Results 121 to 130 of about 15,441 (215)

On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type. [PDF]

In this paper we study the existence of bubbles for pricing equilibria in a pure exchange economy à la Lucas, with infinitely lived homogeneous agents.
Luigi Montrucchio, Fabio Privileggi
core  

Unfolding the policy dynamics of medical data assetization in Chinese public healthcare institutions: evidence from Latent Dirichlet Allocation and dynamic topic modeling analysis. [PDF]

Front Public Health
Han S, Zeng Q, Cui X, Ji Y, Liu K, Li N, Cheng Y.   +6 more
europepmc   +1 more source

Asset Prices and asset Correlations in Illiquid Markets [PDF]

We build a new asset pricing framework to study the effects of aggregate illiquidity on asset prices, volatilities and correlations. In our framework the Black-Scholes economy is obtained as the limiting case of perfectly liquid markets.
Alessio Caldarera, Celso Brunetti
core  

An alternative strategy for balancing profit maximization and risk reduction. [PDF]

PLoS One
El Khatib Y, Mukhamedova F.
europepmc   +1 more source

Evaluating alternative methods for testing asset pricing models with historical data

We follow the correct Jagannathan and Wang (2002) framework for comparing the estimates and specification tests of the classical Beta and Stochastic Discount Factor/Generalized Method of Moments (SDF/GMM) methods.
Rubio, Gonzalo, Lozano, Martin
core  

Distribution Locational Marginal Pricing under Generation and Network Scarcity Conditions. [PDF]

Curr Sustain Renew Energy Rep
Ruan Z, Papavasiliou A, Madani M.
europepmc   +1 more source

Insights from Financial Economics to Value Healthcare Investments that Reduce System-Level Risks: Example of Disease Elimination and Eradication. [PDF]

Appl Health Econ Health Policy
Rao M, Freeman M, Thijssen J, Bland S, Sculpher M, Claxton K, Revill P.   +6 more
europepmc   +1 more source

Analysis of market equilibrium based on overconfidence behavior of market makers. [PDF]

PLoS One
Wang R, Wang J, Yang Z.
europepmc   +1 more source

Can systematic skewness factors predict future interest rates: Evidence from China. [PDF]

PLoS One
Liang X, Sun Y.
europepmc   +1 more source

The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]

PLoS One
Aljughaiman AA, Tabash MI, Issa SS, Almulhim AA.   +3 more
europepmc   +1 more source