Results 171 to 180 of about 2,222 (257)

Relative Arbitrage Opportunities With Interactions Among N Investors

open access: yesMathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

A Model of Strategic Sustainable Investment

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis   +2 more
wiley   +1 more source

Market Making With Fads, Informed, and Uninformed Traders

open access: yesMathematical Finance, EarlyView.
ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci   +2 more
wiley   +1 more source

To Move or Not to Move: When and How Bacteria Suppress Flagellar Motility

open access: yesMolecular Microbiology, EarlyView.
Motility cessation in bacteria is a key regulatory strategy that provides multiple survival advantages including enhanced community cooperation, niche adaptation and evasion of host immune responses. This process is controlled by associated mechanisms such as post‐translational modifications and second messenger signalling that stabilise non‐motile ...
Fatemeh Mohaghegh   +2 more
wiley   +1 more source

Incretin‐Based Medications in Women and Reproduction: A Systematic Scoping Review and Consensus Guidelines for Clinical Practice

open access: yesObesity Reviews, EarlyView.
ABSTRACT Introduction Pregnancy concurrent with incretin‐based medications is contraindicated due to unknown risk of teratogenicity, as is breastfeeding. The aim of this systematic scoping review was to investigate potential risks and benefits of incretin‐based medications in relation to preconception, pregnancy, and postnatal health, and to propose ...
Kate Maslin   +19 more
wiley   +1 more source

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