Results 31 to 40 of about 75,295 (252)
Optimal dynamic mean-variance asset-liability management under the Heston model
Advances in Difference Equations, 2018 This paper studies a continuous-time mean-variance asset-liability management problem under the Heston model. Specifically, an asset-liability manager is allowed to invest in a risk-free asset and a risky asset whose price process is governed by the ...
Jian Pan, Zujin Zhang, Xiangying Zhou
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Endogenous environmental variables in stochastic frontier models [PDF]
Journal of Econometrics, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Amsler, Christine +2 more
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Technical efficiency of smallholder producers in barley production in Northern Ethiopia
Cogent Social Sciences, 2023 Barley is among the major staple cereal crops in Ethiopia. Despite this, the smallholder barley producers experienced a lower level of technical efficiency due to different factors.
Enatye Moges +3 more
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Investors' Under-Reaction to Accounting Earnings News Announcements Stochastic Frontier Model [PDF]
راهبرد مدیریت مالی, 2013 Capital markets react to various corporate announcements, and one such significant announcement is the accounting earnings announcement. If the market is efficient, stock price is near to fair value.
gholamreza kordestani +2 more
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Investigation of wheat efficiency and productivity development in Slovakia
Agricultural Economics (AGRICECON), 2006 This study has focused on two main tasks: verifying the suitability of using stochastic frontier analysis on a transforming sector, and providing empirical evidence to explain the technical efficiency structure among farms in the time period 2000-2004 ...
S. Covaci, Z. Sojková
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Agriculture, 2021 This study analyzed factors affecting profit efficiency of rice farms in wet-season lowlands in the Champhone District of Savannakhet Province in the Lao People’s Democratic Republic based on a farmer’s decision to maximize profits. The profit efficiency
Sengphachan Khounthikoumane +2 more
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Pitfalls of Normal-Gamma Stochastic Frontier Models [PDF]
Journal of Productivity Analysis, 1997 Although conceptually pleasing, normal-gamma frontier models lead to difficult estimation problems. It is shown here that unless the sample size reaches several thousands of observations the shape parameter of the gamma density is hard to estimate, and that this carries over to estimates of the stochastic frontier, the individual inefficiencies, and ...
RITTER, Christian, SIMAR, Leopold
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Transfer Learning of High-Dimensional Stochastic Frontier Model via Elastic Net
AxiomsIn this paper, the high-dimensional stochastic frontier model problem is explored via Elastic Net under the transfer learning framework. When the target data is limited, transfer learning improves the accuracy of model estimation and prediction by ...
Jiahao Chen, Wenjun Chen, Yunquan Song
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The South East Asian Journal of Management, 2013 While the positive productivity spillover from Foreign Direct Investment (FDI) to domestic owned firms in host countries is unequivocally emphasized in theory, the empirical evidence is contradictory.
Toan Thang Tran
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Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis
Econometrics, 2020 This paper discusses Bayesian model averaging (BMA) in Stochastic Frontier Analysis and investigates inference sensitivity to prior assumptions made about the scale parameter of (in)efficiency. We turn our attention to the “standard” prior specifications
Kamil Makieła, Błażej Mazur
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