Results 141 to 150 of about 2,544,042 (295)

Closed‐Form Optimal Investment Under Generalized GARCH Models

European Financial Management, EarlyView.
ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel, Tobias Lausser, Rudi Zagst   +2 more
wiley   +1 more source

CGCompiler: Automated Coarse-Grained Molecule Parametrization via Noise-Resistant Mixed-Variable Optimization. [PDF]

J Chem Theory Comput, 2023
Stroh KS, Souza PCT, Monticelli L, Risselada HJ.   +3 more
europepmc   +1 more source

Six Ca‐Mg‐Fe Carbonate Reference Materials for In Situ Measurement of Oxygen and Carbon Isotope Ratios

Geostandards and Geoanalytical Research, EarlyView.
Key Points Six new Ca‐Mg‐Fe carbonate reference materials are available to the global geochemical community for calibrating oxygen and carbon isotope ratios by SIMS. Significant compositional matrix effects were observed in the dolomite‐ankerite and magnesite‐siderite series during SIMS analysis. Compositional matrix effects correlate with Fe variation.
Maria Rosa Scicchitano, Chris Harris, Julie Luyt, Andreas Pack, Tommaso di Rocco, Torsten Vennemann, Franziska D.H. Wilke, Anja M. Schleicher, Johannes Glodny, Kimberly T. Tait, Simon Philippo   +10 more
wiley   +1 more source

Using iterated local search for solving the flow-shop problem: Parallelization, parametrization, and randomization issues

International Transactions in Operational Research, 2014
A. Juan, H. R. Lourenço, M. Mateo, Rachel Luo, Quim Castellà   +4 more
semanticscholar   +1 more source

Search and Inventory in Over‐the‐Counter Markets

International Economic Review, EarlyView.
ABSTRACT We investigate the sources of the dealer centrality premium in the over‐the‐counter market for corporate bonds. We model dealer heterogeneity by allowing the dealer's status in the network to determine search effort and inventory costs when choosing to conduct riskless principal or principal trades.
Evan Dudley, Hongfei Sun, Chengjie Diao
wiley   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

Trajectories of childhood adversity, social welfare dependence in young adulthood, and the mediating role of mental health problems: a Danish population‐based cohort study

Journal of Child Psychology and Psychiatry, EarlyView.
Background Childhood adversity is associated with increased risks of long‐term social welfare dependence in young adulthood. Mental health problems may mediate this relation, but evidence remains lacking. Methods 613,643 individuals from the Danish Life Course cohort (DANLIFE) were categorized into five trajectory groups based on their annual exposure ...
Tjeerd Rudmer de Vries, Signe Kær Bennetsen, Leonie K. Elsenburg, Signe Hald Andersen, Bertina Kreshpaj, Karsten Thielen, Naja Hulvej Rod   +6 more
wiley   +1 more source

One‐Way Versus Two‐Way Postacquisition Integration Efforts: Theory and Evidence

Journal of Economics &Management Strategy, EarlyView.
ABSTRACT We develop a theory of postacquisition integration that distinguishes between one‐way (acquirer‐only) and two‐way (mutual) effort strategies. We argue that the method of payment—cash versus shares—may serve as an ex ante commitment mechanism to a particular integration strategy, where cash deals align with unilateral effort, and share deals ...
Albert Banal‐Estañol, Joseph A. Clougherty, Jo Seldeslachts, Florian Szücs   +3 more
wiley   +1 more source

Research Direction and Science Evaluation: The Role of Coherence and Alignment

Journal of Economics &Management Strategy, EarlyView.
ABSTRACT The decisions of funding agencies greatly influence the direction of scientific research; however, our understanding of how applicants' research directions affect the selection process remains limited. In this study, we investigate how a project's coherence with a scientist's previous work and its alignment with current scientific trends ...
Charles Ayoubi, Sandra Barbosu, Michele Pezzoni, Fabiana Visentin   +3 more
wiley   +1 more source

Goal Hierarchies: Understanding Sub‐Goal and Primary Goal Interdependency

Journal of Management Studies, EarlyView.
Abstract There is increased research on how organizations respond to performance feedback on multiple goals. Most of it considers goals that have ambiguous ranking and thus differs from goal hierarchies with sub‐goals that are instrumental for accomplishing a primary goal.
Xavier Sobrepere, Henrich R. Greve
wiley   +1 more source