Results 201 to 210 of about 747,663 (280)
The plasticisation model of dye diffusion: Part 8
Abstract Re‐evaluation using the Williams–Landel–Ferry equation, of exhaustion/rate of dyeing/fixation data previously reported for and acid dye, natural dye and two reactive dyes on three different types of silk substrate revealed that thermally activated dye diffusivity is governed by the thermally regulated structural relaxation times of the ...
Stephen M. Burkinshaw
wiley +1 more source
Saddlepoint inference for rank-based k-sample tests in clustered survival trials. [PDF]
Newer HA.
europepmc +1 more source
Reference dependence and lottery participation
Abstract We assume that lottery participants are poor relative to their target income. Reference dependence with loss aversion can render the marginal utility of income non‐monotonic in line with the Friedman–Savage hypothesis. As a result, lottery participation can be rationalized without invoking probability weighting.
Robertas Zubrickas
wiley +1 more source
n-EXPONENTIAL CONVEXITY OF HARDY-TYPE AND BOAS-TYPE FUNCTIONALS
S. Iqbal +3 more
semanticscholar +1 more source
Closed‐Form Optimal Investment Under Generalized GARCH Models
ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel +2 more
wiley +1 more source
A Population Survival Kinetics Assessment of Extensive Small Cell Lung Cancer and Rationale for Maintenance Therapy. [PDF]
Stewart DJ, Cole K, Brule S.
europepmc +1 more source
Exposure to Left‐Tail Risk, Risk Appetite, and Mutual Fund Flows
ABSTRACT Using a measure of aggregate tail risk, we show that a fund's sensitivity (exposure) to tail risk negatively affects the fund flows and the fund's performance. Further, a fund's tail risk sensitivity relates positively to the left‐tail risk measures of the fund.
Ali K. Malik
wiley +1 more source
A Generalization of the DMC. [PDF]
Tridenski S, Somekh-Baruch A.
europepmc +1 more source
Stock Option Incentives and Corporate Hedging Decisions: Theory and Empirical Evidence
ABSTRACT This paper examines how managerial risk‐taking incentives impact corporate hedging decisions. By nesting a well‐known corporate hedging model within a principal‐agent framework, we show that managers are motivated to maintain the same level of hedge intensity even if they are provided with stock option incentives.
Chengcheng Charlie Huang, Yisong S. Tian
wiley +1 more source
A Case Report Depicting a Rare Neurosurgical Disease: Aggressive Meningiomatosis. [PDF]
Tataranu LG.
europepmc +1 more source

