Results 71 to 80 of about 4,043,177 (393)
Optimal growth strategies for a representative agent in a continuous-time asset market [PDF]
arXiv, 2022 We propose a multi-agent model of an asset market and study conditions that guarantee that the strategy of an individual agent cannot outperform the market. The model assumes a mean-field approximation of the market by considering an infinite number of infinitesimal agents who use the same strategy and another infinitesimal agent with a different ...
arxiv
Estimating a DSGE Model with Limited Asset Market Participation for the Euro Area
, 2014 We estimate a medium scale DSGE model for the Euro Area to gain intuition on the importance of Limited Asset Market Participation (LAMP). Our results suggest that LAMP is sizeable (39% of households over the 1993-2012 sample) and important to understand ...
Alice Albonico +2 more
semanticscholar +1 more source
Assessing the Ecological Value: Monetizing Process Innovations in Tailored Forming
Advanced Engineering Materials, EarlyView.This article introduces a method for evaluating the sustainability of innovations, even with limited data. The method is illustrated through an analysis of the “Tailored Forming” technology, which explores the impact of sustainability on economic value added.
Jonas Schneider +4 more
wiley +1 more source
Statistica, 2007 In this paper we extend the concept of Value-at-risk (VaR) to bivariate return distributions in order to obtain measures of the market risk of an asset taking into account additional features linked to downside risk exposure.
Giuseppe Arbia
doaj +1 more source
Advanced Engineering Materials, EarlyView.This perspective article explores an innovative powder metallurgical approach to producing high‐nitrogen steels by utilizing a mixture of stainless steel and Si3N4. This mixture undergoes hot isostatic pressing followed by direct quenching. The article also examines adapting this method to laser powder bed fusion (PBF‐LB/M) to overcome nitrogen ...
Louis Becker +5 more
wiley +1 more source
ASSET PRICING IN A CAPITAL MARKET [PDF]
Challenges of the Knowledge Society, 2019 This research shows us risks in acquiring assets on capital markets. Behavior of investors uses limited rational theory, adaptive theory of expectations and mind theory. Simon asserted in 1955 that “a normal human being is not entirely rational in making
Valentin Gabriel CRISTEA
doaj
Automated Market-Making for Fiat Currencies [PDF]
arXiv, 2021 We present an automated market-making (AMM) cross-settlement mechanism for digital assets on interoperable blockchains, focusing on central bank digital currencies (CBDCs) and stable coins. We develop an innovative approach for generating fair exchange rates for on-chain assets consistent with traditional off-chain markets.
arxiv
Adaptive Expectations, Confirmatory Bias, and Informational Efficiency [PDF]
, 2010 We study the informational efficiency of a market with a single traded asset. The price initially differs from the fundamental value, about which the agents have noisy private information (which is, on average, correct).
Aldashev, Gani +2 more
core +4 more sources
Asset Market Participation and Portfolio Choice Over the Life-Cycle
, 2013 We study the life cycle of portfolio allocation following for 15 years a large random sample of Norwegian households using error-free data on all components of households' investments drawn from the Tax Registry.
Å. Fagereng, Charles Gottlieb, L. Guiso
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.Laboratory protocols for producing thin‐film pH electrodes for sterilized single‐use technologies have been successfully developed into a semiautomated workflow, with higher throughput and precision of membrane thickness. Accuracies are within 0.05 pH units versus ground truth, and uncertainty analysis reveals the largest sources of error to be derived
Bingyuan Zhao +4 more
wiley +1 more source