma to the Grindavík eruptions: volatility premiums in disaster governance. [PDF]

Disasters
Björnsson T.
europepmc   +1 more source