Results 61 to 70 of about 5,621 (180)
Tolerance for jaguars among ranching communities in the Colombian Llanos
Conservation Science and Practice, EarlyView.Livestock protection measures are often implemented with the desired outcome of reducing retaliatory killings. We studied drivers of retaliatory killings in four communities in the Colombian Llanos and evaluated whether an electric fencing intervention would improve tolerance for jaguars.
Matthew Hyde +7 more
wiley +1 more source
Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon [PDF]
We present a solution to some discounted optimal stopping problem for the maximum of a geometric Brownian motion on a finite time interval. The method of proof is based on reducing the initial optimal stopping problem with the continuation region ...
Pavel V. Gapeev
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The Economic History Review, EarlyView.Abstract Financial history is plagued by a visibility trap. Using the Brussels Stock Exchange (1850–1913), we demonstrate that asset illiquidity introduced selection bias, which systematically inflated historical risk premia. Applying a latent return model, we argue that correcting for this illiquidity decreases the equity and corporate bond risk ...
Justin Case +2 more
wiley +1 more source
Forward and reverse representations for Markov chains
In this paper we carry over the concept of reverse probabilistic representations developed in Milstein, Schoenmakers, Spokoiny [G.N. Milstein, J.G.M. Schoenmakers, V.
Spokoiny, V. +2 more
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Forecasting the Term Structure of Variance Swaps [PDF]
Recently, Diebold and Li (2003) obtained good forecasting results for yield curves in a reparametrized Nelson-Siegel framework. We analyze similar modeling approaches for price curves of variance swaps that serve nowadays as hedging instruments for ...
Kai Detlefsen, Wolfgang Härdle
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Daddy on Duty: How Paternity Leave and Personality Relate to Fathers' Decisions
Family Relations, EarlyView.ABSTRACT Objective This study investigates whether fathers' paternity leave is associated with mothers' parental exhaustion and whether maternal parental exhaustion is subsequently associated with fathers' family‐ and work‐related intentions. Background Although paternity leave has become more common, prior research has reported inconsistent findings ...
Soohyun Lee, Mansik Yun
wiley +1 more source
airline revenue management [PDF]
With the increasing interest in decision support systems and the continuous advance of computer science, revenue management is a discipline which has received a great deal of interest in recent years.
Piersma, N., Pak, K.
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The FEBS Journal, EarlyView.Human frataxin deficiency causes Friedreich's ataxia, yet how iron‐binding events are communicated across the protein is unclear. Using transfer entropy analysis of molecular dynamics simulations, we identify buried hydrophobic core leucines (LEU136, LEU140) as the source of directional signaling toward the iron‐binding acidic ridge.
Kevser Kübra Kırboğa +1 more
wiley +1 more source
A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties [PDF]
We propose a stochastic control approach to the dynamic maximization of robust utility functionals that are defined in terms of logarithmic utility and a dynamically consistent convex risk measure.
Daniel Hernandez–Hernandez +1 more
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When in Doubt, Tax More Progressively? Uncertainty and Progressive Income Taxation
International Economic Review, EarlyView.ABSTRACT We study the optimal income tax problem under parameter uncertainty about household preferences and wage dynamics. We derive conditions characterizing how such uncertainty affects optimal tax policy. To quantify the effect, we estimate a life‐cycle model using US data and a Bayesian approach.
Minsu Chang, Chunzan Wu
wiley +1 more source