Results 21 to 30 of about 10,568,970 (294)
Vector form factor of the pion : A model-independent approach [PDF]
, 2002 We study a model-independent parameterization of the vector pion form factor that arises from the constraints of analyticity and unitarity. Our description should be suitable up to s^(1/2) ~ 1.2 GeV and allows a model-independent determination of the ...
A. Pich +26 more
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The Relation between Risk and Expected Return of Manfa’at Sukuk [PDF]
تحقیقات مالی اسلامی (پیوسته), 2019 Risk and return are key concepts in financial science and are actually considered to be the two sides of the investment coin. Since Islamic finance instruments are emerging tools in Islamic countries, especially in Iranian capital market, identifying the
MajId Shariat Panahi +3 more
doaj
LIQUIDITY AS AN ASSET PRICING FACTOR IN THE UK
Journal of Financial Management, Markets and Institutions, 2018 This study examines whether there is a strong relationship between stock liquidity, which proxies for the implicit cost of trading shares, and future stock returns in an asset-pricing context in the UK stock market.
PANAYIOTIS G. ARTIKIS
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TPLVM: Portfolio Construction by Student’s t-Process Latent Variable Model
Mathematics, 2020 Optimal asset allocation is a key topic in modern finance theory. To realize the optimal asset allocation on investor’s risk aversion, various portfolio construction methods have been proposed.
Yusuke Uchiyama, Kei Nakagawa
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Common Factor Cause-Specific Mortality Model
Risks, 2021 Recent pension reforms in Europe have implemented a link between retirement age and life expectancy. The accurate forecast of life tables and life expectancy is hence paramount for governmental policy and financial institutions.
Geert Zittersteyn +1 more
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A viable mouse model of factor X deficiency provides evidence for maternal transfer of factor X. [PDF]
, 2008 BackgroundActivated factor X (FXa) is a vitamin K-dependent serine protease that plays a pivotal role in blood coagulation by converting prothrombin to thrombin. There are no reports of humans with complete deficiency of FX, and knockout of murine F10 is
Arruda, VR +7 more
core +2 more sources
Testing Conditional Factor Models [PDF]
SSRN Electronic Journal, 2009 We develop a new methodology for estimating time-varying factor loadings and conditional alphas based on nonparametric techniques. We test whether long-run alphas, or averages of conditional alphas over the sample, are equal to zero and derive test statistics for the constancy of factor loadings. The tests can be performed for a single asset or jointly
Ang, A., Kristensen, D.
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Modelling and forecasting GDP using factor model: An empirical study from Bosnia and Herzegovina
Croatian Review of Economic, Business and Social Statistics, 2020 In the most developed countries the first estimations of Gross Domestic Product (GDP) are available 30 days after the end of the reference quarter. In this paper, possibilities of creating an econometric model for making short-term forecasts of GDP in B ...
Abdić Ademir, Resić Emina, Abdić Adem
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LIMIT THEOREMS FOR FACTOR MODELS [PDF]
Econometric Theory, 2020 This paper establishes central limit theorems (CLTs) and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global parameter includes aggregation of a cross-section of heterogeneous microparameters estimated separately for each ...
Anatolyev, Stanislav, Mikusheva, Anna
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Confirmatory factor model of hypertension [PDF]
Компьютерные исследования и моделирование, 2012 A new method of constructing orthogonal factor model based on the method of correlation pleiades and confirmatory factor analysis. A new algorithm for confirmatory factor analysis.
Vladimir Alexeevich Shovin
doaj +1 more source