Results 11 to 20 of about 1,495,174 (299)
Understanding “Guanxi” in the Asian Business Context [PDF]
Guanxi, an informal personal relationship, is an important element facilitating business success in China and other Asian countries that are influenced by Confucian culture.
Trung Quang DINH +1 more
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The Applicability of Self-Play Algorithms to Trading and Forecasting Financial Markets
The central research question to answer in this study is whether the AI methodology of Self-Play can be applied to financial markets. In typical use-cases of Self-Play, two AI agents play against each other in a particular game, e.g., chess or Go.
Jan-Alexander Posth +6 more
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[Introduction] Carbon emissions trading is becoming a market mechanism or policy tool around the world to promote greenhouse gas emission reduction effectively.
Wangfan LI, Helai WU
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Liquidity and market incompleteness [PDF]
This note shows that according to Lippman and McCall’s (Am Econ Rev 76, 43–55, 1986) operational definition of liquidity, incomplete markets are a necessary condition for illiquidity.
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Filtration reduction and incomplete markets
This paper studies the impact of filtration reduction on incomplete markets. We provide a new theorem and an economic based approach for studying information reduction. We use filtration reduction to identify a unique equivalent martingale measure for pricing derivatives in an arbitrage-free, but incomplete market.
Karen Grigorian, Robert A. Jarrow
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Belief heterogeneity and survival in incomplete markets [PDF]
In complete markets economies (Sandroni [16]), or in economies with Pareto optimal outcomes (Blume and Easley [10]), the market selection hypothesis holds, as long as traders have identical discount factors.
Tarek Coury +3 more
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Solving incomplete markets models by derivative aggregation [PDF]
This article presents a novel computational approach to solving models with both uninsurable idiosyncratic and aggregate risk that uses projection methods, simulation and perturbation.
Grasl, Tobias
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INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES [PDF]
The general equilibrium model with incomplete markets is here extended to infinite horizon economies populated by a finite number of infinitely lived agents.
Monique Florenzano +3 more
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Consumption in Incomplete Markets
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guasoni P, Wang G
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An Optimal Investment Strategy for Insurers in Incomplete Markets
In this paper we consider the problem of an insurance company where the wealth of the insurer is described by a Cramér-Lundberg process. The insurer is allowed to invest in a risky asset with stochastic volatility subject to the influence of an economic ...
Mohamed Badaoui +2 more
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