No mean feet
نویسندگان
چکیده
منابع مشابه
Cold Feet ∗
Individuals often lose confidence in their prospects as they approach the ‘moment of truth.’ An axiomatic model of such individuals is provided. The model adapts and extends (by relaxing the Independence axiom) Gul and Pesendorfer’s model of temptation and self-control to capture an individual who changes her beliefs so as to become more pessimistic as payoff time approaches. In a variation of ...
متن کاملNo Mass Drop for Mean Curvature Flow of Mean Convex Hypersurfaces
Abstract. A possible evolution of a compact hypersurface in R by mean curvature past singularities is defined via the level set flow. In the case that the initial hypersurface has positive mean curvature, we show that the Brakke flow associated to the level set flow is actually a Brakke flow with equality. We obtain as a consequence that no mass drop can occur along such a flow. As a further ap...
متن کاملOptimal multi-period mean-variance policy under no-shorting constraint
We consider in this paper the mean-variance formulation in multiperiod portfolio selection under no-shorting constraint. Recognizing the structure of a piecewise quadratic value function, we prove that the optimal portfolio policy is piecewise linear with respect to the current wealth level, and derive the semi-analytical expression of the piecewise quadratic value function. One prominent featu...
متن کاملOutgrown asthma does not mean no airways inflammation.
Although some asthmatic children seem to recover from their asthma, 30-80% develop asthma again in later life. The underlying risk factors are unknown. The hypothesis for this study was that children with apparently outgrown asthma would have underlying airway inflammation. Nonbronchoscopic bronchoalveolar lavage was performed on normal children (n=35) and children who had wheezed previously (n...
متن کاملDynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
This paper is concerned with mean-variance portfolio selection problems in continuoustime under the constraint that short-selling of stocks is prohibited. The problem is formulated as a stochastic optimal linear-quadratic (LQ) control problem. However, this LQ problem is not a conventional one in that the control (portfolio) is constrained to take nonnegative values due to the no-shorting restr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: BMJ
سال: 2004
ISSN: 0959-8138,1468-5833
DOI: 10.1136/bmj.328.7443.789