Results 81 to 90 of about 4,922,677 (379)
Pricing Options on Forwards in Energy Markets: The Role of Mean Reversion's Speed [PDF]
, 2016 Consider the problem of pricing options on forwards in energy markets, when spot prices follow a geometric multi-factor model in which several rates of mean reversion appear.
M. Schmeck
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.This study explores the benefits of metasurfaces made from functional materials, highlighting their ability to be adapted and improved for various high‐frequency applications, including communications and sensing. It first demonstrates the potential of these functional material‐based metasurfaces to advance the field of sub‐THz perceptive networks ...
Yat‐Sing To +5 more
wiley +1 more source
Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century [PDF]
This paper analyzes mean reversion in international stock markets during the period 1900-2008, using annual data. Our panel of stock indexes in seventeen developed countries, covering a time span of more than a century, allows us to analyze in detail the
Jacob A. Bikker +2 more
core
Multiband Switchable Microwave Absorbing Metamaterials Based on Reconfigurable Kirigami–Origami
Advanced Functional Materials, EarlyView.A reconfigurable metamaterial featuring tunable microwave‐absorbing and load‐bearing performance is proposed. Stretchable kirigami and bistable origami configurations are integrated as actuating components, and the synergistic deformation mechanisms are systematically analyzed.
Weimin Ding +7 more
wiley +1 more source
Are Price-Earnings Ratios Mean Reverting? An Empirical Study
, 2019 Mean reversion in stock prices is a highly studied area in the financial literature with controversial findings. While some economists have found evidence of mean reverting processes in stock prices, many argue in favor of the Efficient Market Hypothesis
Klassen, Kevin
core
Random Walk oder Mean Reversion?
Credit and Capital Markets – Kredit und Kapital, 2004 Random Walk or Mean Reversion? A Statistical Analysis of the Price/Earnings Ratio for the German Stock Market The present contribution considers the question whether the random walk model or an AR(1)-process ("mean reversion") is a better representation for the development of the price/earnings ratio of the German blue-chip index DAX.
Albrecht, Peter, Kantar, Cemil
openaire +2 more sources
Advanced Functional Materials, EarlyView.A microphysiological lung fibrosis model recapitulates myofibroblast–vascular interactions. Induced myofibroblasts and patient‐derived IPF fibroblasts impair angiogenesis and increase vascular permeability via TGF‐β1–driven signaling. Pharmacological interventions with SB 431542 and VEGF supplementation restore vascular morphology and barrier function.
Elena Cambria +7 more
wiley +1 more source
¿Existe reversión a la media en el Puerto Rico Stock Index?: Un enfoque Bayesiano
Fórum Empresarial, 2006 En este artículo se estudia, mediante el uso de la estadística Bayesiana, la existencia de reversión a la media en el índice de valores de Puerto Rico (Puerto Rico Stock Index, PRSI), para horizontes de inversión de corto y largo plazo.
Marta Álvarez, Zylun Rodríguez
doaj +1 more source
Downside risk of derivative portfolios with mean-reverting underlyings [PDF]
We carry out a Monte-Carlo simulation of a standard portfolio management strategy involving derivatives, to estimate the sensitivity of its downside risk to a change of mean-reversion of the underlyings.
Leoni, Patrick L.
core
Advanced Functional Materials, EarlyView.Dual‐phase MoC/Mo2C/CoNC nanoframes are synthesized via a MOF‐on‐MOF strategy, demonstrating a large salt adsorption capacity, a low energy consumption, and an excellent cycling stability. In situ/ex situ characterizations and DFT calculations reveal that the MoC/Mo2C dual phase transition facilitates Na+ adsorption/desorption, while interface‐induced ...
Feifei Pang +8 more
wiley +1 more source