Results 31 to 40 of about 22,369 (310)
Over the last several decades, there has been a large increase in asset valuations across many asset classes. These rising valuations had important effects on the distribution of wealth. However, little is known regarding their effect on the distribution of welfare.
Fagereng, Andreas +5 more
openaire +2 more sources
Objective The purpose was to evaluate a biomarker score consisting of MUC5B rs35705950 promoter variant, plasma matrix metalloproteinase (MMP)‐7, and serum anti‐malondialdehyde‐acetaldehyde (anti‐MAA) antibody for RA‐associated interstitial lung disease risk stratification. Methods Using a multicenter cohort of US veterans with RA, we performed a cross‐
Kelsey Coziahr +16 more
wiley +1 more source
Salience and Asset Prices [PDF]
We present a simple model of asset pricing in which payoff salience drives investors' demand for risky assets. The key implication is that extreme payoffs receive disproportionate weight in the market valuation of assets. The model accounts for several puzzles in finance in an intuitive way, including preference for assets with a chance of very high ...
Bordalo, Pedro +2 more
openaire +5 more sources
Novel Functional Materials via 3D Printing by Vat Photopolymerization
This Perspective systematically analyzes strategies for incorporating functionalities into 3D‐printed materials via Vat Photopolymerization (VP). It explores the spectrum of achievable functionalities in recently reported novel materials—such as conductive, energy‐storing, biodegradable, stimuli‐responsive, self‐healing, shape‐memory, biomaterials, and
Sergey S. Nechausov +3 more
wiley +1 more source
xx xx. ABSTRACT Diabetic foot ulcer (DFU) is a chronic complication of diabetes, primarily caused by hyperglycemia, peripheral vascular disease, and neuropathy. Characterized by persistent hyperglycemia, impaired perfusion, inflammation, and infection, DFUs pose significant challenges to healing and are associated with high morbidity and amputation ...
Tang Yuqing +5 more
wiley +1 more source
A closed-form pricing formula for European options in an illiquid asset market
This article addresses the problem of pricing European options when the underlying asset is not perfectly liquid. A liquidity discounting factor as a function of market-wide liquidity governed by a mean-reverting stochastic process and the sensitivity of
Puneet Pasricha +2 more
doaj +1 more source
Econometric Asset Pricing Modelling [PDF]
Econometric Asset Pricing Modelling The purpose of this paper is to propose a general econometric approach to asset pricing modelling based on three main ingredients : (i) the historical discrete-time dynamics of the factor representing the information, (ii) the Stochastic Discount Factor (SDF), and (iii) the discrete-time risk-neutral (R.N.) factor ...
H. Bertholon, A. Monfort, F. Pegoraro
openaire +4 more sources
Photothermomechanically Efficient, Low‐Cost, High‐Cycle‐Life, Hybrid MXene‐Polymer Actuators
The addition of MXenes to elastomer‐plastic‐paper films enables the creation of easily prepared actuators that are scalable for small robotic applications. Known as MXene‐polymer Trilayer Actuators (MPTAs), they bend from UV light. Their usefulness is demonstrated through kirigami‐inspired flower‐shaped art design, parallel manipulator for waveguiding,
Ken Iiyoshi +6 more
wiley +1 more source
Automated poultry processing lines still rely on humans to lift slippery, easily bruised carcasses onto a shackle conveyor. Deformability, anatomical variance, and hygiene rules make conventional suction and scripted motions unreliable. We present ChicGrasp, an end‐to‐end hardware‐software co‐designed imitation learning framework, to offer a ...
Amirreza Davar +8 more
wiley +1 more source
Finite Difference Method for the Hull–White Partial Differential Equations
This paper reviews the finite difference method (FDM) for pricing interest rate derivatives (IRDs) under the Hull–White Extended Vasicek model (HW model) and provides the MATLAB codes for it.
Yongwoong Lee, Kisung Yang
doaj +1 more source

