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In a dynamic investment situation, the right timing of portfolio revisions and adjustments is essential to sustain long-term growth. A high rebalancing frequency reduces the portfolio performance in the presence of transaction costs, whereas a low rebalanc ...
In the spirit of Bjork-DiMasi-Kabanov-Runggaldier, we investigate term structure models driven by Wiener process and Poisson measures with forward curve dependent volatilities. This includes a full existence and uniqueness proof for the corresponding Heath ...
Richer and healthier agents tend to hold riskier portfolios and spend proportionally less on health expenditures. Potential explanations include health and wealth effects on preferences, expected longevity or disposable total wealth. Using HRS data, we per ...
A large body of empirical evidence suggests that beliefs systematically deviate from perfect rationality. Much of the evidence implies that economic agents tend to form forecasts that are excessively influenced by recent changes. We present a parsimonious ...
This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel (2010). We characterize the set of equilibria for this portfolio management game and show that there exists a unique Pareto optimal equili ...
Providing safe, clean and affordable energy supply is essential for meeting the basic needs of human society and for supporting economic growth. From the historical perspective, the constantly growing energy use was one of the main factors, which drove the ...
Face à l’accélération du processus d’étalement urbain et aux changements significatifs du paysage qui en découlent en Europe, cet article s’interroge sur la possibilité de trouver des indicateurs permettant de mettre en évidence les régions sujettes à l’ét ...
A detailed thermo-economic model combining thermodynamics with economic analysis and considering different technological alternatives for the thermochemical production of liquid fuels from lignocellulosic biomass is presented. Energetic and economic models ...
Background - Nucleus pulposus degeneration is a very common musculo-skeletal pathology, which is in part responsible for low back pain, a pandemic medical problem. Artificial hydrogels are being investigated by research group around the world for the purpo ...
A systematic framework is developed for the thermo-environomic modeling, analysis and optimization of fuel decarbonization processes using precombustion routes to decarbonize the fuel by CO2 removal before burning the purified H2-rich gas in a gas turbine ...
