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Generalized gauss-chebyshev inequalities for unimodal distributions

Sellke, Thomas - In: Metrika 43 (1996) 1, pp. 107-121

Persistent link: https://www.econbiz.de/10005375848

On the existence and uniqueness of JML estimates for the partial credit model

Bertoli-Barsotti, Lucio - In: Psychometrika 70 (2005) 3, pp. 517-531

Persistent link: https://www.econbiz.de/10005376331

Operators for the adjudication of conflicting claims

Thomson, William; Yeh, Chun-Hsien - University of Rochester - Center for Economic Research … - 2006

We consider the problem of dividing some amount of an infinitely divisible and homogeneous resource among agents having claims on this resource that cannot be jointly honored. A "rule" associates with each such problem a feasible division. Our goal is to uncover the structure of the space of...

Persistent link: https://www.econbiz.de/10005200806

CONVEXIDAD EN LA RELACIÓN PRECIO-RESULTADO Y PRECIO-FONDOS PROPIOS. FUNDAMENTOS TEÓRICOS Y EVIDENCIA EMPÍRICA EN EL CASO ESPAÑOL

Vázquez, Pablo - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2005

Based on two theoretical works, Burgstahler y Dichev (1997) and Zhang (2000), this paper tests an option-style valuation approach whose main prediction is that market value is a convex function of both earnings and book value, where the function depends on the relative values of earnings and...

Persistent link: https://www.econbiz.de/10005212550

General Properties of Rational Stock-Market Fluctuations

Mele, Antonio - Econometric Society - 2004

Which pricing kernel restrictions are needed to make low dimensional Markov models consistent with given sets of predictions on aggregate stock-market fluctuations ? This paper develops theoretical test conditions addressing this and related reverse engineering issues arising within a fairly...

Persistent link: https://www.econbiz.de/10005342258

L'a priori et l'a posteriori en Economie

MONGIN, Philippe - HEC Paris (École des Hautes Études Commerciales) - 2006

A previous article investigated the semantic distinction between the analytical and the synthetic, and applied it to microeconomics; in the present one, the fundamental propositions of this field come to terms with the epistemological distinction between the a priori and the a posteriori (or...

Persistent link: https://www.econbiz.de/10005021593

A note on NTU convexity

Hendrickx, Ruud; Timmer, Judith; Borm, Peter - In: International Journal of Game Theory 31 (2002) 1, pp. 29-37

For cooperative games with transferable utility, convexity has turned out to be an important and widely applicable … concept. Convexity can be defined in a number of ways, each having its own specific attractions. Basically, these definitions … interpretation. For games with nontransferable utility, however, the literature mainly focuses on two kinds of convexity, ordinal and …

Persistent link: https://www.econbiz.de/10005155714

Convergence of the minimal sets under convexity in vector optimization

Enrico, Miglierina; Elena, Molho - Facoltà di Economia, Università degli Studi dell'Insubria - 2003

We study the behaviour of the minimal sets of a sequence of convex sets An converging to a given set A. Under suitable assumptions involving only the structure of the single sets An, we obtain the lower convergence of MinAn to MinA. In a reflexive Banach space ordered by a closed convex cone...

Persistent link: https://www.econbiz.de/10005264642

Duration & convexity

Wolke, Thomas - 1996

Persistent link: https://www.econbiz.de/10004301188

Note---Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives

Glynn, Peter W. - In: Management Science 38 (1992) 9, pp. 1360-1366

In this note, we further develop the pathwise convexity approach introduced by Hu (1991) to prove consistency of …

Persistent link: https://www.econbiz.de/10009214864