Results 141 to 150 of about 20,730 (256)
On the Exact Limiting Distribution of a Volatility Target Index
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source
ABSTRACT We propose a new model of revenue‐maximising lottery pricing under income‐related heterogeneity and apply it to 13 years of UK National Lottery data. Our pricing rule shows how a state's lottery power is shaped by heterogeneities in lotto demand and the income distribution, and we study its efficiency and distributional implications.
Martin Forster +2 more
wiley +1 more source
Calibrating tetranucleotide-frequency distances for metagenomic binning with right-skewed distribution models. [PDF]
Hajjaji O +4 more
europepmc +1 more source
Abstract Introduction Tidal wetland restoration is widely used to recover ecosystem function in modified estuaries, yet uncertainty remains about how quickly wildlife communities respond. Early trajectories are central to evaluating restoration success, guiding adaptive management, and building ecosystem resilience in engineered landscapes. Marsh birds
Jason Riggio +6 more
wiley +1 more source
ABSTRACT Although central Brazil hosts significant ion‐adsorption rare earth element (REE) deposits associated with A‐type granites, their coeval volcanic counterparts have been largely overlooked as exploration targets. This study demonstrates that acidic metavolcanic rocks of the Araí Group share strong radiometric, geochemical and mineralogical ...
Yuri Ribeiro +3 more
wiley +1 more source
Validating HIV Viral Suppression Threshold Adjustments for Comparable Estimates Using Data From Nationally Representative Household Surveys in Sub-Saharan Africa. [PDF]
Edun O +5 more
europepmc +1 more source
ABSTRACT The psammophilous colubrid genus Lytorhynchus is widely distributed in the deserts of the Saharo‐Sindian region and adjacent areas. The taxonomy of the genus and the number of recognised species have remained unstable since the last taxonomic revision in 1970, with differing views on the taxonomic status of L. gaddi and L. kennedyi.
Lukáš Pola +10 more
wiley +1 more source
Abstract Spatial heterogeneity, manifested as strong variability in hydraulic conductivity (K) within geological formations, exerts a fundamental control on groundwater flow and solute transport. Because K can vary over multiple orders of magnitude in complex three‐dimensional patterns, predicting contaminant plume migration remains a long‐standing ...
Zhilin Guo +8 more
wiley +1 more source
A Bayesian Log-Cauchy Mixture Cure Fraction Model for Heavy-Tailed Survival Data: Implementation via OpenBUGS. [PDF]
Salah K.
europepmc +1 more source
ABSTRACT Retaining walls are key geotechnical components of road infrastructure, whose seismic performance directly affects the resilience of transportation networks. Despite their importance, seismic fragility models for retaining walls available in the literature refer only to specific case studies.
Amendola C., Conti R., de Silva F.
wiley +1 more source

