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pro vyhledávání: '"Lautier, Jackson P."'
Autor:
Lautier, Jackson P.
The National Basketball Association (NBA) imposes a player salary cap. It is therefore useful to develop tools to measure the relative realized return of a player's salary given their on court performance. Very few such studies exist, however. We thu
Externí odkaz:
http://arxiv.org/abs/2309.05783
Loan seasoning and inefficient consumer interest rate refinance behavior are well-known for mortgages. Consumer automobile loans, which are collateralized loans on a rapidly depreciating asset, have attracted less attention, however. We derive a nove
Externí odkaz:
http://arxiv.org/abs/2211.09176
Pharmaceutical researchers are continually searching for techniques to improve both drug development processes and patient outcomes. An area of recent interest is the potential for machine learning (ML) applications within pharmacology. One such appl
Externí odkaz:
http://arxiv.org/abs/2210.13310
Prudent management of insurance investment portfolios requires competent asset pricing of fixed-income assets with time-to-event contingent cash flows, such as consumer asset-backed securities (ABS). Current market pricing techniques for these assets
Externí odkaz:
http://arxiv.org/abs/2201.04981
We investigate whether pandemic-induced contagion disamenities and income effects arising due to COVID-related unemployment adversely affected real estate prices of one- or two-family owner-occupied properties across New York City (NYC). First, OLS h
Externí odkaz:
http://arxiv.org/abs/2110.12050
Proper econometric analysis should be informed by data structure. Many forms of financial data are recorded in discrete-time and relate to products of a finite term. If the data comes from a financial trust, it will often be further subject to random
Externí odkaz:
http://arxiv.org/abs/2108.04854
Publikováno v:
In Insurance Mathematics and Economics May 2023 110:53-71
Publikováno v:
In Econometrics and Statistics May 2023
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