Results 11 to 20 of about 33,719,712 (243)
Estimating the effect of money illusion on the utility function of Iranian households: with Euler equations and GMM approach [PDF]
سیاستگذاری اقتصادیPurpose: Extensive evidence shows that consumption-based asset pricing models (CCAPM) proposed by Lucas (1978) and Breeden (1979) have failed to explain average stock returns in cross-sectional data.
Reza Roshan
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Sentiment as a Risk Factor in Capital Markets: An Analysis of the Tehran Stock Exchange Within the Stochastic Discount Factor (SDF) Framework [PDF]
فصلنامه پژوهشهای اقتصادی ایرانThe current study examined the influence of sentiment as a key risk factor in capital markets, which contributes to behavioral deviations in the pricing of financial assets. The stochastic discount factor (SDF) framework was used to propose an estimation
Reza Taleblou +1 more
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An analysis of Iran banking system balance sheet insolvency and its impact on economic growth using A DSGE model [PDF]
سیاستگذاری اقتصادیPurpose: Pricing The structure of Iranian financial systems is based on banking loans and credits. For this reason, Iranian commercial banks maintain the monopoly over supplying credits to various sectors.
Hasan Chenarani +3 more
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Modern Economics & Management Forum, 2021 Recently, the Capital Asset Pricing Model has been widely used in the stock market. The traditional Capital Asset Pricing Model has been revised and expanded to the Consumption-based Capital Asset Model. This article does the research in the following ways. Firstly, this article summarizes the Capital Asset Pricing Model and empirical method. Secondly,
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Empirical investigation of nonlinear asset pricing kernel with human capital and housing wealth [PDF]
, 2011 In a traditional framework, asset returns are captured by simple linear asset pricing models. They include Capital Asset Pricing Model (CAPM) and Fama-French threefactor model.
Wang, Qing Mei
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MathematicsThis paper proposes a novel robustness framework for studying the unit elasticity of intertemporal substitution (EIS) assumption based on the Perron-Frobenius sieve estimation model by Christensen, 2017. The sieve nonparametric decomposition is a central
Huarui Jing
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Economic Evaluation for Optimal Allocation of Flared Associated Natural Gas Production in Iranian Oil Fields [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2016 Iran is flaring about 30 million cubic meters of associated gas per day in onshore oil fields. Suboptimality of economic extraction and production of exhaustible natural resources pawn the national benefits.
Ali Faridzad +2 more
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Cogent Economics & FinanceThis paper applies the newly suggested Markov chained Monte Carlo Surface Sampling Algorithm of Zappa estimating European discount factors and relative risk aversions for the CRRA utility functions based on the consumption capital asset pricing model ...
Per Bjarte Solibakke
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WEATHER DERIVATIVES: THE MOST COMMON PRICING AND VALUATION METHODS [PDF]
Annals of the University of Oradea: Economic Science, 2013 In recent years , weather derivatives have become a common tool in risk management for many sectors. This has its roots in that there is no unique way to determine de value and price solutions that would be generally approved by market-participants, like
Botos Horia Mircea, , ,
doaj
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 +8 more
wiley +1 more source