搜索结果: 1-15 共查到“经济学 An Efficient”相关记录23条 . 查询时间(0.203 秒)
Efficient Relocation of Spectrum Incumbents
Bargaining Auctions Spectrum Auctions Telecommunications Policy
2015/9/18
Changes in technologies and in consumer demands have made prior radio spectrum
allocations far from efficient. To address this problem the FCC has recently reallocated
spectrum for more flexible u...
Methods of Efficient Parameter Estimation in Control Problems
Efficient Parameter Estimation Control Problems
2015/8/5
Methods of Efficient Parameter Estimation in Control Problems.
On An Efficient Two-Step Estimator for Dynamic Simultaneous Equation Models with Autoregressive Errors
Dynamic Simultaneous Equation Models Autoregressive Errors
2015/8/5
On An Efficient Two-Step Estimator for Dynamic Simultaneous Equation Models with Autoregressive Errors.
Efficient entry
Efficient entry Entry Commitment
2015/7/17
We present a dynamic entry game, in which entry costs become sunk gradually. In equilibrium the most
profitable firms enter, as they commit faster not to exit. This rationalizes an equilibrium select...
Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets
market timing empirical alpha process unobserved portfolio strategies martingale system behavioural finance high frequency trading Brownian bridge Jensen’salpha portable alpha
2012/9/14
We introduce a trade strategy representation theorem for performance measurement and portable alpha in high fre-quency trading, by embedding a robust trading algorithm that describe portfolio manager ...
Efficient Discretization of Stochastic Integrals
Efficient Discretization of Stochastic Integrals Probability Computational Finance
2012/4/28
Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a gene...
In this article, the author comments on the performance of the equity markets in New York. The author mentions that the sector experienced extraordinary returns in the third quarter of 2009, but it is...
NO PAIN, NO GAIN: THE CRIMINAL ABSENCE OF THE EFFICIENT CAPITAL MARKETS THEORY FROM INSIDER TRADING SENTENCING
defendant's gains statutory prohibition criminal sentencing disclosure regulation
2011/9/12
The article stresses the need of the U.S. courts to look to the date that the information on insider trading was disclosed to determine the amount of the defendant's gains. It discusses the statutory ...
Efficient and accurate log-Lévy approximations to Lévy driven LIBOR models
LIBOR market model L´ evy processes drift term Picard approximation option pricing caps swaptions annuities
2011/7/4
The LIBOR market model is very popular for pricing inter-
est rate derivatives, but is known to have several pitfalls. In addition, if
the model is driven by a jump process, then the complexity of t...
Efficient energy use and renewable sources of energy in Slovenia: a survey of public perception
energy efficiency renewable sources of energy operation management sustainability social responsibility
2014/2/27
This paper presents unique survey results with opinions on the competitive supply and efficient energy use, sources of energy and renewable sources of energy. The multivariate factor analysis with thr...
An Efficient, Distributable, Risk Neutral Framework for CVA Calculation
An Efficient Distributable Risk CVA Calculation
2010/10/22
The importance of counterparty credit risk to the derivative contracts was demonstrated consistently throughout the financial crisis of 2008. Accurate valuation of Credit value adjustment (CVA) is ess...
Efficient Computation of Optimal Trading Strategies
Efficient Computation Optimal Trading Strategies
2010/10/21
Given the return series for a set of instruments, a \emph{trading strategy} is a switching function that transfers wealth from one instrument to another at specified times. We present efficient algor...
Optimizing a basket against the efficient market hypothesis
Optimizing the efficient market hypothesis
2010/10/20
The possibility that the collective dynamics of a set of stocks could lead to a specific basket violating the efficient market hypothesis is investigated. Precisely, we show that it is systematically...
I prove that if markets are weak-form efficient, meaning current prices fully reflect all information available in past prices, then P = NP, meaning every computational problem whose solution can be ...
Finding the Efficient Frontier for a Mixed Integer Portfolio Choice Problem Using a Multiobjective Algorithm
Markowitz Model Multiobjective Optimization NSGA Portfolio Selection
2013/2/23
We propose a computational procedure to find the efficient frontier for the standard Markowitz mean-variance model with discrete variables. The integer constraints limit on the one hand the portfolio ...