Thin films based on potassium bis(2-methyllactato) borate hemihydrate (KMB) doped by Iodine (I 2 ) deposited on a glass substrate using simple and low cost dip-coating technique are successfully synthesized for the first time. The characterizations of chemical, crystal, and morphological...

The paper analyzes optimal portfolio choice when the investment opportunity set is driven by multi-stochastic factors, namely; stochastic interest rates, stochastic volatility and stochastic inflation. The analysis is implemented in an incomplete market setting, where the number of risk sources...

This paper is motivated by recent findings that current models of stock returns and interest rates are incapable to capture the actual behavior of those financial variables (like hyper volatility, the behavior of higher moments and leverage effect), particularly during rare events. The paper...

Despite its recent advent, value at risk (VaR) became the most widely used technique for measuring future expected risk for both financial and non-financial institutions. VaR, the measure of the worst expected loss over a given horizon at a given confidence level, depends crucially on the...

Despite its recent advent, value at risk (VaR) became the most widely usedtechnique for measuring future expected risk for both financial and non-financialinstitutions. VaR, the measure of the worst expected loss over a given horizon at a givenconfidence level, depends crucially on the...