Math Financ Econ 1:81–102, The consumption-based determinants of the term struc- ture of discount rates, Mathematics and Financial Economics, 2, 81-101.Gollier, C., 2007, The consumption-based determinants of the term structure of discount rates, Mathematical and Finan...
In Section 3, we propose some mathematical definitions of this anomaly as well as the general definition of a non-separable discount function, providing the expression of the instantaneous discount rate in this case. This parameter will become a key concept to describe the magnitude effect. More...
At the time the surveys were conducted, Blu-ray was a nascent technology providing high-definition video. Blu-ray had just won a standards war against the competing HD DVD format and received much attention in the press. Thus, the technology was likely of interest to many survey participants,...
In this case, there is no ambiguity in the definition the arbitrage-free price of any European contingent claim with maturity T. In fact, in this complete market which is set in continuous time, this value is none other than the value of any replicating portfolio. Moreover, prices may be...
The subject-specific discount rate was treated as an independent variable on the basis of its trait-like definition, while the variables indexing the attitudes about pandemic-related uncertainty, such as risk perception, were treated as potential modulators (i.e., state-like) of the association ...
The question is legitimate because difficulties in understanding capital still exist, and there is no clear definition of this important concept. The second question (ii) has to do with the benchmark value of the rate of capital expansion on an annual basis, the basic astronomical cycle at the...
Based on Me’s definition in Equations (81) and (82), the General Fuzzy Measure was determined as Equation (83), as a settable parameter in regard to λ. The λ coefficient is a pessimistic-optimistic parameter; the neared it was to zero, the more pessimistic our calculations were and ...
Based on Me’s definition in Equations (81) and (82), the General Fuzzy Measure was determined as Equation (83), as a settable parameter in regard to λ. The λ coefficient is a pessimistic-optimistic parameter; the neared it was to zero, the more pessimistic our calculations were and ...
Ates and Luzzini [11] provided a comprehensive framework of the complexity of the supply network, including its definition, effects, antecedents, and categorization. Govindan et al. [12] reviewed studies on supply chain networks under uncertainty and categorized uncertain environments and sources of ...
Finally, v F ∉ B d by the definition of v F . Let v = v 2 ≥ v 1 , v ∈ V ∗ . If v 2 ≥ v M ( δ F ) then v ∈ B b ( δ F ) by the geometry. Similarly, if v 2 ≤ v M ( δ F ) then v ∈ B d ( δ F ) . Appendix A.3. Group IIIc This ...