Results 61 to 70 of about 199,229 (278)
Portfolio Selection with Liability and Affine Interest Rate in the HARA Utility Framework
Abstract and Applied Analysis, 2014 This paper studied an asset and liability management problem with stochastic interest rate, where interest rate is assumed to be governed by an affine interest rate model, while liability process is driven by the drifted Brownian motion.
Hao Chang, Kai Chang, Ji-mei Lu
doaj +1 more source
Viabilist and Tychastic Approaches to Guaranteed ALM Problem. [PDF]
This study reconsiders the problem of hedging a liability by a portfolio made of a riskless asset and an underlying (underlying).Asset and Liability Management; Viability theory;
Aubin, Jean-Pierre +3 more
core
Housing as Asset‐Based Welfare in Australia: An Investigation Through a Consumption Lens
Australian Journal of Social Issues, EarlyView.ABSTRACT Housing asset‐based welfare has long been a key component of Australia's social policy. This resonates with a parallel literature identifying a trade‐off between homeownership and the size of nations' welfare states, wherein owner‐occupiers in smaller welfare states tend to come to rely on housing wealth to meet many of their welfare needs ...
Gavin A. Wood +3 more
wiley +1 more source
Anatomical Sciences Education, Volume 18, Issue 3, Page 289-300, March 2025.Abstract It is likely existing anatomical illustrations are often used as the basis for new illustrative works, given not all illustrators have access to human tissues, bodies, or prosections on which to base their illustrations. Potential issues arise with this practice in the realms of copyright infringement and plagiarism when authors are seeking to
Jon Cornwall +7 more
wiley +1 more source
BIM: Enabling Sustainability and Asset Management through Knowledge Management
The Scientific World Journal, 2013 Building Information Modeling (BIM) is the use of virtual building information models to develop building design solutions and design documentation and to analyse construction processes.
Robbert Anton Kivits, Craig Furneaux
doaj +1 more source
Gap management: managing interest rate risk in banks and thrifts [PDF]
Bank profits ; Asset-liability management ; Interest rates ...
Alden L. Toevs
core
Mean-Variance Asset-Liability Management with State-Dependent Risk Aversion [PDF]
, 2013 In this paper, we consider the asset-liability management under the mean-variance criterion. The financial market consists of a risk-free bond and a stock whose price process is modeled by a geometric Brownian motion.
Wang, Rongming, Wei, Jiaqin, Zhao, Qian
core
Biofuels, Bioproducts and Biorefining, EarlyView.Abstract The long‐term viability of Jatropha curcas as a biodiesel feedstock has been widely debated. Many early initiatives failed to deliver consistent economic returns despite promising environmental attributes. This study re‐evaluated J. curcas‐based systems within an integrated environmental–economic framework, focusing on their potential role in ...
Eduardo Sansão Sozinho Maurício +3 more
wiley +1 more source
Jump-diffusion asset-liability management via risk-sensitive control [PDF]
, 2014 In this paper, we use risk-sensitive control methods to solve a jump-diffusion asset–liability management (ALM) problem. We show that the ALM problem admits a unique classical ( C1,2C1,2 ) solution under two different sets of ...
Davis, MHA, Lleo, S
core +1 more source
Cannabinoids and drug–drug pharmacokinetic interactions: Deciphering the risks
British Journal of Clinical Pharmacology, EarlyView.The relationship between cannabinoids and mental health has become a major focus of scientific inquiry and public discourse. Cannabinoids are diverse chemical compounds from the Cannabis species that have been explored for their therapeutic applications in treating chronic pain, psychiatric and neurological conditions, such as depression, schizophrenia,
Paraskevi Papakyriakopoulou +2 more
wiley +1 more source