Results 101 to 110 of about 6,600 (212)

General Properties of Rational Stock-Market Fluctuations [PDF]

Which pricing kernel restrictions are needed to make low dimensional Markov models consistent with given sets of predictions on aggregate stock-market fluctuations?
Mele, Antonio
core  

The Legacy of Policy Inaction in Climate‐Growth Models

International Economic Review, EarlyView.
ABSTRACT To better understand the structure and core mechanisms of a broad class of climate‐growth models, we study a simplified version of the dynamic integrated model of climate and the economy (DICE) through the lens of growth theory. We analytically show that this model features a continuum of saddle‐point stable steady states.
Thomas Steger, Timo Trimborn
wiley   +1 more source

Positive Solutions for a System of Nonlinear Semipositone Boundary Value Problems with Riemann-Liouville Fractional Derivatives

Journal of Function Spaces, 2018
We study the existence of positive solutions for the system of nonlinear semipositone boundary value problems with Riemann-Liouville fractional derivatives D0+αD0+αu=f1t,u,u′,v,v ...
Xiaowei Qiu, Jiafa Xu, Donal O’Regan, Yujun Cui   +3 more
doaj   +1 more source

On the p-biharmonic equation involving concave-convex nonlinearities and sign-changing weight function

Electronic Journal of Qualitative Theory of Differential Equations, 2012
In this paper, we study the combined effect of concave and convex nonlinearities on the number of nontrivial solutions for the $p$-biharmonic equation of the form \begin{equation}\left\{ \begin{array}{l} \Delta_{p}^{2}u=\vert u\vert^{q-2}u+\lambda f(x ...
Chao Ji, Weihua Wang
doaj   +1 more source

Vessel arrival planning with full information

International Transactions in Operational Research, EarlyView.
Abstract Planning efficiency and timely arrival of vessels is crucial to smooth operations of maritime transport networks, ensuring optimal utilization of resources and minimizing operational costs. Coordination between vessel operators and terminals has the potential to reduce costs, fuel consumption, and waiting time.
Pim Willem Antoon van Leeuwen, Rommert Dekker   +1 more
wiley   +1 more source

Nonlocal Elliptic Systems Involving Critical Sobolev-Hardy Exponents and Concave-convex Nonlinearities

Taiwanese Journal of Mathematics, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhang, Jinguo, Hsu, Tsing-San
openaire   +2 more sources

Optimal Simple Ratings

The Journal of Industrial Economics, EarlyView.
ABSTRACT We study optimal simple rating systems that partition sellers into a finite number of tiers. We show that optimal ratings must be threshold partitions, and that for linear supply and Cournot competition with constant marginal cost, optimal thresholds solve a k‐means clustering problem requiring only the quality distribution.
Hugo Hopenhayn, Maryam Saeedi
wiley   +1 more source

Multiple solutions for quasilinear elliptic problems with concave-convex nonlinearities in Orlicz–Sobolev spaces

Boundary Value Problems, 2019
Using variational arguments, we establish the existence of two nontrivial solutions for quasilinear elliptic problems in Orlicz–Sobolev spaces, where the nonlinear terms exhibit the combined effects of concave and convex without the Ambrosetti–Rabinowitz
Shujun Wu
doaj   +1 more source

Estimating National and Foreign Trade Elasticities Using Generalized Transport Costs

Journal of Regional Science, Volume 65, Issue 2, Page 471-496, March 2025.
ABSTRACT We introduce the definition of two distinct trade elasticities corresponding to imports from regions located in the same country (national elasticities) and foreign regions located in other countries (foreign elasticities). We resort to a three‐tier nested CES utility structure to derive the corresponding demand gravity equations.
José L. Zofío, Jorge Díaz‐Lanchas, Damiaan Persyn, Javier Barbero   +3 more
wiley   +1 more source

Tackling nonlinear price impact with linear strategies

Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.
Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann, David Itkin, Johannes Muhle‐Karbe, Peter Schmidt   +3 more
wiley   +1 more source