Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment
International Journal of Finance &Economics, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani +4 more
wiley +1 more source
Improvement in the Between-Class Variance Based on Lognormal Distribution for Accurate Image Segmentation. [PDF]
Entropy (Basel), 2022 Jumiawi WAH, El-Zaart A.
europepmc +1 more source
Inference with the lognormal distribution [PDF]
Several estimators of the expectation, median and mode of the lognormal distribution are derived. They aim to be approximately unbiased, efficient, or have a minimax property in the class of estimators we introduce.
Nicholas Longford
core
On the Power-Law Tail in the Mass Function of Protostellar Condensations and Stars
, 2003 We explore the idea that the power-law tail in the mass function of protostellar condensations and stars arises from the accretion of ambient cloud material on to a condensation, coupled with a nonuniform (exponential) distribution of accretion lifetimes.
C. E. Jones, Pudritz, S. Basu
core +1 more source
Distribution under climate change of Anemone coronaria: linking flower colour and seed dispersal
Nordic Journal of Botany, EarlyView.Flower colour polymorphism is driven by divergent selection regimes on the colour morphs across time and space. Anemone coronaria, a colour‐polymorphic geophyte with red, purple, and white flowers, displays a geographic pattern along Israel's aridity gradient: polymorphic populations are restricted to Mediterranean climates, while monomorphic‐red ...
Tzlil Labin +3 more
wiley +1 more source
Statistical Analysis of the Raindrop Size Distribution Using Disdrometer Data
Hydrology, 2016 The present study utilizes nine years of measurements taken from a Joss–Waldvogel disdrometer (JWD). From this dataset, thirty six rainfall events, were selected and categorized, respectively, in convective and stratiform types, according to specific ...
Evangelos Baltas +2 more
doaj +1 more source
Atmospheric aerosol particle size distribution from Lidar data based on the lognormal distribution mode. [PDF]
Heliyon, 2022 Shi Y +6 more
europepmc +1 more source
The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management [PDF]
In this paper, the Partial Distribution (PD) and multivariate Partial Distribution (MPD) are presented in their concepts, properties and applications, and PD is compared with the lognormal and the levy distribution. Though the levy distribution is better
Feng Dai, Lin Liang
core
Scaling of Fracture Strength in Disordered Quasi-Brittle Materials
, 2004 This paper presents two main results. The first result indicates that in materials with broadly distributed microscopic heterogeneities, the fracture strength distribution corresponding to the peak load of the material response does not follow the ...
Nukala, Phani Kumar V. V. +1 more
core +1 more source
Proteome Analysis of Corynebacterium diphtheriae–Macrophage Interaction
PROTEOMICS, EarlyView.ABSTRACT Contact of Corynebacterium diphtheriae with macrophages induces adaptations on both bacterial and cellular sides. The study presented here was aiming to shed light on the simultaneous intracellular adaptation of the bacteria and changes in the proteome of the phagocytes in response to the internalization of C. diphtheriae.
Luca Musella +6 more
wiley +1 more source