Showing 121 - 124 of 124
The 'environmental Kuznets curve' (EKC) refers to an inverted-U-shaped relationship between some pollutant level and per capita income, i.e., the environmental quality deteriorates at early stages of economic growth and subsequently improves at a later stage. Since the early 1990s, a...
Persistent link: https://www.econbiz.de/10008462576
Persistent link: https://www.econbiz.de/10004949022
Intro -- CONTENTS -- Preface -- Program -- Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach M. Davis and S. Lleo -- Keywords: -- 1. Introduction -- 2. Analytical Setting -- 2.1 Overview -- 2.2 Factor Dynamics -- 2.3 Asset Market Dynamics -- 2.4 Portfolio Dynamics...
Persistent link: https://www.econbiz.de/10012689623
Intro -- CONTENTS -- PREFACE -- PROGRAM -- The Distribution of Returns at Longer Horizons -- 1. Introduction -- 2. Preliminary Evidence on Scaling and Accumulating i.i.d. Variates -- 3. Combining the Accumulation of i.i.d. Variates with Scaling -- 4. Estimating the Scaling Coefficients c, γ --...
Persistent link: https://www.econbiz.de/10012687053