Výsledky vyhledávání

Report

An Empirical Implementation of the Shadow Riskless Rate

Autor: Lauria, Davide, Park, JiHo, Hu, Yuan, Lindquist, W. Brent, Rachev, Svetlozar T., Fabozzi, Frank J.

We address the problem of asset pricing in a market where there is no risky asset. Previous work developed a theoretical model for a shadow riskless rate (SRR) for such a market in terms of the drift component of the state-price deflator for that ass

Externí odkaz: http://arxiv.org/abs/2411.07421

Zobrazit plný text záznamu

Report

Heterogeneous Beliefs Model of Stock Market Predictability

Autor: Park, Jiho

This paper proposes a theory of stock market predictability patterns based on a model of heterogeneous beliefs. In a discrete finite time framework, some agents receive news about an asset's fundamental value through a noisy signal. The investors are

Externí odkaz: http://arxiv.org/abs/2406.08448

Zobrazit plný text záznamu

Report

Complementarity of which-path information in induced and stimulated coherences via four-wave mixing process from warm Rb atomic ensemble

Autor: Kim, Danbi, Park, Jiho, Baek, Changhoon, and, Sun Kyung Lee, Moon, Han Seb

We report a systematic approach for establishing a complementary relationship between the interference visibility, concurrence, and predictability in the crossing of induced and stimulated coherences of two-mode squeezed coherent states. This is achi

Externí odkaz: http://arxiv.org/abs/2403.08395

Zobrazit plný text záznamu

Report

Violation of Bell inequality by four photon Greenberger Horne Zeilinger state with a phase from a warm atomic ensemble

Autor: Park, Jiho, Ryu, Junghee, Kim, Heonoh, Moon, Han Seb

A Greenberger Horne Zeilinger (GHZ) entangled state with a phase is crucial for realizing desired multipartite quantum states for practical applications. Here, we report violations of the general Bell inequality (GBI) introduced in [1] using the four

Externí odkaz: http://arxiv.org/abs/2303.08297

Zobrazit plný text záznamu

Vyhledávací nástroje:

Upřesnit hledání