搜索结果: 1-10 共查到“理论经济学 Partial”相关记录10条 . 查询时间(0.269 秒)
This paper examines the link between income and consumption inequality. We
create panel data on consumption for the Panel Study of Income Dynamics using
an imputation procedure based on food deman...
Real Estate Measurements Code (Partial)
partial measurements code property rights calculation
2011/9/11
The article focuses on the real estate partial measurements code implemented in China on August 1, 2000. It defines several terms including housing floor, property rights, and housing floor areas. It ...
Limit Theorems for Partial Hedging Under Transaction Costs
Limit Theorems Transaction Costs
2010/10/19
We study shortfall risk minimization for American options with path dependent payoffs under proportional transaction costs in the Black--Scholes (BS) model. We show that for this case the shortfall ri...
Limit Theorems for Partial Hedging Under Transaction Costs
Limit Theorems Partial Hedging Transaction Costs
2010/4/28
We study shortfall risk minimization for American options with path dependent payoffs under proportional transaction costs in the Black--Scholes (BS) model. We show that for this case the shortfall ri...
Portfolio optimization in a defaults model under full/partial information
Optimal investment default time default intensity,filtering dynamic program-ming principle
2010/4/27
In this paper, we consider a financial market with assets exposed to some risks inducing jumps in the asset prices, and which can still be traded after default times. We use a default-intensity modeli...
Portfolio optimization in a defaults model under full/partial information
Optimal investment default time default intensity filtering
2010/10/19
In this paper, we consider a financial market with assets exposed to some risks inducing jumps in the asset prices, and which can still be traded after default times. We use a default-intensity model...
Partial Cooperation and Non-Signatories Multiple Decision
noncooperative games cooperation public goods games
2009/7/17
In this paper we investigate partial cooperation between a portion of the players and the rest of the players who do not cooperate and play a Nash game having multiple equilibria. Some properties of ...
Heterogeneous Beliefs with Partial Observations
Heterogeneous Beliefs Partial Observations
2010/11/1
This paper examines a heterogeneous beliefs model in which there is a process that is only partially observed by the agents. The economy contains a risky asset producing dividends continuously in time...
Partial Equilibria with Convex Capital Requirements: Existence, Uniqueness and Stability
acceptance sets convex capital requirements incomplete markets mutually agreeable claims partial equilibrium allocation
2010/10/29
In an incomplete semimartingale model of a financial market, we consider several risk-averse financial agents who negotiate the price of a bundle of contingent claims. Assuming that the agents’ risk p...
Perfect and partial hedging for swing game options in discrete time
game options discrete time
2010/11/1
The paper introduces and studies hedging for game (Israeli) style extension of swing options considered as multiple exercise derivatives. Assuming that the underlying security can be traded without re...