a new technique for calibrating asset pricing models

... performed on a real data for direct beam solar radiation and ambient temperature measured by solar radiation and meteorological station lo-cated at National Research Institute of Astronomy and Geo-physics ... the standard devi-ation of loss of load probability and another two new parame-ters, annual number of system failures and standard deviation of annual number of failures are considered, and the ... Genetic Algorithm (GA) is gradient-free, parallel optimization algorithms that use a performance criterion for evaluation and a population of possible solutions to the search for a global optimum GA

Ngày tải lên: 13/01/2020, 12:03

... Johannes and Sundaresan [2007], and Fuijii and Takahahsi [2012] model collateralization via a cost-of-collateral instantaneous rate Piterbarg [2010] regards collateral as a regular asset and uses ... that may provide additional statistical and financial insights Swap rate is the fixed rate that sets the market value of a swap at initiation to zero ISDAFIX provides average mid-market swap rates ... year swap rate 4.3327% 4 year swap rate 4.3770% 5 year swap rate 4.4213% 6 year swap rate 4.4679% Trang 137 year swap rate 4.5120% 8 year swap rate 4.5561% 9 year swap rate 4.5952% 10 year swap

Ngày tải lên: 23/07/2020, 01:22

... Mittal University of Delhi, India Nabeel Hasan Centre for Management Studies, JMI University New Delhi, India Abstract Conventional asset pricing models like Capital Asset Pricing Model (CAPM) ... moments have marginal role in explaining asset price It is seen that conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating return on traded assets ... Trang 1Market Risk Premium Violations in Asset Pricing Models – A Higher Order Moments Approach Pankaj Kumar Gupta Centre for Management Studies, JMI University New Delhi, India Prabhat Mittal

Ngày tải lên: 01/09/2020, 13:47

... India Nabeel Hasan Centre for Management Studies, JMI University New Delhi, India Abstract Conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating ... moments have marginal role in explaining asset price It is seen that conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating return on traded assets ... Trang 1Market Risk Premium Violations in Asset Pricing Models– A Higher Order Moments Approach Pankaj Kumar Gupta Centre for Management Studies, JMI University New Delhi, India Prabhat Mittal

Ngày tải lên: 16/09/2020, 19:42

... Mittal University of Delhi, India Nabeel Hasan Centre for Management Studies, JMI University New Delhi, India Abstract Conventional asset pricing models like Capital Asset Pricing Model (CAPM) ... moments have marginal role in explaining asset price It is seen that conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating return on traded assets ... Trang 1Market Risk Premium Violations in Asset Pricing Models – A Higher Order Moments Approach Pankaj Kumar Gupta Centre for Management Studies, JMI University New Delhi, India Prabhat Mittal

Ngày tải lên: 17/09/2020, 19:46

... Mittal University of Delhi, India Nabeel Hasan Centre for Management Studies, JMI University New Delhi, India Abstract Conventional asset pricing models like Capital Asset Pricing Model (CAPM) ... moments have marginal role in explaining asset price It is seen that conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating return on traded assets ... Trang 1Market Risk Premium Violations in Asset Pricing Models – A Higher Order Moments Approach Pankaj Kumar Gupta Centre for Management Studies, JMI University New Delhi, India Prabhat Mittal

Ngày tải lên: 30/12/2020, 16:20

... Mittal University of Delhi, India Nabeel Hasan Centre for Management Studies, JMI University New Delhi, India Abstract Conventional asset pricing models like Capital Asset Pricing Model (CAPM) ... moments have marginal role in explaining asset price It is seen that conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating return on traded assets ... Trang 1Market Risk Premium Violations in Asset Pricing Models – A Higher Order Moments Approach Pankaj Kumar Gupta Centre for Management Studies, JMI University New Delhi, India Prabhat Mittal

Ngày tải lên: 15/07/2022, 22:07

... India Nabeel Hasan Centre for Management Studies, JMI University New Delhi, India Abstract Conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating ... moments have marginal role in explaining asset price It is seen that conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating return on traded assets ... Trang 1Market Risk Premium Violations in AssetPricing Models – A Higher Order Moments Approach Pankaj Kumar Gupta Centre for Management Studies, JMI University New Delhi, India Prabhat Mittal

Ngày tải lên: 23/10/2022, 09:31

... Mittal University of Delhi, India Nabeel Hasan Centre for Management Studies, JMI University New Delhi, India Abstract Conventional asset pricing models like Capital Asset Pricing Model (CAPM) ... moments have marginal role in explaining asset price It is seen that conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating return on traded assets ... Trang 1Market Risk Premium Violations in Asset Pricing Models – A Higher Order Moments Approach Pankaj Kumar Gupta Centre for Management Studies, JMI University New Delhi, India Prabhat Mittal

Ngày tải lên: 23/10/2022, 22:44

... Mittal University of Delhi, India Nabeel Hasan Centre for Management Studies, JMI University New Delhi, India Abstract Conventional asset pricing models like Capital Asset Pricing Model (CAPM) ... moments have marginal role in explaining asset price It is seen that conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating return on traded assets ... Trang 1Market Risk Premium Violations in Asset Pricing Models – A Higher Order Moments Approach Pankaj Kumar Gupta Centre for Management Studies, JMI University New Delhi, India Prabhat Mittal

Ngày tải lên: 28/11/2022, 22:56

... Mittal University of Delhi, India Nabeel Hasan Centre for Management Studies, JMI University New Delhi, India Abstract Conventional asset pricing models like Capital Asset Pricing Model (CAPM) ... risk and return relationship in Pakistan stock market but higher moments have marginal role in explaining asset price It is seen that conventional asset pricing models like Capital Asset Pricing ... The assets are assumed to have limited liability and returns are received in the form of capital gains We assume capital markets are perfectly competitive with absence of taxes and transactions

Ngày tải lên: 28/07/2023, 16:07

... Mittal University of Delhi, India Nabeel Hasan Centre for Management Studies, JMI University New Delhi, India Abstract Conventional asset pricing models like Capital Asset Pricing Model (CAPM) ... moments have marginal role in explaining asset price It is seen that conventional asset pricing models like Capital Asset Pricing Model (CAPM) are not efficient in estimating return on traded assets ... Trang 1Market Risk Premium Violations in Asset Pricing Models – A Higher Order Moments Approach Pankaj Kumar Gupta Centre for Management Studies, JMI University New Delhi, India Prabhat Mittal

Ngày tải lên: 13/11/2023, 05:35

... USA Association for Computational Linguistics. Adam L Berger, Vincent J Della Pietra, and Stephen A. Della Pietra 1996 A maximum entropy approach to natural language processing Computational ... Head-Driven Statistical Models for Natural Language Parsing Ph.D thesis, Univer-sity of Pennsylvania. Michael Collins 2003 Head-driven statistical models for natural language parsing Computational Linguis-tics, ... 29(4):589–637. Pascale Fung, Grace Ngai, Yongsheng Yang, and Ben-feng Chen 2004 A maximum-entropy Chinese parser augmented by transformation-based learning ACM Transactions on Asian Language Information

Ngày tải lên: 17/03/2014, 00:20

... catalytic proton enhances the rate dramatically both in the separated a and b chains, by a factor of more than 106per mole for state A and state B as well In this proton catalysis, the distal ... dissociable group XH with pK1¼ 6.1), which is located at position 58 for the a chain and at position 63 for the b chain, appears to participate by a proton-relay mechanism the same as in mammalian ... too-small amino acid side chain (Tacoma) or a too-large side chain (Peterborough), the introduction of a charged or very polar group (Castilla, Khartoum, J Guantanamo), and the deletion of amino acid

Ngày tải lên: 17/03/2014, 10:20

... Integrated management • Making risk management an integral and vital part of project management • Adapting risk management methods and tools to a project’s infrastructure and culture Trang 12SEI ... 8].Kloman summarized the meaning of risk management in the context of a number of different disciplines in an article for Risk Analysis: What is risk management? To many social analysts, politicians, ... administrators itmay mean ‘quality assurance.’ To safety professionals it is reducingaccidents and injuries [Kloman 90, p 20] Kloman Paraphrase of Rowe Risk management is a discipline for living

Ngày tải lên: 23/03/2014, 23:21

... limitations has led to a situation where damage is continuing and has placed many important items at risk This has created an urgent need for a technique that can capture the information in each ... 125–135, 1997 E Prados, F Camilli, and O Faugeras, A unifying and rigorous shape from shading method adapted to realistic data and applications,” Journal of Mathematical Imaging and Vision, vol ... intensity values are normalized to one, and the scale factor, the Gaussian amplitude α, is saved as the attenuation factor for that pixel Then a nonlinear Gaussian fit is performed on the normalized...

Ngày tải lên: 21/06/2014, 20:20

... hyperuricemia [21-24] Contemporary use of alkalinization, hydration and rasburicase at 0.10 mg/kg for 3-5 days maintains the same efficacy [25] Anyway, we may have favourable issues by changing the ... prevent and treat hyperuricemia include allopurinol and alkalinization, associated with an aggressive hydration Rasburicase presents various features that give it a more favourable profile than standard ... because each metabolic derangement is associated with remarkable clinical manifestations Hyperuricemia and hyperphosphatemia severely worsen renal functionality; hyperkalemia and hypocalcemia...

Ngày tải lên: 31/10/2012, 14:59

... lives AFFIRMATIONS Jeff Staniforth, the creator of Sculptor 3, an amazing software that can make affirmations work for anyone, has this to say about affirmations: “By definition, an affirmation ... poem like a mantra as often as I can remember: Thank you for the abundance, Thank you for the wealth; Thank you for all the happiness, Protections and Good Health Repeat this mantra consistently ... a certain prejudice towards certain people or race, try to make an extra effort to love them unconditionally For example, if you are biased against Muslims in general, make an extra effort to...

Ngày tải lên: 15/12/2013, 06:15

... component on a PC is that there are a wide variety of devices available for the PC platform, as opposed to the UNIX platform This also has an important practical advantage in that a much Fig 14.2 ... this as an input to a separate "playback" application The "playback" is not strictly a playback in the sense that users are still allowed to move about and interact in the virtual world An example ... used for VR applications Currently, all major UNIX workstation vendors have specific platforms targeted to the VR market These workstations usually have a enhanced graphics performance and specific...

Ngày tải lên: 23/01/2014, 07:20

... Upgrade, and Increase Monitoring, Data Analysis and Management; • Plan for and Adapt to Sea Level Rise; and • Identify and Fund Focused Climate Change Impacts and Adaptation Research and Analysis ... changes associated with climate change are already having a significant biological impact across a broad range of natural systems For example, across North America, plants are leafing out and ... the capacity of many organisms to adapt in this classical sense U.S natural resource managers and conservationists are accelerating their plans and actions for climate change adaptation, in large...

Ngày tải lên: 25/01/2014, 20:20