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Mutual fund risk and market share-adjusted fund flows
Spiegel, Matthew; Zhang, Hong - In: Journal of Financial Economics 108 (2013) 2, pp. 506-528
in these studies can yield false convexity estimates. We show that such heterogeneity obtains in practice. Along these … to hold. Moreover, convexity with fractional flows (which we confirm) largely disappears in a conditional analysis that …. Using this alternative specification, we again find no evidence of convexity in the flow-performance relation. We conclude …
Persistent link: https://www.econbiz.de/10010664045
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Convexity and marginal contributions in bankruptcy games
Plata-Perez, Leobardo; Sanchez-Perez, Joss - In: EconoQuantum, Revista de Economia y Negocios 8 (2011) 1, pp. 61-72
En este trabajo analizamos dos definiciones naturales de convexidad para los juegos de bancarrota, una de ellas fue introducida por Aumann y Maschler (1985). En particular, mostramos que la convexidad, entendida como contribuciones marginales crecientes, no se satisface en el juego presentado...
Persistent link: https://www.econbiz.de/10010628397
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The flow-performance relationship around the world
Ferreira, Miguel A.; Keswani, Aneel; Miguel, Antonio F.; … - In: Journal of Banking & Finance 36 (2012) 6, pp. 1759-1780
the mutual fund industry. Higher country-level convexity is positively associated with higher levels of risk taking by …
Persistent link: https://www.econbiz.de/10010574850
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Recontracting and stochastic stability in cooperative games
Newton, Jonathan - In: Journal of Economic Theory 147 (2012) 1, pp. 364-381
cooperative game. Unlike its predecessors in the evolution/learning literature, this is achieved without assumptions of convexity …
Persistent link: https://www.econbiz.de/10010582585
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Dominating Sets for Convex Functions with some Applications
Carrizosa, E.; Frenk, J.B.G. - Erasmus University Rotterdam, Econometric Institute - 1996
optimal solution) enjoying properties such as compactness or convexity. In this note we address the problem of constructing …
Persistent link: https://www.econbiz.de/10008584717
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Constrained estimation using judgment post-stratification
Frey, Jesse; Ozturk, Omer - In: Annals of the Institute of Statistical Mathematics 63 (2011) 4, pp. 769-789
Persistent link: https://www.econbiz.de/10009149884
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A Note on the Convexity of Service-Level Measures of the (r, q) System
Zhang, Hongtao - In: Management Science 44 (1998) 3, pp. 431-432
This note gives a simple proof that in a (r, q) system the average outstanding backorders and the average stockouts per unit time are jointly convex in the two control variables q and r.
Persistent link: https://www.econbiz.de/10009197306
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Convexity of Bertrand oligopoly TU-games with differentiated products
Lardon, Aymeric - HAL - 2010
that the convexity property holds for this class of games. Then, following Chander and Tulkens (1997) we consider the gamma …
Persistent link: https://www.econbiz.de/10008791487
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ON THE SUPERMODULARITY OF HOMOGENEOUS OLIGOPOLY GAMES
DRIESSEN, THEO; MEINHARDT, HOLGER - In: International Game Theory Review (IGTR) 12 (2010) 04, pp. 309-337
The main purpose is to prove the supermodularity (convexity) property of a cooperative game arising from an economical …
Persistent link: https://www.econbiz.de/10009018940
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Globalization and Country-Specific Service Links
Golub, Stephen S.; Jones, Ronald W.; Kierzkowski, Henryk - University of Rochester - Center for Economic Research … - 2007
The Jones-Kierzkowski model of global fragmentation of production draws attention to the cost and efficiency of “service links” connecting “production blocks” in different countries. Country-specific service links include transport and telecommunications infrastructure and the overall...
Persistent link: https://www.econbiz.de/10008833207