Results 211 to 220 of about 2,860,912 (256)
Some of the next articles are maybe not open access.
The relative price volatility of mortgage securities
The Journal of Portfolio Management, 1986A lthough the sophistication of the mortgage securities market has increased dramatically over the last several years, most market participants would admit to some uneasiness regarding their understanding of the interest rate sensitivity or price volatility characteristics of these securities.
Scott M. Pinkus, Marie A. Chandoha
openaire +1 more source
Relative Volatility in the U.S. Beef Market
2004John M. Marsh (406) 994-5621 jmarsh@montana.edu Profits for U.S. cow-calf producers and cattle finishers depend upon livestock revenues and feed and non feed costs. Some factors that influence profits are subject to management decisions such as technology adoption, health and feed nutrition programs, genetics, and marketing strategies.
Marsh, John M., Marsh, John M.
openaire +3 more sources
Relative arbitrage in volatility-stabilized markets
Annals of Finance, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fernholz, Robert, Karatzas, Ioannis
openaire +2 more sources
The Relative Importance of Duration and Yield Volatility on Bond Price Volatility: Comment
Journal of Money, Credit and Banking, 1977The purpose of this paper is to investigate the relative importance of yield volatility and durationl in determining a bond's price volatility. Although our analysis is confined to default-free government securities, the basic result can be generalized to any fixed income financial asset.
openaire +1 more source
Relative Volatilities of Ionic Liquids by Vacuum Distillation of Mixtures
The Journal of Physical Chemistry B, 2007The relative volatilities of a variety of common ionic liquids have been determined for the first time. Equimolar mixtures of ionic liquids were vacuum-distilled in a glass sublimation apparatus at approximately 473 K. The composition of the initial distillate, determined by NMR spectroscopy, was used to establish the relative volatility of each ionic ...
Jason A, Widegren +3 more
openaire +2 more sources
Batch Distillation of Multicomponent Systems with Constant Relative Volatilities
Chemical Engineering Research and Design, 1996A method is proposed for the shortcut simulation of multicomponent batch distillation operations. The method relies on the assumption that a given batch column can be approximated with one having an infinite number of stages, so that the Underwood equations developed for the design of continuous columns can be applied to evaluate the evolution of ...
BAROLO, MASSIMILIANO +1 more
openaire +2 more sources
A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection
SIAM Journal on Financial Mathematics, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Maximum Fractionation by Distillation of Systems with Constant Relative Volatilities
Industrial & Engineering Chemistry Research, 1994This paper addresses the problem of shortcut simulation of a continuous distillation column. A computationally inexpensive approach is presented which considers the separation of a given feed in a column with an infinite number of stages in both the enriching and the stripping sections.
BAROLO, MASSIMILIANO, GUARISE GB
openaire +1 more source
The Relative Price Volatility of Taxable and Non-Taxable Bonds: A Note
The Journal of Finance, 1982BECAUSE THE YIELDS TO maturity on municipal bonds are generally more volatile than the yields on taxable bonds, previous authors have concluded that the prices of municipal bonds are also more volatile.' This paper shows that this conclusion does not follow.
Arditti, Fred D, Livingston, Miles
openaire +1 more source
The Volatility of Relative Performance as a Measure of Risk
The Journal of Investing, 2000Although portfolio risk is typically measured by the standard deviation of returns, when performance is compared against a specified benchmark risk can also be described as the variability of the difference in return between the portfolio and the benchmark.
openaire +1 more source