Results 81 to 90 of about 55,509 (274)
Fixed‐bed reactor experiments (10 L) validate the iron–steam redox process, bridging material‐scale research and industrial power‐to‐power applications. Coupled with SOEC/SOFC systems, this framework defines critical interfaces for heat and gas management. Results confirm reproducible hydrogen storage and release, demonstrating technical feasibility at
Julien Göthel +2 more
wiley +1 more source
Limit to Arbitrage and Distress Risk Puzzle in Vietnam: Does Corporate Bankruptcy Regulation Matter?
This study is the first to examine how limit-to-arbitrage factors impact the distress risk puzzle in Vietnam before and after implementing bankruptcy regulations.
Khoa Dang Duong +3 more
doaj +1 more source
Empirical testing of the Arbitrage Pricing Theory using data from the Johannesburg Stock Exchange
In 1976 Stephen A. Ross developed a new theory of securities pricing called the Arbitrage Pricing Theory (APT). According to the APT the return an investor can expect from a share is related to the risk-free rate and numerous other factors rather than ...
M. J. Page
doaj +1 more source
Choquet Integrals With Respect to Non-Monotonic Set Functions [PDF]
This paper introduces the signed Choquet integral, i.e., a nonmonotonic generalization of the Choquet integral. Applications to welfare theory, multi-period optimization, and asset pricing are described.Choquet integral;comonotonicity;arbitrage;time ...
De Waegenaere, A.M.B., Wakker, P.P.
core +1 more source
ABSTRACT How does the ability to weather insecurity give some an upper‐hand over others? This paper examines the interrelationship between housing and labour market precarity among middle class young professionals. Drawing on interviews with residents of co‐living schemes—for‐profit shared housing where tenants are on temporary rental contracts—it ...
Tim White
wiley +1 more source
CAPM or APT? A Comparison of Two Asset Pricing Models for Malaysia
This study uses monthly return data on 213 stocks listed on the main board of Kuala Lumpur Stock Exchange, Malaysia for the period September 1988 to June 1997 to compare two frequently cited asset pricing models: the capital asset pricing model, CAPM and
Cung Huck Khoon +2 more
doaj
USED MODELS AND CRITERIA FOR ASSET YIELDS EXPLANATION [PDF]
There were compared two known models (CAPM and TPA resuting the model describing better, in case of Romania , cashings and variation of cashings for ensured guarantees.There were taken into account monthly cashings (1.01.2005-31.12.2010 period) of 60 ...
Florin Dan PIELEANU
doaj
ABSTRACT The MENA region faces a critical challenge: balancing economic growth spurred by foreign direct investment (FDI) with environmental sustainability. While FDI can bring technological advancements and capital, concerns exist about its potential to exacerbate environmental degradation, particularly carbon emissions.
Brahim Bergougui, Syed Mansoob Murshed
wiley +1 more source
Parametric arbitrage-free models for implied smile dynamics [PDF]
Based on the theory of Tangent Levy model [1] developed by R. Carmona and S. Nadtochiy, this thesis gives a paramatrized realization of dynamic implied smile.\ud \ud After specifying a Dirac style Levy measure, we give argument about the consistency ...
Zhao, Junchen
core +1 more source
Market Integration and Nonlinear Price Transmission in 19th‐Century British Wheat Markets
ABSTRACT Important developments in infrastructure and institutions characterized 19th‐Century wheat markets in Great Britain. Among these developments was the construction of the national rail system which enabled cheaper and more efficient transport of grain and other bulky cargoes between inland towns and ports.
Barry K. Goodwin, A. Ford Ramsey
wiley +1 more source

