Results 21 to 30 of about 155,719 (276)

Robustness Study of Unit Elasticity of Intertemporal Substitution Assumption and Preference Misspecification

Mathematics
This 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
doaj   +1 more source

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  

Reference-Dependent Asset Pricing with a Stochastic Consumption-Dividend Ratio [PDF]

Social Science Research Network
We study a discrete-time consumption-based capital asset pricing model under expectations-based reference-dependent preferences. More precisely, we consider an endowment economy populated by a representative agent who derives utility from current ...
Luca De Gennaro Aquino, Xuedong He, M. Strub, Yuting Yang   +3 more
semanticscholar   +1 more source

Constant relative risk aversion utility and consumption CAPM: discount factors and risk aversions for Norway, Sweden, and the UK

Cogent Economics & Finance
This 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
doaj   +1 more source

Novel Functional Materials via 3D Printing by Vat Photopolymerization

Advanced Functional Materials, EarlyView.
This Perspective systematically analyzes strategies for incorporating functionalities into 3D‐printed materials via Vat Photopolymerization (VP). It explores the spectrum of achievable functionalities in recently reported novel materials—such as conductive, energy‐storing, biodegradable, stimuli‐responsive, self‐healing, shape‐memory, biomaterials, and
Sergey S. Nechausov, Patrick Fesser, Boris A. Bulgakov, Ulrich S. Schubert   +3 more
wiley   +1 more source

X-CAPM REVISITED: THE INSTITUTIONAL EXTRAPOLATIVE CAPITAL ASSET PRICING MODEL (I-X-CAPM)

Eurasian Journal of Business and Management, 2018
This study constructs and tests a consumption-based asset pricing model in which some investors form beliefs about future price changes in the stock market by extrapolating past price changes, while other investors hold fully rational beliefs.
Semen Son-Turan, E. Kılıç
semanticscholar   +1 more source

Advanced Ceramics in Aerospace and Defense: The Interrelationship between Traditional and Additive Manufacturing Approaches

Advanced Materials Technologies, EarlyView.
Additive manufacturing revolutionizes production by enabling on‐demand, customized, and sustainable manufacturing with streamlined supply chains. While metal and polymer AM are well‐established, advanced ceramic AM is rapidly emerging, overcoming traditional material challenges.
Kateryna Oleksandrivna Shvydyuk, Senentxu Lanceros‐Mendez, Abílio Pereira Silva   +2 more
wiley   +1 more source

Techno‐Economic Analysis of Polylactic Acid from Corn Stover: Understanding Uncertainty and Variability via Artificial Intelligence Tools

Advanced Sustainable Systems, EarlyView.
This study analyses the uncertainty and variability existing in the economic performance of polylactic acid (PLA) production, via integrating techno‐economic analysis with process models and Monte Carlo simulation enabled by artificial intelligence. The results show that the minimum selling price varies from $2,107 to $3076/t PLA.
Yinqiao Wang, Jiawei Huang, Chuan Xu, Sipan Liu, Junwei Li, Kai Lan   +5 more
wiley   +1 more source

Asset Pricing Theories, Models, and Tests [PDF]

, 2013
An important but still partially unanswered question in the investment field is why different assets earn substantially different returns on average.
Gospodinov, N, Robotti, C
core   +1 more source

Coupling Nitrogenous Organic Wastewater Treatment and Biorefinery via N‐Cycling Bacterium

Advanced Science, EarlyView.
The vast reservoir of nitrogenous organic pollutants in industrial wastewaters can serve as untapped carbon‐nitrogen resources. This study employs the newly discovered Paracoccus sp. ZQW‐1 as a versatile chassis to simultaneously achieve N‐methylpyrrolidone (NMP) wastewater depuration and polyhydroxybutyrate (PHB) synthesis.
Ziqian Wang, Chunyu Du, Guanyu Zheng, Dahu Ding   +3 more
wiley   +1 more source