Showing 1 - 9 of 9
We report on initial studies of a quantum field theory defined on a lattice with multi-ladder geometry and the dilation …
Persistent link: https://www.econbiz.de/10012890115
This study examines the relative importance of liquidity risk for the time-series and cross-section of stock returns in the UK. We propose a simple way to capture the multidimensionality of illiquidity. Our analysis indicates that existing illiquidity measures have considerable asset specific...
Persistent link: https://www.econbiz.de/10012958646
A one-dimensional driven diffusive system with two types of particles and nearest neighbors’ interactions has been considered on a finite lattice with open boundaries. The particles can enter and leave the system from both ends of the lattice and there is also a probability for converting the...
Persistent link: https://www.econbiz.de/10010588440
measured by means of information theory, which is achieved by the application of the recently proposed data compressor wlzip …
Persistent link: https://www.econbiz.de/10011194040
In this paper, we introduce an incomplete-market dynamic investment model with a correlated background risk. In so … doing, we show the impact of background risk on the investment decisions. …
Persistent link: https://www.econbiz.de/10010874124
tolerance can result in the best promotion of cooperation. Furthermore, we investigate the coevolutionary dynamics of investment …
Persistent link: https://www.econbiz.de/10010590219
coefficients may be taken into account indirectly by resummation theories such as the y-expansion theory of Barboy and Gelbart or …
Persistent link: https://www.econbiz.de/10010872812
observable data. We formulate the theory of dipolaron solutions and analyze the screening effects for permanent and field … different from that of counterionic nano-complexes of Debye–Hückel theory of electrolytes. The limiting case of screening length …
Persistent link: https://www.econbiz.de/10011064193
The complicated nature of materials often necessitates a statistical approach to understanding and predicting their underlying physics. One such example is the empirical Weibull distribution used to describe the fracture statistics of brittle materials such as glass and ceramics. The Weibull...
Persistent link: https://www.econbiz.de/10010591344