Showing 21 - 30 of 328
polytope is the set of all sharing vectors (elements from the unit simplex) such that each node gets at least as much as each …
Persistent link: https://www.econbiz.de/10011335203
A conflicting claims problem arises when a group of agents have claims over a resource that add up to more than it is available. Typical situations are the division of property among heirs, bankruptcy problems, tax distribution, or the global emissions budget. This paper introduces the R package...
Persistent link: https://www.econbiz.de/10014505377
Persistent link: https://www.econbiz.de/10011439325
Persistent link: https://www.econbiz.de/10010515790
Persistent link: https://www.econbiz.de/10011520783
Persistent link: https://www.econbiz.de/10011686281
Persistent link: https://www.econbiz.de/10011622233
exhibit a negative (positive) relationship and positive (negative) convexity. Practical implications Due to the curvature …
Persistent link: https://www.econbiz.de/10014989871
time Malmquist productivity indices. Danish vessels provide an illustration for the convexity issue. …
Persistent link: https://www.econbiz.de/10009444247
research answers the question whether it is possible to successfully use a convexity arbitrage strategy in a bond portfolio in … financial practice. It should provide a positive expected excess return and a small or zero potential loss. Convexity arbitrage … the same Macaulay Duration and price, but a different convexity at a certain yield to maturity point (YTM point). As the …
Persistent link: https://www.econbiz.de/10015074122