Search results for "TF"

showing 10 items of 1652 documents

A quantum statistical approach to simplified stock markets

2009

We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of transition from a given value of the {\em portfolio} of a certain trader to a different one. This computation can also be carried out using some kind of {\em Feynman graphs} adapted to the present context.

Statistics and ProbabilityToy modelComputationCondensed Matter Physicsstock marketFOS: Economics and businesssymbols.namesakeQuantum probabilitysymbolsFeynman diagramPortfolioApplied mathematicsnumber operatorsStock marketQuantitative Finance - General FinanceGeneral Finance (q-fin.GN)QuantumMathematical economicsSettore MAT/07 - Fisica MatematicaStock (geology)Mathematics
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Portfolio optimisation with strictly positive transaction costs and impulse control

1998

One crucial assumption in modern portfolio theory of continuous-time models is the no transaction cost assumption. This assumption normally leads to trading strategies with infinite variation. However, following such a strategy in the presence of transaction costs will lead to immediate ruin. We present an impulse control approach where the investor can change his portfolio only finitely often in finite time intervals. Further, we consider transaction costs including a fixed and a proportional cost component. For the solution of the resulting control problems we present a formal optimal stopping approach and an approach using quasi-variational inequalities. As an application we derive a non…

Statistics and ProbabilityTransaction costMathematical optimizationExponential utilityMerton's portfolio problemReplicating portfolioEconomicsPortfolio optimisation transaction costs impulse control asymptotic analysis.PortfolioOptimal stoppingStatistics Probability and UncertaintyPortfolio optimizationFinanceModern portfolio theory
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The kinematics of water masers in the stellar molecular outflow source, IRAS 19134+2131

2004

Using the Very Large Array (VLA) and the Very Long Baseline Array (VLBA), we have observed water maser emission in the proto-planetary nebula candidate IRAS 19134+2131, in which the water maser spectrum has two groups of emission features separated in radial velocity by ∼100 km s^−1. The blue-shifted and red-shifted clusters of maser features are clearly separated spatially by ∼150 mas, indicative of a fast collimated flow. However, not all of the maser features are aligned along the axis of the flow, as is seen in the similar high-velocity water maser source, W43A. Comparing the VLA and VLBA maps of the water maser source, we find 4 maser features that were active for 2 years. Using only V…

Stellar kinematicsAstrophysics::High Energy Astrophysical PhenomenaOutflowsAstrophysics::Cosmology and Extragalactic AstrophysicsAstrophysicsUNESCO::ASTRONOMÍA Y ASTROFÍSICAAGB and post-AGBlaw.inventionlawIndividual starsAstrophysics::Solar and Stellar AstrophysicsAsymptotic giant branchOH/IR starMaserMasers stars ; AGB and post-AGB ; Distances ; Kinematics Winds ; Outflows ; Individual stars ; IRAS 19134+2131Astrophysics::Galaxy AstrophysicsVery Long Baseline ArrayPhysicsNebulaKinematics WindsAstronomyIRAS 19134+2131Astronomy and AstrophysicsGalactic plane:ASTRONOMÍA Y ASTROFÍSICA::Cosmología y cosmogonia [UNESCO]Masers starsDistancesRadial velocitySpace and Planetary ScienceUNESCO::ASTRONOMÍA Y ASTROFÍSICA::Cosmología y cosmogonia:ASTRONOMÍA Y ASTROFÍSICA [UNESCO]Astronomy & Astrophysics
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A Top-Down Method for Long-Term Investing

2021

This paper bases long-term investing on a tradeable stochastic discount factor (SDF), relates it to the growth optimal portfolio and argues for a top-down method, where modeling efforts are directed at capturing its long-run dynamics in a generalized setting. This differs from the common, cumbersome bottom-up method of modeling many risky securities in the marketplace. Various optimal portfolio strategies can be implemented efficiently using fractional expectations of the SDF. This paper illustrates empirically for the US stock market that the proposed method leads to higher wealth, higher returns on investment and higher long-term utility levels.

Stochastic discount factorEconometricsEconomicsPortfolioStock marketTop-down and bottom-up designInvestment (macroeconomics)Term (time)SSRN Electronic Journal
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Explaining the relationship between socially responsible products and the operations of the firm: The case of equine assisted therapy

2018

Abstract Although there is a growing interest in social responsibility in research as well as in practice, the majority of studies on corporate social responsibility do not explicitly investigate operations management issues when adopting socially responsible practices under the “people” pillar of sustainability. This paper, dealing with the theme of social responsibility in operations management, aims at clarifying the complex relationship between socially responsible product/service and the operations of the company. The empirical context of the study is the sport industry, where the attention to social issues is well established. We used a mixed theoretical-empirical approach to develop …

Strategy and ManagementContext (language use)Social issuesIndustrial and Manufacturing EngineeringProduct innovation0502 economics and businessOperations management in sportProduct (category theory)Operational performanceMarketing0505 lawGeneral Environmental ScienceService (business)2300Renewable Energy Sustainability and the Environment05 social sciencesSettore ING-IND/35 - Ingegneria Economico-GestionaleVirtuous circle and vicious circleEquine assisted therapyStrategy and Management1409 Tourism Leisure and Hospitality Management050501 criminologyCorporate social responsibilityPortfolioBusinessSocially responsible products/serviceSocial responsibility050203 business & management
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DON’T GET CAUGHT ON THE WRONG FOOT: A RESOURCE-BASED PERSPECTIVE ON IMITATION THREATS IN INNOVATION PARTNERSHIPS

2017

Innovation partnerships can be a double-edged sword. While they are important vehicles for learning and value creation, such partnerships also increase a firm’s vulnerability to unintended knowledge leakage and imitation by others. In this study, we go beyond previous research by studying the imitation threats induced by innovation partnership portfolios rather than individual alliances. Drawing on the resource-based view, we develop and test a model that links salient structural attributes of partnership portfolios and distinct forms of imitation. Results from our analysis of 803 German manufacturing firms support our prediction that a firm’s probability of being imitated increases with t…

Strategy and Managementmedia_common.quotation_subject05 social sciencesVulnerabilityAppropriationResource (project management)Management of Technology and InnovationGeneral partnership0502 economics and businessResource-based viewEconomicsPortfolio050211 marketingBusiness and International ManagementMarketingImitation050203 business & managementOpen innovationmedia_commonInternational Journal of Innovation Management
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First record of Anisian deposits in the Betic External Zone of southern Spain and its paleogeographical implications

2023

In the External Zones of the Betic Cordillera (S Spain), upper Muschelkalk (Ladinian) facies have been known for decades; however, so far there is no stratigraphic record of Anisian deposits. In the present study, new biostratigraphic data from a carbonate succession in the easternmost Subbetic domain reveal a Pelsonian-Illyrian (Anisian) age. The nautiloids Germanonautilus salinarius and Germanonautilus saharonicus are documented for the first time in the Iberian Peninsula, and together with the brachiopod Tetractinella trigonella and the bivalves Neoschizodus orbicularis and Myophoria vulgaris they represent marker fossils of Anisian deposits previously described from many other basins, b…

StratigraphyPelsonianGeologyIndex fossilsMuschelkalkIllyrianGeologiaEpicontinental platformWestern Tethys
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Metformīna ietekme uz neiroģenēzi sporādiskas Alcheimera slimības žurku modelī

2021

Alcheimera slimība (AD) ir visbiežākais demences izraisītājs pasaulē, taču joprojām nav pieejama efektīva terapija, kas šo slimību ārstētu (Graham et al., 2017). Balstoties uz cukura diabēta un sporādiskas AD patoloģisko mehānismu līdzībām, AD sauc par 3. tipa diabētu (Steen et al., 2005), tāpēc pretdiabēta vielām saskatāms potenciāls AD apturēšanā. Šajā darbā pārbaudījām pretdiabēta medikamenta metformīna ietekmi uz neironu dzīvotspēju un neiroģenēzi veselu un streptozocīna inducētas sporādiskas AD tipa modeļa žurku smadzenēs. Iegūtie dati liecina, ka metformīns (75 mg/kg un 100 mg/kg) uzlabo neironu dzīvotspēju un saglabā neiroģenēzes procesus sporādiska AD tipa modeļa žurku smadzeņu garo…

StreptozocīnsAlcheimera slimībaMetformīnsFarmācijaNeiroģenēzeNeironu dzīvotspēja
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Value Creation and Power Asymmetries in Digital Ecosystems : A Study of a Cloud Gaming Provider

2020

Digital platforms connecting users and service providers have a central role in determining the value creation structure of ecosystems. Platform developers try to achieve a dominant position for the platform with a strong ecosystem around it. The size and attractiveness of the services can attract new users, and growing user volume can bring new co-operative service providers to the service partner network. An interesting question is how the presence of power and potential power asymmetry affect the value creation capability and the structure of a network around a platform? This chapter describes an example of value creation and the influence of power asymmetry in a digital ecosystem built …

Structure (mathematical logic)AttractivenessService (business)alustatalousComputer sciencebusiness.industryCloud gamingarvonluontiVolume (computing)digital ecosystems512 Business and managementdigital platformsService providerpartner networksDigital ecosystempilvipalvelutPosition (finance)digitalisationTelecommunicationsbusinessdigitalisaatioverkkopelit
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A Unified Approach to Portfolio Optimization with Linear Transaction Costs

2004

In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the p…

Structure (mathematical logic)Transaction costMathematical optimizationComputer sciencejel:C63General Mathematicsjel:C61Function (mathematics)Management Science and Operations ResearchSingular controljel:G11Merton's portfolio problemEconomicsPortfolioPortfolio optimizationportfolio choice transaction costs stochastic singular control stochastic impulse control computational methodsSoftwareExpected utility hypothesisSSRN Electronic Journal
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