Results 91 to 100 of about 4,043,177 (393)

Optimisation of Time-Varying Asset Pricing Models with Penetration of Value at Risk and Expected Shortfall

open access: yesMathematics, 2021
This study aims to apply value at risk (VaR) and expected shortfall (ES) as time-varying systematic and idiosyncratic risk factors to address the downside risk anomaly of various asset pricing models currently existing in the Pakistan stock exchange. The
Adeel Nasir   +4 more
doaj   +1 more source

Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

open access: yes, 2000
We model consumption and dividend growth rates as containing (1) a small longrun predictable component, and (2) fluctuating economic uncertainty (consumption volatility). These dynamics, for which we provide empirical support, in conjunction with Epstein
Ravi Bansal, A. Yaron
semanticscholar   +1 more source

Dual‐Mode Film Based on Highly Scattering Nanofibers and Upcycled Chips‐Bags for Year‐Round Thermal Management

open access: yesAdvanced Functional Materials, EarlyView.
Intelligent radiative cooling devices, adaptable to various weather conditions, have the potential for year‐round energy savings. This study introduces a sustainable dual‐mode film made from polycaprolactone nanofibers and upcycled chip bags for effective thermal management.
Qimeng Song   +4 more
wiley   +1 more source

Asset Purchases, Limited Asset Markets Participation and Inequality

open access: yesSSRN Electronic Journal, 2022
This paper examines the impact of quantitative easing (QE) on aggregate demand and inequality in a restricted financial participation economy. It shows that when wages are sticky and asset market participation is high, QE stimulates aggregate demand and reduces income and consumption inequality.
openaire   +3 more sources

PENGARUH KONTRAK UTANG, BIAYA POLITIK, DAN ASIMETRI INFORMASI TERHADAP KEPUTUSAN REVALUASI ASET TETAP

open access: yesJurnal Akuntansi Kontemporer, 2019
The revaluation model had been regulated in PSAK Number 16 and is believed to be more relevant as it presents the asset value according to its true value so it is expected to generate a market response due to an increase in asset value.
Oktavia Cindy Wibowo   +1 more
doaj   +1 more source

Flow‐Induced Vascular Remodeling on‐Chip: Implications for Anti‐VEGF Therapy

open access: yesAdvanced Functional Materials, EarlyView.
Flow‐induced vascular remodeling plays a critical role in network stabilization and function. Using a vasculature‐on‐chip system, this study reveals how physiological VEGF levels and flow affect vascular remodeling and provides insights into tumor vessel normalization.
Fatemeh Mirzapour‐Shafiyi   +6 more
wiley   +1 more source

Liquidity in Asset Markets with Search Frictions [PDF]

open access: yesWorking paper (Federal Reserve Bank of Cleveland), 2007
We study how trading frictions in asset markets affect the distribution of asset holdings, asset prices, efficiency, and standard measures of liquidity. To this end, we analyze the equilibrium and optimal allocations of a search-theoretic model of financial intermediation similar to Duffie, Gârleanu and Pedersen (2005).
Ricardo Lagos   +2 more
openaire   +4 more sources

Asset Price Shock Response to Shock Capital Flow, Exchange Rate, and Interest Rate: Case Study of 16 Emerging Market Countries

open access: yesJDE (Journal of Developing Economies), 2016
Capital flows to developing countries and emerging markets in the world is constantly increasing. However, the crisis that occurred in 2008 and 2011 caused concern for investors.
rachman guswardi
doaj   +1 more source

Dexamethasone Delivery via Amphiphilic, Low‐swelling Hydrogels Treats Postoperative Inflammation in Cervical Spine Applications

open access: yesAdvanced Healthcare Materials, Volume 14, Issue 7, March 14, 2025.
DexaPatch, an implantable, low‐swelling amphiphilic hydrogel system containing dexamethasone‐PLGA microparticles, is developed and characterized for sustained local steroid release to reduce postoperative inflammation in tight surgical spaces. DexaPatch significantly reduces postoperative edema and fibrosis in a rabbit model of anterior spinal surgery,
Stephen W. Linderman   +6 more
wiley   +1 more source

Design and analysis of a synthetic prediction market using dynamic convex sets

open access: yesResults in Control and Optimization, 2021
We present a synthetic prediction market whose agent purchase logic is defined using a sigmoid transformation of a convex semi-algebraic set defined in feature space. Asset prices are determined by a logarithmic scoring market rule.
Nishanth Nakshatri   +4 more
doaj  

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