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Asset Valuation in an Experimental Market [PDF]
Econometrica, 1982 The time path of asset prices is studied within a stationary experimental environment. After several replications prices converge to a perfect foresight equilibrium. A sequential market having an "informational trap" and a futures market are also studied.
Forsythe, Robert +2 more
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Pedestrian Patterns at Railway Platforms during Boarding: Evidence from a Case Study in Switzerland
Journal of Advanced Transportation, 2018 The boarding/alighting process at railway platforms is an important determinant of the railway system performance and depends on the characteristics of passengers, the layout of the platform, and the rolling stock.
Giulia Dell’Asin, Johannes Hool
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Small-sized asset owners’ OCIO selections and evaluations [PDF]
Seonmul yeongu, 2023 – This study analyzes small-sized asset owners’ optimal choice problems in selecting an outsourced chief investment officer (OCIO). While large-sized asset owners can select OCIOs through procurement auctions, it is difficult for small-sized asset ...
Deahyeon Park, Doo Jin Ryu
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Conceptual framework for asset back securities rating in Iran Capital Market [PDF]
مطالعات تجربی حسابداری مالی, 2018 In recent years, the capital market has played a significant role in the financing of the government and the private sector and provided a variety of tools for this purpose, mainly based on the asset backed securities and asset base securities, on the ...
Ghasem Blue +2 more
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Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model
Mathematics, 2021 Investors’ decisions on capital markets depend on their anticipation and preferences about risk, and volatility is one of the most common measures of risk.
Petra Posedel Šimović, Azra Tafro
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The Completion of Real-Asset Markets by Options
International Journal of Mathematics and Mathematical Sciences, 2010 We combine the theory of finite-dimensional lattice subspaces and the theory of regular values for maps between smooth manifolds in order to study the completion of real asset markets by options.
Christos E. Kountzakis
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Assets, Markets and Poverty in Brazil [PDF]
SSRN Electronic Journal, 1999 This paper establishes a basis of research on the relationships among poverty, resources distribution and assets markets operation. The main objective is to help the implementation of capital enhancing policies towards the poor. The strategy followed is to analyze three different types of impact that increasing the assets of the poor may have on social
Nascimento, Mabel +3 more
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The Improvement Path for Credit ABS of Commercial Banks—A Case Study of China Construction Bank [PDF]
SHS Web of ConferencesThis article focuses on the current state of asset securitization in China Construction Bank (CCB). It conducts an in-depth analysis of two areas, namely non-performing asset securitization and green asset securitization, and explores suitable ...
Qu Zhiming
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Managing markets for toxic assets [PDF]
Journal of Monetary Economics, 2015 Abstract A model in which banks trade toxic assets to raise funds for investment is analyzed. Toxic assets generate an adverse selection problem and, consequently, the interbank asset market provides insufficient liquidity. Investment is inefficiently low because acquiring funding requires banks to sell high-quality assets for less than their “fair ...
Christopher L. House +1 more
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Asset Specificity and the Secondary Market for Productive Assets [PDF]
Italian Economic Journal, 2020 AbstractThe aim of this paper is to explore how debt contracts are affected by investment in asset specialization and by the dynamics of the secondary market for collateralized productive assets. Before applying for a loan, financially constrained firms face a specificity trade-off: asset specialization increases firms’ project returns, but decreases ...
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