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Implications of Alternative Operational Risk Modeling Techniques
de Fontnouvelle, Patrick - 2005
Quantification of operational risk has received increased attention with the inclusion of an explicit capital charge for operational risk under the new Basle proposal. The proposal provides significant flexibility for banks to use internal models to estimate their operational risk, and the...
Persistent link: https://www.econbiz.de/10012467582
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Execution Risk
Engle, Robert - 2006
Transaction costs in trading involve both risk and return. The return is associated with the cost of immediate execution and the risk is a result of price movements during a more gradual trading. The paper shows that the trade-off between risk and return in optimal execution should reflect the...
Persistent link: https://www.econbiz.de/10012466529
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Born in the Family : Preferences for Boys and the Gender Gap in Math
Dossi, Gaia - 2019
We study the correlation between parental gender attitudes and the performance in mathematics of girls using two … when we study the correlations between girls' performance in mathematics and maternal gender role attitudes, using evidence … the observed gender disparities in mathematics performance and document that maternal gender attitudes correlate with …
Persistent link: https://www.econbiz.de/10012479490
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Scientific Education and Innovation : From Technical Diplomas to University STEM Degrees
Bianchi, Nicola - 2019
This paper studies the effects of university STEM education on innovation and labor market outcomes by exploiting a change in enrollment requirements in Italian STEM majors. University-level scientific education had two direct effects on the development of patents by students who had acquired a...
Persistent link: https://www.econbiz.de/10012479878
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Are Foreign Stem PhDs More Entrepreneurial? Entrepreneurial Characteristics, Preferences and Employment Outcomes of Native and Foreign Science & Engineering PhD Students
Roach, Michael - 2019
Prior research has shown that immigrants make important contributions to US innovation and are more likely than natives to become entrepreneurs. However, there is little evidence on how foreign and native high-skilled workers differ prior to entering the workforce. Moreover, little attention has...
Persistent link: https://www.econbiz.de/10012480169
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Dynamics of the Gender Gap in High Math Achievement
Ellison, Glenn - 2018
the American Mathematics Competition. A clear gender gap is already present by 9th grade and the gender gap widens over …
Persistent link: https://www.econbiz.de/10012480565
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The Impact of Permanent Residency Delays for STEM PhDs : Who leaves and Why
Kahn, Shulamit - 2018
This paper assesses whether delays in obtaining permanent residency status can explain recent declines in the share of Chinese and Indian PhD graduates from US STEM programs who remain in the US after their studies. We find that newly-binding limits on permanent visas for those from China and...
Persistent link: https://www.econbiz.de/10012480827
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The Heterogeneous Effect of Affirmative Action on Performance
Bracha, Anat - 2018
This paper experimentally investigates the effect of gender-based affirmative action (AA) on performance in the lab, focusing on a tournament environment. The tournament is based on GRE math questions commonly used in graduate school admission, and at which women are known to perform worse on...
Persistent link: https://www.econbiz.de/10012480973
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The Family Origin of the Math Gender Gap is a White Affluent Phenomenon
Dossi, Gaia; Figlio, David N.; Giuliano, Paola; … - National Bureau of Economic Research - 2021
mathematics, and that these norms could be transmitted within the family. Using data from the Florida Department of Education … find that gender role norms can explain the lower performance of girls in mathematics only in relatively affluent White …
Persistent link: https://www.econbiz.de/10012482544
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One-node Quadrature Beats Monte Carlo : A Generalized Stochastic Simulation Algorithm
Judd, Kenneth - 2011
In conventional stochastic simulation algorithms, Monte Carlo integration and curve fitting are merged together and implemented by means of regression. We perform a decomposition of the solution error and show that regression does a good job in curve fitting but a poor job in integration, which...
Persistent link: https://www.econbiz.de/10012461949