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Portafolios α-estables del G20: Evidencia empírica con Markowitz, Tobin y CAPM
Revista Mexicana de Economía y Finanzas Nueva Época REMEF, 2021 G20 α-stable portfolios: Empirical evidence with Markowitz, Tobin and CAPM Objective: This research extends Markowitz, Tobin, and CAPM optimal portafolio with α-stable processes.
José Antonio Climent Hernández +2 more
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On the paths of symmetric stable processes [PDF]
Transactions of the American Mathematical Society, 1984 It is shown that if X ( t ) , t
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mSphereChinese fir (Cunninghamia lanceolata) is an economically important plantation tree species. Gaining insights into the belowground microbiome of Chinese fir is critical for optimizing plantation management and enhancing timber production.
Feihua Zhou +7 more
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Stable processes with reflections
Stochastic Processes and their ApplicationsWe construct a Hunt process that can be described as an isotropic $α$-stable Lévy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes. It is based on nonlocal Schrödinger perturbations of sub-Markovian transition kernels and the construction of two ...
Krzysztof Bogdan, Markus Kunze
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Censored stable processes [PDF]
Probability Theory and Related Fields, 2003 A symmetric stable process which is not allowed to jump outside an open subset \(D\) of \(\mathbb{R}^n\) is dealt with and the following problems are considered: boundary behavior in non-smooth open sets, harmonic functions, analysis in special \(C^{t,\beta-1}\) domains, boundary Harnack principle in \(C^{1,1}\) open sets. For one-dimensional processes
Burdzy, Krzysztof +2 more
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GeodermaGlobal change factors like atmospheric nitrogen (N) deposition and drought pose threats to forest ecosystem including soil microbial diversity. However, how arbuscular mycorrhizal (AM) fungi associated with tree respond to N deposition and drought ...
Jiamian Shi +10 more
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Fluid evolution and hydrothermal alteration in the AN-34 and QT-02 IOCG prospects: clues for IOCG metallogenesis in the northern sector of the Carajás Mineral Province, Amazonian Craton [PDF]
Brazilian Journal of GeologyThe AN-34 and QT-02 iron oxide–copper–gold (IOCG) prospects are located in the northern portion of Carajás Mineral Province (CMP), where important copper IOCG deposits occur.
Gustavo Henrique Coelho de Melo +7 more
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Modern Stochastics: Theory and Applications, 2018 In this paper we present some new limit theorems for power variations of stationary increment Lévy driven moving average processes. Recently, such asymptotic results have been investigated in [Ann. Probab.
Mathias Mørck Ljungdahl, Mark Podolskij
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Multistable processes and localizability
, 2012 We use characteristic functions to construct alpha-multistable measures and integrals, where the measures behave locally like stable measures, but with the stability index alpha(x) varying with x.
Falconer, Kenneth John, Liu, Lining
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Children with acute lymphoblastic leukemia (ALL) are at risk of severe outcomes from SARS‐CoV‐2 (SCV2). In the post‐pandemic context, where most children have been infected with SCV2, there are limited data on whether vaccination remains beneficial in children with ALL.
Janna R. Shapiro +11 more
wiley +1 more source