نتایج جستجو برای: reserve estimation
تعداد نتایج: 293596 فیلتر نتایج به سال:
We study the estimation of optimal portfolios for a Reserve Fund with an endof-period target, and when the returns of the assets that constitute the Reserve Fund portfolio follow two specifications. In the first one assets are split into short memory (bonds) and long memory (equity), and the optimality of the portfolio is based on maximizing the Sharpe ratio. In the second returns follow a cond...
The Discovery NM530 is a new generation of SPECT cameras equipped with semiconductor cadmium-zinctelluride (CZT) detector technology. It provides a shorter scan time and reduces the patient’s radiation exposure wthout loss of image quality compared with the conventional Anger camera. Combined supine and prone imaging with the Discovery NM530c is useful for reducing the false-positive rate in th...
Although pure common value auction models have broad applicability in empirical analysis, nonparametric identification and structural estimation remain challenging in these contexts. In this paper, we establish novel identification results for both the first-price and the second-price sealed-bid auction models in the pure common value framework. We show that the joint distribution of private si...
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