Zobrazeno 1 - 10 of 13 pro vyhledávání: '"Zhiting Wu"'
3
The Sensitivity of Risk Premiums to the Elasticity of Inter-Temporal Substitution
Autor: Zhiting Wu
Publikováno v: SSRN Electronic Journal.
I incorporate the recursive utility into Pagel (2016)'s reference-dependent preference and study their aggregate implications in a consumption-based asset pricing model. In the case of recursive utility, the proposed model reproduces crucial asset pr
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::7f3f0c85a431e60144182a228b8522b7
https://doi.org/10.2139/ssrn.3780403
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4
Firm Heterogeneity in Production-Based Asset Pricing: The Role of Habit Sensitivity and Lumpy Investment
Autor: Zhiting Wu
Publikováno v: SSRN Electronic Journal.
I study the interaction between lumpy investment and asset prices in both time-series and cross-section. To this end, I work with a variant of habit sensitivity function introduced in Campbell & Cochrane (1999). The model produces 100% equity volatil
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0b7a41fe79fa89b274997e02bdfc0207
https://doi.org/10.2139/ssrn.3580159
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5
A Productivity Risks Driving q-Factor Model
Autor: Zhiting Wu
Publikováno v: SSRN Electronic Journal.
I incorporate the productivity risks into an investment-based q-factor asset pricing model. The productivity risks factors largely summarize the cross-sectional portfolio return, where the time-varying volatility plays an important role. A parsimonio
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::48c15f0df4f06f04b7685ce342f022f8
https://doi.org/10.2139/ssrn.3728181
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7
Role of BKCa channels in vascular smooth muscle during the development of environmental cold-induced hypertension
Autor: Yu-zhi Ge, Dong-mei Yang, Yan-feng Liu, Zhiting Wu, Shu-hua Zhang, Yunxia Wang, Jun Luo
Publikováno v: Journal of Thermal Biology. 38:192-198
s Background Cold is an important factor contributing to the high incidence of hypertension. Large conductance calcium-activated potassium (BKCa) channels modulate vascular smooth muscle tone. The objective of this study is to determine whether BKCa
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::69c7a7de4c22d4a93957e4fdcadd28a1
https://doi.org/10.1016/j.jtherbio.2013.01.001
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9
Consumption Estimating Model of the Frame Shear Wall Structure Materials
Autor: Zhiting Wu, Xuedong Chen
Publikováno v: LISS 2014 ISBN: 9783662438701
The cost of raw materials accounts for about 60 % of the engineering cost in engineering projects. Reducing the consumption of construction materials is the key to control the project cost. The paper based on multivariate statistical method, through
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a12f846228ccc5b92c50a30f6422d96a
https://doi.org/10.1007/978-3-662-43871-8_168
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10
Study on the Recycling of Dewatered Sludge from a Quarry As a Barrier Material
Autor: Zhiting Wu, Shigeyoshi Imaizumi, Oulaisone Vansay
Publikováno v: Geoenvironmental Engineering.
The maximum particle size of dewatered sludge from the quarry is 2 mm, with the water content of 24 - 25 %, the liquid limit of 38% and the plastic limit of 17%. It is usually disposed into the landfill. There is a possibility, however, in authors' m
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::3d6009f868f18d6e044ea6d6e1a8ee2d
https://doi.org/10.1061/9780784413432.021
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