Zobrazeno 1 - 10
of 67
pro vyhledávání: '"W Brent Lindquist"'
Autor:
Ivan D Chase, W Brent Lindquist
Publikováno v:
PLoS ONE, Vol 11, Iss 7, p e0158900 (2016)
The standard approach in accounting for hierarchical differentiation in biology and the social sciences considers a hierarchy as a static distribution of individuals possessing differing amounts of some valued commodity, assumes that the hierarchy is
Externí odkaz:
https://doaj.org/article/27d6cf544410482b99837b53d1aab18d
Publikováno v:
Risks, Vol 12, Iss 9, p 136 (2024)
We present a unified, market-complete model that integrates both Bachelier and Black–Scholes–Merton frameworks for asset pricing. The model allows for the study, within a unified framework, of asset pricing in a natural world that experiences the
Externí odkaz:
https://doaj.org/article/7779ae2dec514e9e98b0dfcd6c90ce5d
Autor:
Mohammad Mohammadi, W. Brent Lindquist
Publikováno v:
Fluctuation and Noise Letters.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19569e80e543a93adc3b68b8b103072c
https://doi.org/10.1142/s0219477523500384
https://doi.org/10.1142/s0219477523500384
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 12; Pages: 601
We investigate the use of a P-spline generalized additive hedonic model (GAM) for real estate prices in large U.S. cities, contrasting their predictive efficiency against commonly used linear and polynomial-based generalized linear models (GLM). Usin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0bffe0da161e2873bd3dc0a7814218e9
Publikováno v:
The Journal of Alternative Investments. 24:75-93
The authors demonstrate the construction of an optimal dynamic portfolio of cryptoassets that minimizes either return variance or conditional value at risk. One can view such a portfolio as a minimum-risk index for this asset class. They carefully ba
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6fb17278b4a81405198ea444508a8c97
https://doi.org/10.3905/jai.2021.1.133
https://doi.org/10.3905/jai.2021.1.133
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9176af8cc28043866b70b622e39939c
https://doi.org/10.1007/978-3-031-15286-3_10
https://doi.org/10.1007/978-3-031-15286-3_10
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c78de5b3794b174e99d4e75e4918780e
https://doi.org/10.1007/978-3-031-15286-3_14
https://doi.org/10.1007/978-3-031-15286-3_14
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44280ea50bf6ce949b94a201125e5ad1
https://doi.org/10.1007/978-3-031-15286-3_5
https://doi.org/10.1007/978-3-031-15286-3_5
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7dbe75ca5fce7fc8c9129dba4b28e2f9
https://doi.org/10.1007/978-3-031-15286-3
https://doi.org/10.1007/978-3-031-15286-3
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2c25a4693431385ff73f640730723cb6
https://doi.org/10.1007/978-3-031-15286-3_2
https://doi.org/10.1007/978-3-031-15286-3_2