Showing 1 - 6 of 6
Traditional DEA models and nonlinear (diversification) DEA models are often used in performance evaluation of portfolios. However, the diversification models are usually very complicated to compute except the very basic models. And the classic DEA models still need to be further justified and...
Persistent link: https://www.econbiz.de/10011190631
Gender differences in risk-taking and investment decisions have been widely documented in the financial markets. Utilizing trading information from individual investor brokerage accounts, this paper explores the effects of aging on gender differences in terms of portfolio turnover and returns....
Persistent link: https://www.econbiz.de/10011213787
An important goal in quantitative risk/safety analysis of chemical toxins or pharmaceutical agents is determination of toxic risk posed by exposure to the agent.
Persistent link: https://www.econbiz.de/10010748693
This article investigates the effects of the securities transaction tax (STT) on market trading volume and return volatility using Chinese data. We found strong evidence to support a negative relationship between STT and market trading volume. The shrinking of the tax base casts doubt on the...
Persistent link: https://www.econbiz.de/10010598702
This paper reports a design and building process of a net-zero-energy modular house, named ElementHouse, which was entered for the 2007 Solar Decathlon competition that was organized by the U.S. Department of Energy. This paper discusses the development of the ElementHouse from its initial...
Persistent link: https://www.econbiz.de/10011044540
The visibility graph approach and complex network theory provide a new insight into time series analysis. The inheritance of the visibility graph from the original time series was further explored in the paper. We found that degree distributions of visibility graphs extracted from Pseudo...
Persistent link: https://www.econbiz.de/10011064241