نتایج جستجو برای: priced absorbents
تعداد نتایج: 2794 فیلتر نتایج به سال:
We estimate the parameters of pricing kernels that depend on both aggregate wealth and state variables that describe the investment opportunity set, using FTSE 100 and S&P 500 index option returns as the returns to be priced. The coefficients of the state variables are highly significant and remarkably consistent across specifications of the pricing kernel, and across the two markets. The resul...
We extend a standard, rational expectation model of trade to incorporate the possibility of individual investors delegating their trades to an informed financial intermediary. In the presence of delegated trade, we show that a firm׳s risk premium is a function of both the firm׳s exposure to a common risk factor and idiosyncratic characteristics of the firm׳s information environment. We show tha...
This paper introduces the model of priced timed pushdown systems as an extension of discrete-timed pushdown systems with a cost model that assigns multidimensional costs to both transitions and stack symbols. For this model, we consider the minimal cost reachability problem: i.e., given a priced timed pushdown system and a target set of configurations, determine the minimal possible cost of any...
Priced timed (game) automata extends timed (game) automata with costs on both locations and transitions. In this paper we focus on reachability games for priced timed game automata and prove that the optimal cost for winning such a game is computable under conditions concerning the non-zenoness of cost. Under stronger conditions (strictness of constraints) we prove in addition that it is decida...
We extend a standard, rational expectation model of trade to incorporate the possibility of individual investors delegating their trades to an informed financial intermediary. In the presence of delegated trade, we show that a firm’s risk premium is a function of both the firm’s exposure to a common risk factor and idiosyncratic characteristics of the firm’s information environment. We show tha...
We provide new evidence on consumer demand for ethical products from experiments conducted in a U.S. grocery store chain. We find that sales of the two most popular coffees rose by almost 10% when they carried a Fair Trade label as compared to a generic placebo label. Demand for the higher priced coffee remained steady when its price was raised by 8%, but demand for the lower priced coffee was ...
This paper addresses the effect of probabilistic selling on inventory decisions and the expected profit through demand reshaping and demand substitution. By considering a scenario with two higher-priced specific products and one lower-priced probabilistic product, we construct a new newsboy-type inventory model with demand reshaping and substitution. A simulation study is implemented to explore...
In Part II of this two-part paper, we analyze the marginal prices derived in Part I of this two-part paper within a robust optimization framework. The load and generation are priced at Locational Marginal Price (LMP) while the uncertainty and generation reserve are priced at Uncertainty Marginal Price (UMP). The Financial Transmission Right (FTR) underfunding is demonstrated when there is trans...
An issue of growing concern for health policy-makers in Europe is the continuing rise in spending on pharmaceuticals. In OECD countries pharmaceutical expenditure rose by 3.5% per year between 2000 and 2009, and averages 18-19% of total health expenditure [1]. Similar averages are seen across Europe, with pharmaceutical spending representing the largest component of ambulatory care [2]. Spendin...
This contribution reports on the considerable effort made recently towards extending and applying well-established timed automata technology to optimal scheduling and planning problems. The effort of the authors in this direction has to a large extent been carried out as part of the European projects Vhs [22] and Ametist [17] and are available in the recently released Uppaal Cora [12], a varian...
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