Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Reda Jürg Messikh"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e1d009b59a9159ea96a1690e9201772
https://doi.org/10.2139/ssrn.3973080
https://doi.org/10.2139/ssrn.3973080
Autor:
Olivier Couronné, Reda Jürg Messikh
Publikováno v:
Stochastic Processes and their Applications. 113:81-99
By adapting the renormalization techniques of Pisztora (Probab. Theory Relat. Fields 104 (1996) 427), we establish surface order large deviations estimates for FK-percolation on Z 2 with parameter q ⩾1 and for the corresponding Potts models. Our re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ede9c103adafb7760fadb008f0dbdc06
https://doi.org/10.1016/j.spa.2004.03.010
https://doi.org/10.1016/j.spa.2004.03.010
Publikováno v:
Quantitative Finance, Vol. 15, No 2 (2015) pp. 185-203
Contrary to what traditional asset pricing would imply, a strategy that bets against beta, by going long in low beta stocks and short in high beta stocks, tends to outperform the market. We consider a market in which diversity is maintained, i.e. no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52d58c71c046507b4b491f5cb14899bc
https://archive-ouverte.unige.ch/unige:45312
https://archive-ouverte.unige.ch/unige:45312
