Results 191 to 200 of about 3,734 (297)
Triangular fuzzy game modelling for internal innovation in platform-driven manufacturing enterprises under uncertainty. [PDF]
Sci RepGuo Y, Zhang H, Zou H, He D, Zhao C.
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The Journal of Finance, EarlyView.ABSTRACT We propose a measure of the valuation gap between debt and equity—debt‐equity spread (DES)—based on the difference between actual and equity‐implied credit spreads. DES predicts cross‐sectional stock and bond returns in opposite directions.
HUI CHEN, ZHIYAO CHEN, JUN LI
wiley +1 more source
From Hurricane Irma to the Grindavík eruptions: volatility premiums in disaster governance. [PDF]
DisastersBjörnsson T.
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The Journal of Industrial Economics, EarlyView.ABSTRACT We study optimal simple rating systems that partition sellers into a finite number of tiers. We show that optimal ratings must be threshold partitions, and that for linear supply and Cournot competition with constant marginal cost, optimal thresholds solve a k‐means clustering problem requiring only the quality distribution.
Hugo Hopenhayn, Maryam Saeedi
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Integrating gamification into a MILP for flexible smart charging of EVs in public parking lots. [PDF]
Sci Repde-Larriva-Serrano F +4 more
europepmc +1 more source
Pricing of futures Bitcoin price under fractional volatility
, 2023 boughabi h, qalli ye.
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Journal of Management Studies, EarlyView.Abstract Firms under regulatory threat often have a collective interest in influencing policy outcomes through market behaviour. However, when coordination is prohibited and collective benefits are non‐excludable, such efforts are constrained by coordination and outcome uncertainty.
Mirko H. Benischke, Ajay Bhaskarabhatla
wiley +1 more source
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
PLoS OnePing WY, Hu YW, Luo LQ.
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The capital-asset-pricing model and arbitrage pricing theory: a unification. [PDF]
Proc Natl Acad Sci U S A, 1997 Ali Khan M, Sun Y.
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The focus of this paper is on the study of the drivers of a cross market arbitrage profit. Many papers have investigated the risk of trading arbitrage opportunities and the empirical existence of these events at the high frequency level for different ...
Perlin, Marcelo +2 more
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