Results 41 to 50 of about 131,989 (203)
Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?
Dependence Modeling, 2018 Some empirical studies suggest that the computation of certain graph structures from a (large) historical correlation matrix can be helpful in portfolio selection.
Hüttner Amelie +2 more
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Weather shocks and inflation expectations in semi-structural models
Latin American Journal of Central BankingColombia is particularly affected by the El Niño Southern Oscillation (ENSO) weather fluctuations. In this context, this study explores how adverse weather events linked to ENSO affect inflation expectations in Colombia and how to incorporate these ...
José Vicente Romero +1 more
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Why are More Redistributive Social Security Systems Smaller? : A Median Voter Approach [PDF]
, 2005 We suggest a political economy explanation for the stylized fact that intragenerationally more redistributive social security systems are smaller. Our key insight is that linking benefits to past earnings (less redistributiveness) reduces the efficiency ...
Koethenbuerger, Marko +2 more
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Mergers and acquisitions: Evidence on post-announcement performance from CEE stock markets
Journal of Business Economics and Management, 2016 The paper re-examines the short-term and long-term performance following announcements of mergers and acquisitions. This is the first study that comprehensively explores this phenomenon in Central and Eastern European countries.
Adam Zaremba, Michał Płotnicki
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Future Business Journal, 2022 The multi-fractal analysis has been applied to investigate various stylized facts of the financial market including market efficiency, financial crisis, risk evaluation and crash prediction.
Mohammad Arashi, Mohammad Mahdi Rounaghi
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Deporte y estilos de vida. El running en Argentina
Antípoda: Revista de Antropología y Arqueología, 2018 Running has become one of the most visible and fast-growing phenomena on a world level in contemporary life. Even through Argentina fits into a global trend in that respect, it is a relatively new way of life in the country, with unique and distinctive ...
Gastón Julián Gil
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Quantification of the evolution of firm size distributions due to mergers and acquisitions. [PDF]
PLoS ONE, 2017 The distribution of firm sizes is known to be heavy tailed. In order to account for this stylized fact, previous economic models have focused mainly on growth through investments in a company's own operations (internal growth).
Sandro Claudio Lera, Didier Sornette
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The impacts of information-sharing mechanisms on spatial market formation based on agent-based modeling. [PDF]
PLoS ONE, 2013 There has been an increasing interest in the geographic aspects of economic development, exemplified by P. Krugman's logical analysis. We show in this paper that the geographic aspects of economic development can be modeled using multi-agent systems that
Qianqian Li +4 more
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Laboratoire Italien, 2018 This article intends to explore the temporalities in play in apocalyptic literature –a modern descendant of a religious genre whose epitome is the Apocalypse of John– through the reading of three contemporary novels: Il pianeta irritabile by Paolo ...
Amélie Aubert-Noël
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Pricing of settlement link services and mergers of central securities depositories [PDF]
This paper tries to contribute to the discussion on the role of securities settlement infrastructures for financial integration in Europe. It presents a model that can explain a well-known stylized fact of securities settlement, the surprisingly high ...
Tapking, Jens
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