Search Results - subject:"relative value"

Market competition, labor value and price : a Marxist disequilibrium theoretical and empirical framework

Feng, Zhao; Zhang, Jianbao; Luo, Zhen - In: China political economy 7 (2024) 1, pp. 47-71

the relative prices of commodities is determined by the relative value, the rate of surplus-value and the technical …

Persistent link: https://www.econbiz.de/10015121148

Market competition, labor value and price: A Marxist disequilibrium theoretical and empirical framework

Feng, Zhao; Zhang, Jianbao; Luo, Zhen - In: China Political Economy (CPE) 7 (2024) 1, pp. 47-71

the relative prices of commodities is determined by the relative value, the rate of surplus-value and the technical …

Persistent link: https://www.econbiz.de/10015411226

The relative value of suicide prevention in health care priority setting

Andrén, Daniela; Laitila, Thomas; Ryen, Linda; … - 2023

This article investigates how the Swedish population values a reduction in the number of suicides in relation to other life-saving interventions within the health care sector. An online discrete choice experiment was conducted with a sample of 1000 Swedish members of the web panel Userneeds to...

Persistent link: https://www.econbiz.de/10014441929

The use of principal component analysis (PCA) in building yield curve scenarios and identifying relative-value trading opportunities on the Romanian government bond market

Oprea, Andreea - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-37

become more synchronized, leading to higher correlations between tenors. We also employ PCA to check for relative-value (RV …

Persistent link: https://www.econbiz.de/10014332448

The determinants of bank profitability and risk: A random forest approach

Al-Maskati, Nawaf - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-15

profitability using random forest's relative value importance measure. The results show that a bank's profitability is largely …

Persistent link: https://www.econbiz.de/10015074331

The use of principal component analysis (PCA) in building yield curve scenarios and identifying relative-value trading opportunities on the Romanian government bond market

Oprea, Andreea - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-37

become more synchronized, leading to higher correlations between tenors. We also employ PCA to check for relative-value (RV …

Persistent link: https://www.econbiz.de/10013273600

The determinants of bank profitability and risk : a random forest approach

Al-Maskati, Nawaf - In: Cogent economics & finance 10 (2022) 1, pp. 1-15

profitability using random forest’s relative value importance measure. The results show that a bank’s profitability is largely …

Persistent link: https://www.econbiz.de/10013464653

Hedge fund treasury trading and funding fragility : evidencefrom the COVID-19 crisis

Kruttli, Mathias S.; Monin, Phillip J.; Petrasek, Lubomir; … - 2021

Persistent link: https://www.econbiz.de/10012609327

Strong convergence and dynamic economic models

Bray, Robert L. - In: Quantitative Economics 10 (2019) 1, pp. 43-65

Morton and Wecker (1977) stated that the value iteration algorithm solves a dynamic program's policy function faster than its value function when the limiting Markov chain is ergodic. I show that their proof is incomplete, and provide a new proof of this classic result. I use this result to...

Persistent link: https://www.econbiz.de/10012215366

Strong convergence and dynamic economic models

Bray, Robert L. - In: Quantitative economics : QE ; journal of the … 10 (2019) 1, pp. 43-65

Persistent link: https://www.econbiz.de/10011994824