Search Results - subject:"aging effect"

An asset pricing approach to testing general term structure models

Christensen, Bent Jesper; Wel, Michel van der - In: Journal of financial economics 134 (2019) 1, pp. 165-191

Persistent link: https://www.econbiz.de/10012166772

A heterogeneous agents equilibrium model for the term structure of bond market liquidity

Schuster, Philipp; Gehde-Trapp, Monika; Uhrig-Homburg, … - 2016

We analyze the impact of market frictions on trading volume and liquidity premia of finite maturity assets when investors differ in their trading needs. Our equilibrium model generates a clientele effect (frequently trading investors only hold short-term assets) and predicts i) a hump-shaped...

Persistent link: https://www.econbiz.de/10011449872

A heterogeneous agents equilibrium model for the term structure of bond market liquidity

Schuster, Philipp; Trapp, Monika; Uhrig-Homburg, Marliese - 2016

Persistent link: https://www.econbiz.de/10011450065

Scheduling on parallel processors with varying processing times

Rudek, Radosław - In: Computers & operations research : and their … 81 (2017), pp. 90-101

Persistent link: https://www.econbiz.de/10011656013

A heterogeneous agents equilibrium model for the term structure of bond market liquidity

Schuster, Philipp; Gehde-Trapp, Monika; Uhrig-Homburg, … - 2013 - Rev.

We analyze the impact of market frictions on trading volume and liquidity premia of finite maturity assets when investors differ in their investment horizons. In equilibrium, short-horizon investors only invest in short-term assets and illiquidity spills over from short-term to long-term...

Persistent link: https://www.econbiz.de/10010248497

How do immigrants from Taiwan fare in the U.S. labor market?

Lin, Carl - In: The Singapore economic review : journal of the Economic … 61 (2016) 5, pp. 1-38

Persistent link: https://www.econbiz.de/10011616847

Single-machine common flow allowance scheduling with aging effect, resource allocation, and a rate-modifying activity

Ji, Min; Yao, Danli; Yang, Qinyun; Cheng, T. C. E. - In: International transactions in operational research : … 22 (2015) 6, pp. 997-1015

Persistent link: https://www.econbiz.de/10011489184

A heterogeneous agents equilibrium model for the term structure of bond market liquidity

Schuster, Philipp; Gehde-Trapp, Monika; Uhrig-Homburg, … - 2013

We analyze the impact of market frictions on trading volume and liquidity premia for finite maturity assets when investors differ in their investment horizons. In equilibrium, illiquidity spills over from short-term to long-term assets and trading concentrates on assets of intermediate maturity....

Persistent link: https://www.econbiz.de/10009767309

Scheduling problems with multiple due windows assignment and controllable processing times on a single machine

Yang, Dar-li; Lai, Chien-jung; Yang, Suh-jenq - In: International journal of production economics 150 (2014), pp. 96-103

Persistent link: https://www.econbiz.de/10010337580

A heterogeneous agents equilibrium model for the term structure of bond market liquidity

Schuster, Philipp; Trapp, Monika; Uhrig-Homburg, Marliese - Institut für Finanzmarktforschung, Wirtschafts- und … - 2013

Persistent link: https://www.econbiz.de/10010957225