Adherents of Fundamental Indexing (FI) suggest that it is more protable to base portfolio weights on indirectly size-related indicators like accounting data rather than directly on market caps. In noisy markets a la Roll (1984), it is argued, underpriced stocks overperform but are underweighted...

The proposition that the technology of the Internet and Web offers a basis for culturally-neutral, computer-mediated communication was tested through a content analysis of 100 Mainland Chinese and American websites. It was found that the tools of the Internet and Web were neither fully neutral...

Gold nanoparticles were synthesized with seed mediated wet growth method. A coexistent system with gold nanorods and nanospheres was prepared. In-situ real-time small angle X-ray scattering (SAXS) and ultraviolet-visible (UV-vis) absorption were used to monitor the growth process of Au...

Ba<Subscript>0.1</Subscript>Sr<Subscript>0.9</Subscript>TiO<Subscript>3</S ubscript>-BaTi<Subscript>4</Subscript>O<Subscript>9</Subscript> composite thin films with different BaTi<Subscript>4</Subscript>O<Subscript>9</Subscript> concentrations were deposited on (100) LaAlO<Subscript>3</Subscript> (LAO) single crystal substrates via a pulsed laser deposition (PLD) using a combined target configuration of Ba<Subscript>0.1</Subscript>Sr<Subscript>0.9</Subscript>TiO<Subscript>3</S ubscript> and BaTi<Subscript>4</Subscript>O<Subscript>9</Subscript> ceramics. The Ba<Subscript>0.1</Subscript>Sr<Subscript>0.9</Subscript>TiO<Subscript>3</S ubscript>-BaTi<Subscript>4</Subscript>O<Subscript>9</Subscript> thin films...</subscript></subscript><//s></subscript></subscript></subscript></subscript></subscript><//s></subscript></subscript></subscript></subscript></subscript></subscript></subscript></subscript><//s></subscript></subscript></subscript>

In this paper, using 3,994 observations of China listed firms between the years 1995 and 2001 as a sample, we find that there is a significantly positive correlation between the state ownership and cash dividends, and a significantly negative correlation between the public ownership and stock...

Motivated by the empirical evidence of long range dependence in short-term interest rates and considering the long maturities of equity warrants, we propose the fractional Vasicek model to describe the dynamics of the short rate in the pricing environment of equity warrants. Using the partial...

Considering the feasibility in China¡¯s market and adopting existing pricing models on financial guaranty products and credit derivatives, a pricing model on financial guaranty products is built under the actuarial methodology. In the model, the geometric Brownian motion with correlation is...

Knowledge of influencing factors of industrial carbon emissions (ICE) is crucial to the efforts of reducing anthropogenic greenhouse gas emissions. In this paper, main factors responsible for the ICE in Shanghai between 1996 and 2007 were identified and quantitatively analyzed using the Log-Mean...

We propose a possibilistic portfolio model with VaR constraint and risk-free investment based on the possibilistic mean and variance, while assuming that the expected rate of returns is a fuzzy number. The model shows more clearly that, in the financial market affected by several...