Results 91 to 100 of about 5,285 (207)

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

Bayesian inversion of marine CSEM data with a trans-dimensional self parametrizing algorithm [PDF]

Geophysical Journal International, 2012
Anandaroop Ray, Kerry Key
openaire   +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

Tournament effects in equity mutual funds: Impact of economic conditions and investment styles

Journal of Financial Research, EarlyView.
Abstract Mutual funds engage in annual competitions to secure top positions in year‐end performance rankings. One effect implies that losing funds increase their risk more than winning funds, hoping to improve their rankings. Another effect involves a rational response by winning funds that anticipate the actions of losing funds and take more risk to ...
Stéphane Chrétien, Frank Coggins, Catherine Deslauriers   +2 more
wiley   +1 more source

PolyDexFrame: Deep Reinforcement Learning-Based Pick-and-Place of Objects in Clutter

Machines
This research study represents a polydexterous deep reinforcement learning-based pick-and-place framework for industrial clutter scenarios. In the proposed framework, the agent tends to learn the pick-and-place of regularly and irregularly shaped objects
Muhammad Babar Imtiaz, Yuansong Qiao, Brian Lee   +2 more
doaj   +1 more source

Unobserved Wholesale Contracts

The Journal of Industrial Economics, EarlyView.
ABSTRACT A manufacturer with private information about product quality sells through a retailer to end consumers. By hiding wholesale pricing contracts from end consumers, the manufacturer can hide his private information, eliminate signaling distortions and earn higher (expected) profit compared to observable wholesale pricing as well as direct ...
Maarten C. W. Janssen, Santanu Roy
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

Spontaneous quantization of the Yang–Mills gradient flow

Nuclear Physics B
We formulate a nonsingular loop–space calculus for the Yang–Mills (YM) gradient flow directly in terms of Wilson loop functionals, rather than the underlying gauge fields.
Alexander Migdal
doaj   +1 more source