Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Martin Rohleder"'
Publikováno v:
Electronic Journal of Qualitative Theory of Differential Equations, Vol 2017, Iss 80, Pp 1-26 (2017)
The paper deals with a singular nonlinear initial value problem with a $\phi$-Laplacian $$ (p(t)\phi(u'(t)))'+ p(t)f(\phi(u(t)))=0,\ t>0, \quad u(0)=u_0 \in [L_0,L],\ u'(0)=0. $$ Here, $f$ is a continuous function with three roots $\phi(L_0)
Externí odkaz:
https://doaj.org/article/aed802be833e41c88cde97ab785bf893
Publikováno v:
Electronic Journal of Qualitative Theory of Differential Equations, Vol 2016, Iss 121, Pp 1-28 (2016)
We study analytical properties of a singular nonlinear ordinary differential equation with a $\phi$-Laplacian. In particular we investigate solutions of the initial value problem $$ (p(t)\phi(u'(t)))'+ p(t)f(\phi(u(t)))=0, \quad u(0)=u_0 \in [L_0,L],
Externí odkaz:
https://doaj.org/article/e798d487f850446897b8f1f547e11e94
Publikováno v:
Electronic Journal of Qualitative Theory of Differential Equations, Vol 2015, Iss 29, Pp 1-25 (2015)
The paper studies the singular initial value problem $$ (p(t)u'(t))' + q(t)f(u(t))=0, \qquad t>0, \qquad u(0)=u_0\in [L_0,L], \qquad u'(0)=0. $$ Here, $f\in C(\mathbb{R})$, $f(L_0)=f(0)=f(L)=0$, $L_0 < 0 < L$ and $xf(x)>0$ for $x\in (L_0,0) \cup (0,L
Externí odkaz:
https://doaj.org/article/d70facab88b54c749cb308df5c1e17fb
Autor:
Martin Rohleder
Publikováno v:
International Journal of Financial Studies, Vol 3, Iss 1, Pp 3-30 (2015)
In the mutual fund literature, it is an established fact that investors “chase past performance”. However, the opposite impact of flows on performance is widely discussed. Mainly, liquidity costs are held responsible for short-term erosion of per
Externí odkaz:
https://doaj.org/article/67201bf14df2467ab7f6b5f872a66adf
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::afae9c316fb26ec91d1eab0cbed9008d
https://doi.org/10.2139/ssrn.4399738
https://doi.org/10.2139/ssrn.4399738
After analyzing portfolio differences between separate account-mutual fund twins, we find that dissimilar “fraternal twins” show significantly lower joint performance than “identical twins.” This finding is consistent with fraternal twins com
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::42b578cd3cabe23411b7d790c28049eb
https://opus.bibliothek.uni-augsburg.de/opus4/files/92855/92855.pdf
https://opus.bibliothek.uni-augsburg.de/opus4/files/92855/92855.pdf
Publikováno v:
Financial Analysts Journal. 77:83-96
Performance regressions lever expected benchmark returns linearly to the risk exposures of the fund. The interest rate (IR) risk premium, however, usually follows a decreasingly upward-sloping yiel...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bf7a3459166ea93cc379d15773b749da
https://doi.org/10.1080/0015198x.2020.1865695
https://doi.org/10.1080/0015198x.2020.1865695
We examine diseconomies of scale for two different investment approaches: quantitative and fundamental. Using separate account (SA) data where the investment approach is self-identified, we find that fundamental SAs exhibit greater diseconomies of sc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b76044edf711fa42f0f7c227158da692
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/94132
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/94132
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1bc24e1d675770e4873d80399e463b48
https://doi.org/10.2139/ssrn.4205546
https://doi.org/10.2139/ssrn.4205546