Results 51 to 60 of about 2,183,821 (353)
Rational asset pricing bubbles [PDF]
, 1995 This paper provides a fairly systematic study of general economic conditions under which rational asset pricing bubbles may arise in an intertemporal competitive equilibrium framework.
Woodford, Michael, Santos, Manuel S.
core
Advanced Science, EarlyView.Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas +6 more
wiley +1 more source
A closed-form pricing formula for European options in an illiquid asset market
Financial Innovation, 2022 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
Investor Psychology and Asset Pricing
, 2001 The basic paradigm of asset pricing is in vibrant flux. The purely rational approach is being subsumed by a broader approach based upon the psychology of investors. In this approach, security expected returns are determined by both risk and misvaluation.
David Hirshleifer
semanticscholar +1 more source
Forecasting Trends with Asset Prices [PDF]
SSRN Electronic Journal, 2015 In this paper, we consider a stochastic asset price model where the trend is an unobservable Ornstein Uhlenbeck process. We first review some classical results from Kalman filtering. Expectedly, the choice of the parameters is crucial to put it into practice.
Ahmed Bel Hadj Ayed +2 more
openaire +3 more sources
Advanced Electronic Materials, EarlyView.A fully coupled FEM–HH model shows that ideally capacitive microelectrodes can achieve lower charge‐density thresholds than Faradaic contacts under current‐controlled stimulation. The advantage stems from the dynamics of surface current density on capacitive interfaces, which redirects current beneath adherent neurons.
Aleksandar Opančar +2 more
wiley +1 more source
Finite Difference Method for the Hull–White Partial Differential Equations
Mathematics, 2020 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
Advanced Energy Materials, EarlyView.This study investigates the feasibility of scaling up Prussian White (PW)‐based cathode manufacturing at a pilot scale. Through careful PW dehydration combined with optimized aqueous processing, we report the stepwise development of industrially relevant 1 Ah pouch cells and evaluate their performance under various conditions.
Faduma M. Maddar +7 more
wiley +1 more source
Estimating latent asset-pricing factors
Journal of Econometrics, 2018 We develop an estimator for latent factors in a large-dimensional panel of financial data that can explain expected excess returns. Statistical factor analysis based on Principal Component Analysis (PCA) has problems identifying factors with a small ...
Martin Lettau +3 more
semanticscholar +1 more source
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Amid rising food and fertilizer prices, understanding farmers' policy preferences is critical for effective crisis response. We use best‐worst scaling experiment to assess Kenyan mobile‐owning crop farmers' preferences for government support under high and normal price scenarios.
Mywish K. Maredia +4 more
wiley +1 more source