Search Results - subject:"Homogenization"

Do syndicated loans influence systemic risk? : an empirical analysis of the Canadian syndicated loan market

Drapeau, Line; Champagne, Claudia - In: Review of economics & finance 5 (2015) 4, pp. 22-41

Persistent link: https://www.econbiz.de/10011411142

Together or separate? : post-conflict partition, ethnic homogenization, and the provision of public schooling

Swee, Eik Leong - In: Journal of public economics 128 (2015), pp. 1-15

Persistent link: https://www.econbiz.de/10011432182

Asymptotics for fixed transaction costs

Altarovici, Albert; Muhle-Karbe, Johannes; Soner, Halil - In: Finance and Stochastics 19 (2015) 2, pp. 363-414

<Para ID="Par1">An investor with constant relative risk aversion trades a safe and several risky assets with constant investment opportunities. For a small fixed transaction cost, levied on each trade regardless of its size, we explicitly determine the leading-order corrections to the frictionless value...</para>

Persistent link: https://www.econbiz.de/10011241197

Sonication-assisted homogenization system for improved lipid extraction from Chlorella vulgaris

Park, Ji-Yeon; Lee, Kyubock; Choi, Sun-A; Jeong, Min-Ji; … - In: Renewable Energy 79 (2015) C, pp. 3-8

sonication-assisted homogenization system for lipid extraction from Chlorella vulgaris was evaluated. To that end, lipid … the C. vulgaris was 360.2 mg/g cell. The combination of sonication and homogenization broke up the microalgal cell walls … of either homogenization or sonication. Further, chloroform-methanol, as a recovery solvent, significantly enhanced lipid …

Persistent link: https://www.econbiz.de/10011208728

Homogenization of random parabolic operators. Diffusion approximation

Kleptsyna, M.; Piatnitski, A.; Popier, A. - In: Stochastic Processes and their Applications 125 (2015) 5, pp. 1926-1944

This paper deals with homogenization of divergence form second order parabolic operators whose coefficients are …

Persistent link: https://www.econbiz.de/10011209767

Homogenization of parabolic equations with large time-dependent random potential

Gu, Yu; Bal, Guillaume - In: Stochastic Processes and their Applications 125 (2015) 1, pp. 91-115

This paper concerns the homogenization problem of a parabolic equation with large, time-dependent, random potentials in … high dimensions d≥3. Depending on the competition between temporal and spatial mixing of the randomness, the homogenization …

Persistent link: https://www.econbiz.de/10011077897

The efficient market hypothesis through the eyes of an artificial technical analyst

Timur Yusupov - 2007

The academic literature has been reluctant to accept technical analysis as a rational strategy of traders in financial markets. In practice traders and analysts heavily use technical analysis to make investment decisions. To resolve this incongruence the aim of this study is to translate...

Persistent link: https://www.econbiz.de/10009428999

Trading with small price impact

Moreau, Ludovic; Muhle-Karbe, Johannes; Soner, Halil Mete - 2014

An investor trades a safe and several risky assets with linear price impact to maximize expected utility from terminal wealth. In the limit for small impact costs, we explicitly determine the optimal policy and welfare, in a general Markovian setting allowing for stochastic market, cost, and...

Persistent link: https://www.econbiz.de/10010338746

Product-based cultural change: Is the village global?

Maystre, Nicolas; Olivier, Jacques; Thoenig, Mathias; … - In: Journal of international economics 92 (2014) 2, pp. 212-230

Persistent link: https://www.econbiz.de/10010439205

Product-based cultural change: Is the village global?

Maystre, Nicolas; Olivier, Jacques; Thoenig, Mathias; … - In: Journal of International Economics 92 (2014) 2, pp. 212-230

We provide a model of product-based cultural change where trade integration leads to cultural convergence. A standard trade model of Dixit–Stiglitz monopolistic competition is coupled with a micro-founded model of cultural dynamics. We show that access to varieties that are attached to a...

Persistent link: https://www.econbiz.de/10010744266