The paper discusses methods of constructing the kinetic equation of the technology process. The article presents a model of the interaction of objects of labour with technological equipment, which is the basis for the derivation of the kinetic equation. To describe the state of the production...

An important aspect of portfolio risk management is the analysis of the overall risk with respect to the assets' allocations. Marginal risk is the traditional tool, however, this metric is only meaningful when a position is levered or when the proceeds from the sale of a position are put in the...

The paper discusses methods of constructing the kinetic equation of the technology process. The article presents a model of the interaction of objects of labor with technological equipment, which is the basis for the derivation of the kinetic equation. To describe the state of the production...

We suggest a simple and general approach to fitting the discount curve under no-arbitrage constraints based on a penalized shape-constrained B-spline. Our approach accommodates B-splines of any order and fitting both under the L-1 and the L-2 loss functions. Simulations and an empirical analysis...

In this paper, I develop an operational methodology to consistently compare alternative sustainability paradigms (weak sustainability [WS], strong sustainability [SS], a-growth [AG], and de-growth [DG]) and different assessment approaches (life-cycle assessment [LCA], cost-benefit analysis...