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Computing Moral-Hazard Problems Using the Dantzig-Wolfe Decomposition Algorithm

Prescott, Edward Simpson - 2012

Linear programming is an important method for computing solutions to private information problems. The method is …

Persistent link: https://www.econbiz.de/10014219347

What Moves Stock Prices? The Role of News, Noise, and Information

Brogaard, Jonathan - 2019

We develop a return variance decomposition model to separate the role of different types of information and noise in … stock price movements. We disentangle four components: market-wide information, private firm-specific information revealed … through trading, firm-specific information revealed through public sources, and noise. Overall, 31% of the return variance is …

Persistent link: https://www.econbiz.de/10012900203

City intelligence for enhancing urban performance value : a conceptual study on data decomposition in smart cities

Kourtit, Karima - In: Asia-Pacific journal of regional science 5 (2021) 1, pp. 191-222

Persistent link: https://www.econbiz.de/10012488007

What moves stock prices? : the roles of news, noise, and information

Brogaard, Jonathan; Nguyen Thanh Huong; Putnins, Talis J.; … - In: The review of financial studies 35 (2022) 9, pp. 4341-4386

Persistent link: https://www.econbiz.de/10013350149

The public-private sector wage gap in Latvia

Vilerts, Karlis - In: Baltic journal of economics 18 (2018) 1, pp. 25-50

This study investigates the public-private sector wage gap in Latvia using microdata from the labour force survey. The severity of public sector wage cuts employed as a response to the economic crisis and subsequent recovery provides a test bed to analyse whether and how the public-private...

Persistent link: https://www.econbiz.de/10012010259

The sources of the union wage gap : the role of worker, firm, match, and jobtitle heterogeneity

Addison, John T.; Portugal, Pedro; Vilares, Hugo - 2018

Using matched employer-employee-contract data for Portugal - a country with near-universal union coverage - we find evidence of a sizable effect of union affiliation on wages. Gelbach's (2016) decomposition procedure is next deployed to ascertain the contributions of worker, firm, match, and...

Persistent link: https://www.econbiz.de/10011941280

Computing moral-hazard problems using the Dantzig-Wolfe decomposition algorithm

Prescott, Edward Simpson - 1998

Persistent link: https://www.econbiz.de/10000988863

Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm

Prescott, Edward Simpson - In: Journal of economic dynamics & control 28 (2004) 4, pp. 777-800

Persistent link: https://www.econbiz.de/10001854490

Computing Moral Hazard Problems Using the Dantzig-Wolfe Decomposition Algorithm

Prescott, Edward Simpson - 2012

Linear programming is an important method for computing solutions to private information problems. The method is …

Persistent link: https://www.econbiz.de/10013102605

Canonical decomposition of linear transformations of two independent Brownian motions

Föllmer, Hans; Wu, Ching-Tang; Yor, Marc - 1998

Motivated by the Kyle-Back model of “insider trading”, we consider certain classes of linear transformations of two independent Brownian motions and study their canonical decomposition as semimartingales in their own filtration. In particular we characterize those transformations which...

Persistent link: https://www.econbiz.de/10009578007