Results 131 to 140 of about 22,614 (265)

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Modeling cell migratory persistence through temporal correlations and angular noise. [PDF]

open access: yesPLoS One
Montenegro-Rojas I   +6 more
europepmc   +1 more source

Evolutionary legacies structure the geography of seagrass traits across the world's oceans

open access: yesNew Phytologist, EarlyView.
Summary Traits modulate species' ability to track shifts in climate, yet the extent to which traits have been shaped by the contemporary environment and/or historical processes remains poorly understood. Here, we fill this gap for the world's seagrasses, habitat‐forming species that provide critical ecosystem services.
Nestor E. Bosch   +2 more
wiley   +1 more source

Confidence Intervals for Price Discovery

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen   +2 more
wiley   +1 more source

Computational analysis of bioconvective and melting heat transfer in thixotropic nanofluid flow over a porous stretching surface. [PDF]

open access: yesDiscov Nano
Shaheen M   +7 more
europepmc   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

open access: yesScandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios   +2 more
wiley   +1 more source

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