This chapter focuses on examining how changes in the liquidity differential between nominal and TIPS yields influence optimal portfolio allocations in U.S. Treasury securities. Based on a nonparametric estimation technique and comparing the optimal allocation decisions of mean-variance and CRRA...

The problem of finding a template function that represents the common pattern of a sample of curves is considered. To address this issue, a novel algorithm based on a robust version of the isometric featuring mapping (Isomap) algorithm is developed. When the functional data lie on an unknown...

Purpose This study analyzes the role of cooperative behavior in facing the risk of encouraging innovative agricultural production projects by small-scale farmers in the context of farmers in developing countries. Design/methodology/approach A within-subjects field experiment was conducted with...