Results 121 to 130 of about 30,883 (281)
ABSTRACT This paper investigates the effects of two greenhouse gas (GHG) mitigation practices—minimum tillage and mid‐season drainage—on rice farmers' farm performance (e.g., crop yield and risk) and economic outcomes (e.g., income and vulnerability).
Hongyun Zheng, Wanglin Ma
wiley +1 more source
Η σχέση μεταξύ αναμενόμενης απόδοσης και Downside Beta
The study of the relationship expected return and risk is one of the greatest challenges for researchers, since 1952 when the H.Markowitz founded the Modern Portfolio Theory. Both in academic and in applied research equilibrium models dominate, based on mean-variance environment (Expected Return-Variance or E-V), because of their simplicity.
openaire +1 more source
Dutch dilemma: Housing prices and flood risk exposure
Abstract This article studies the impact of flood risk exposure on housing prices in a major river delta. Analyzing 1.8 million property transactions from 1998 to 2023 in the Netherlands, we find an average price discount of 1.1%. We observe considerable heterogeneity in price effects driven by exposure intensity, institutional settings that vary ...
Piet Eichholtz +2 more
wiley +1 more source
How much are you willing to pay to avoid lockdowns? Evidence from the real estate market
Abstract In response to the COVID‐19 pandemic, numerous countries implemented lockdowns. In Victoria, Australia, a unique two‐tier system was employed, segregating areas with a Ring of Steel boundary and imposing additional restrictions within. This study focuses on the impact of lockdowns on housing prices and rents, exploring whether people are ...
Jian Liang, Chyi Lin Lee, Qiang Li
wiley +1 more source
ABSTRACT This paper examines whether lenders' risk preferences explain the use of cost‐synergy adjustments in loan contracts. These adjustments represent an aggressive accounting choice that permits borrowers to add expected cost savings and synergy gains from mergers, acquisitions, and restructurings to contractual earnings. Using novel data from loan
Shushu Jiang
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Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors [PDF]
This study examines how negative skewness a¤ects the behaviour of prudent investors. It also shows how the commonly used frame- work in the intertemporal asset pricing and the dynamic portfolio- consumption choice literature can generate negative ...
Alexandros Kostakis
core
denim: An R package for deterministic compartmental models with flexible dwell‐time distributions
Abstract Compartmental models are widely used for dynamical systems where states are discrete, such as in infectious disease epidemiology with the so‐called Susceptible‐Infectious‐Recovered (SIR) framework. For mathematical simplicity, rates of transition between compartments are generally assumed to be independent of the dwell time (or secondary ...
Thinh Phuc Ong +3 more
wiley +1 more source
Field‐level crop choice responses to weather‐induced yield shocks in the US Corn Belt
Abstract As climate change increases the frequency and severity of extreme heat events, farmers are expected to face greater variability in crop yields. Using 10 million field‐level observations, this study examines how farmers in the US Corn Belt adjust corn–soybean rotation decisions in response to yield shocks largely driven by weather fluctuations.
Seunghyun Lee
wiley +1 more source
Managing Credit Risk with Credit and Macro Derivatives [PDF]
The industrial organization approach to the microeconomics of banking augmented by uncertainty and risk aversion is used to examine credit derivatives and macro derivatives as instruments to hedge credit risk for a large commercial bank.
Gerhard Schweimayer +2 more
core
Market regulation and productivity: The case of the Canadian Wheat Board
Abstract Changes to regulatory environments influence firm‐level incentives, which can move the productivity frontier or reposition firms within an existing frontier. Estimating causal effects of policy changes requires a credible counterfactual for productivity in the absence of policy change.
Ryan Cardwell, Pascal L. Ghazalian
wiley +1 more source

