This paper studies arbitrage-free conditions for multiperiod asset pricing in frictional financial markets with proportional transaction costs. We consider the Euclidean space for weakly arbitrage-free security markets and strongly arbitrage-free security markets, and establish the weakly...

"This book discusses a number of Business Intelligence techniques including neural networks and its various improvements, support vector machine, genetic programming, clustering analysis, TEI@I, fuzzy systems, and text mining"--Provided by publisher

With large shares in global trade and carbon emissions, China's international trade is supposed to be significantly affected by the proposed carbon-based border tax adjustments (BTAs). This paper examines the impacts of BTAs imposed by the USA and EU on China's international trade, based on a...

Carbon-based border tax adjustments (BTAs) have recently been proposed by some OECD countries to level the carbon playing field and target major emerging economies. This paper applies a multi-sector dynamic computable general equilibrium (CGE) model to estimate the impacts of the BTAs...

"This book discusses important issues related to managing supply chain disruption risks from various perspectives. It explores the essence and principles relating to managing these risks and provides the framework and multi-goal model groups for managing such risks. The book also discusses...

"This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also contributes theoretically by providing a new statistical methodology with comparative advantages for analyzing co-movements between two...