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UW Researcher Helps Quantify Grasslands’ Carbon Storage Value
UW Researcher Quantify Grasslands’ Carbon Storage Value
2017/4/27
When grasslands feature a wide array of plant species, they provide a variety of benefits for humans and animals, including enhanced carbon storage capacity that can be quantified economically, accord...
《Value and Capital Management》中文版出版推进会顺利召开（图）
上海财经大学 Value and Capital Management 保险 资产管理 推进会
2016/8/26
2016年8月22日，《Value and Capital Management》中文版出版推进会在上海财经大学出版社召开。上海财经大学副校长陈信元，全球最大的保险和资产管理集团之一——安联集团首席风险官、《Value and Capital Management》一书的作者托马斯·威尔逊（Thomas C. Wilson），安联中国风险管理部首席风险官张晋燕，上海财经大学出版社总编辑黄磊，本书部...
Estimating the Value-at-Risk from High-frequency Data
Data augmentation Gibbs sampler Quadratic variation Time changed Brownian motion
2016/1/27
We present two alternative approaches for estimating VaR. Both approaches are based on the observation that each trading day is very diverse and we can observe K different phases of the trading day. W...
Common-Value Auctions with Liquidity Needs: An Experimental Test of a Troubled Assets Reverse Auctions
financial crisis uniform-price auction clock auction
2015/9/23
We report the results of an experimental test of alternative auction designs suitable for pricing
and removing troubled assets from banks’ balance sheets as part of the financial rescue
planned by t...
Patternsin the cross-section of returns from stocks bought for vouchers in Mongolia’s privatization program mirror those fromdeveloped countries. Stocksin companies withhigh book-to-market ratiossubse...
Search models of monetary exchange have typically relied on Nash (1950) bargaining, orstrategic games that yield an equivalent outcome, to determine the terms of trade. By considering alternative axio...
Randomization,Endogeneity and Laboratory Experiments:The Role of Cash Balances in Private Value Auctions
Randomization Endogeneity Laboratory Experiments Cash Balances Private Value Auctions
2015/9/18
From a theoretical perspective, cash balances are thought to play a role in common value auctions because of limited liability. However, they have also been found to be important in common value aucti...
In a two-stage auction women are significantly more likely to go bankrupt than men,bidding more aggressively than the men in both phases of the auction process.
The Value of Urban Amenities
Urban Amenities Value
2015/9/18
The Value of Urban Amenities。
Shapley Value Estimation for Compensation of Participants in Demand Response Programs
Economics power system economics
2015/8/12
Designing fair compensation mechanisms for demand response (DR) is challenging. This paper models the problem in a game theoretic setting and designs a payment distribution mechanism based on the Shap...
Firms and Credit Constraints along the Global Value Chain: Processing Trade in China
global value chain processing trade
2015/7/21
Global value chains (GVCs) allow firms to produce and export final goods, or to perform
only intermediate stages of production by processing imported inputs for re-exporting. We examine
how financ...
Global value chains and multinational activity with financial frictions
financial frictions Global value chains
2015/7/21
The increasing fragmentation of production across firm and country boundaries has
transformed international trade over the last few decades. At the same time, cumulating
evidence indicates that fi...
Solving nonlinear dynamic stochastic models: An algorithm computing value function by simulations
Nonlinear stochastic models Value function Parameterized expectations Monte Carlo simulations Numerical solutions
2015/7/21
This paper presents an algorithm for solving nonlinear dynamic stochastic models that computes value function by simulations. We argue that the proposed algorithm can be a useful alternative to the ex...
The Value of Information in a Sealed Bid Auction.
Empirical Evidence on the Value of Pharmaceuticals
Empirical Evidence the Value Pharmaceuticals
2015/7/17
The last several decades have seen dramatic increases in overall medical spending as a share of GDP. While debate continues about the exact source of this increased spending, evidence suggests that it...