Results 51 to 60 of about 204,844 (307)

Improving the Asset Pricing Ability of the Consumption-Capital Asset Pricing Model? [PDF]

SSRN Electronic Journal, 2006
This paper compares the asset pricing ability of the traditional consumption-based capital asset pricing model to models from two strands of literature attempting to improve on the poor empirical results of the C-CAPM. One strand is based on the intertemporal asset pricing model of Campbell (1993, 1996) and Campbell and Vuolteenaho (2004).
openaire   +2 more sources

A Test of the Intertemporal Asset Pricing Model [PDF]

, 1982
Restrictions that general equilibrium theory place upon average returns are found to be strongly violated by the U.S. data in the 1889–1978 period. This result is robust to model specification and measurement problems. We conclude that equilibrium models which are not Arrow-Debreu economies are needed to rationalize the large average equity premium ...
Rajnish Mehra, Edward C. Prescott
openaire   +2 more sources

Composition Restoration Enables Recycling of Mixed‐Cation, Mixed‐Halide Perovskites for Solar Cells

Advanced Materials, EarlyView.
Compositional drift during processing prevents the direct recycling of mixed‐cation, mixed‐halide perovskites. This work introduces a framework to quantitatively audit and restore recovered materials, enabling closed‐loop recycling with efficiencies comparable to virgin perovskites.
Zhenni Wu, Katharina Dammer, Robert Skunde, Mykhailo Sytnyk, Christian Göllner, Fei Ding, Juan S. Rocha‐Ortiz, Albert These, Balázs Imre, Yanxue Wang, Dorothea Wisser, Christoph Brabec, Ian Marius Peters   +12 more
wiley   +1 more source

ChicGrasp: Imitation‐Learning‐Based Customized Dual‐Jaw Gripper Control for Manipulation of Delicate, Irregular Bio‐Products

Advanced Robotics Research, EarlyView.
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, Zhengtong Xu, Siavash Mahmoudi, Pouya Sohrabipour, Chaitanya Pallerla, Yu She, Wan Shou, Philip Glen Crandall, Dongyi Wang   +8 more
wiley   +1 more source

Climate Action Impacts on Steelmaking Emissions of Persistent Organic Pollutants Highlight a Gap Between the Paris Agreement and the Stockholm Convention

Advanced Science, EarlyView.
Emissions of unintentionally produced persistent organic pollutants (UPOPs) and global warming are two major environmental challenges. But their governance has largely evolved in parallel, leaving the toxicity implications of climate‐driven industrial transitions poorly understood.
Yuxiang Sun, Qiuting Yang, Jianghui Yun, Yujue Yang, Junhao Tang, Qian Liu, Minghui Zheng, Guorui Liu   +7 more
wiley   +1 more source

Recent Advances in Laser‐Induced Graphene‐Based Gas Sensors: From Sensing Mechanisms to Biomedical Applications

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, Ankan Dutta, Shuvendu Das, Abu Musa Abdullah, Wanqing Zhang, Fatema Tuz Zohra, Huanyu Cheng   +6 more
wiley   +1 more source

Testing asset pricing models with individual stocks: An instrumental variables approach

Borsa Istanbul Review
This study empirically tests time-varying asset pricing models in an emerging market with individual stocks. We employ a recently proposed instrumental variables (IV) technique that uses individual stocks as test assets while consistently estimating ex ...
Işıl Candemir, Cenk C. Karahan
doaj   +1 more source

INB3P: A Multi‐Modal and Interpretable Co‐Attention Framework Integrating Property‐Aware Explanations and Memory‐Bank Contrastive Fusion for Blood–Brain Barrier Penetrating Peptide Discovery

Advanced Science, EarlyView.
INB3P is a multimodal framework for blood–brain barrier‐penetrating peptide prediction under extreme data scarcity and class imbalance. By combining physicochemical‐guided augmentation, sequence–structure co‐attention, and imbalance‐aware optimization, it improves predictive performance and interpretability.
Jingwei Lv, Qianyang Wu, Jian Liu, Binlu Yang, Yuanhao Li, Junlin Xu, Yajie Meng, Leyi Wei, Zilong Zhang, Quan Zou, Xiulai Li, Feifei Cui   +11 more
wiley   +1 more source

Pricing of Commodity Futures Contract by Using of Spot Price Jump-Diffusion Process [PDF]

International Journal of Business and Development Studies, 2016
Futures contract is one of the most important derivatives that is used in financial markets in all over the world to buy or sell an asset or commodity in the future.
Hossein Esmaeili Razi, Rahim Dallali Esfahani, Saeid Samadi, Afshin Parvardeh   +3 more
doaj   +1 more source

Morphotropic Phase Boundary in Graft Poly(Vinylidene Fluoride‐co‐Tetrafluoroethylene) With High Curie Temperature

Advanced Science, EarlyView.
The first TrFE‐free ferroelectric polymers exhibiting concurrently a morphotropic phase boundary and high Curie temperature are reported through a grafting strategy, which is completely different from previous methods to design MPB by composition and irradiation. This finding offers a cost‐effective solution to decode the long‐standing inverse relation
Zekai Fei, Chenyi Li, Yuquan Liu, Yang Li, Yun Zhang, Huamin Zhou, Yang Liu   +6 more
wiley   +1 more source