Search Results - subject:"Exercise."

On the possibility of Paretian liberalism: a comment

Gaertner, Wulf - In: Theory and Decision 95 (2022) 2, pp. 361-363

In 1981, the property of self-supporting preferences was shown to be a sufficient condition to circumvent Sen's famous impossibility result on Paretian liberalism. A similar condition was proposed by Dougherty and Edward in a very recent issue of this journal. The present comment sheds light on...

Persistent link: https://www.econbiz.de/10015166255

Recovery across different temporal settings : how lunchtime activities influence evening activities

Sianoja, Marjaana; Syrek, Christine; De Bloom, Jessica; … - In: Scandinavian journal of work and organizational … 7 (2022) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10013465972

Self-control and unhealthy body weight: the role of impulsivity and restraint

Cobb-Clark, Deborah A.; Dahmann, Sarah C.; Kamhöfer, … - 2022

We examine the relationship between trait self-control and body weight. Data from a population representative household survey reveal that limited self-control is strongly associated with both objective and subjective measures of unhealthy body weight. Those with limited self-control are...

Persistent link: https://www.econbiz.de/10012804211

Drivers of smoking and physical activity in Russia : do individual time preferences matter?

Kossova, Tatiana V.; Kossova, Elena V.; Sheluntcova, … - In: Russian journal of economics 8 (2022) 4, pp. 381-390

This article analyzes the relationship between individual decisions to smoke and to do physical exercises. It is assumed that individual time preferences play a major role in explaining individual health behavior. The database is the special survey of Russians' lifestyle conducted in 2017. A...

Persistent link: https://www.econbiz.de/10015394280

Information security risk assessment using situational awareness frameworks and application tools

Chandra, Nungky Awang; Ramli, Kalamullah; Ratna, Anak … - In: Risks : open access journal 10 (2022) 8, pp. 1-26

based on Annex ISO 27001:2013. The risk assessment method used is the direct testing method, namely audit, exercise and … exercise method are 75% with low and moderate risk levels. On the other hand, the results with the penetration test method are …

Persistent link: https://www.econbiz.de/10013365598

Optimal exercise frontier of Bermudan options by simulation methods

Xie, Dejun; Edwards, David A.; Wu, Xiaoxia - In: International journal of financial engineering 9 (2022) 3, pp. 2250013-1-2250013-20

Persistent link: https://www.econbiz.de/10013367611

To jump or not to jump : momentum of jumps in crude oil price volatility prediction

Zhang, Yaojie; Wang, Yudong; Ma, Feng; Wei, Yu - In: Financial innovation : FIN 8 (2022), pp. 1-31

A well-documented finding is that explicitly using jumps cannot efficiently enhance the predictability of crude oil price volatility. To address this issue, we find a phenomenon, "momentum of jumps" (MoJ), that the predictive ability of the jump component is persistent when forecasting the oil...

Persistent link: https://www.econbiz.de/10013272635

On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility

Chen, Wenting; Zhu, Song-Ping - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-19

The behavior of the optimal exercise price of American puts near expiry has been well studied under the Black …-Scholes model as a result of a series of publications. However, the behavior of the optimal exercise price under a stochastic … evaluated under the Black-Scholes model, while the leading-order term of the optimal exercise price remains almost the same as …

Persistent link: https://www.econbiz.de/10013273116

Optimal exercise of American put options near maturity : a new economic perspective

Battauz, Anna; De Donno, Marzia; Gajda, Janusz; Sbuelz, … - In: Review of derivatives research 25 (2022) 1, pp. 23-46

Persistent link: https://www.econbiz.de/10013191376

The impact of negative interest rates on the pricing of options written on equity : a technical study for a suitable estimate of early termination

Bottasso, Anna; Bruno, Lorenzo; Giribone, Pier Giuseppe - In: Risk management magazine 17 (2022) 3, pp. 25-41

early exercise, thus expanding the existing literature. The two following paragraphs are dedicated to describing the models …

Persistent link: https://www.econbiz.de/10013501175