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991.
Marco Nicolosi 《Decisions in Economics and Finance》2018,41(1):1-17
I consider the problem of portfolio optimization for a manager whose compensation is given by the sum of a constant and a variable term. The constant term is a fixed percentage of the managed funds that is payed to the manager independently of his performance. The variable term is a premium that is proportional to the profit earned by the manager over a benchmark at a certain evaluation date. I find the optimal strategy and the optimal portfolio value in the Black–Scholes setting when the benchmark is a linear combination of the risky asset and the money market account. 相似文献
992.
We introduce the Speculative Influence Network (SIN) to decipher the causal relationships between sectors (and/or firms) during financial bubbles. The SIN is constructed in two steps. First, we develop a Hidden Markov Model (HMM) of regime-switching between a normal market phase represented by a geometric Brownian motion and a bubble regime represented by the stochastic super-exponential Sornette and Andersen (Int J Mod Phys C 13(2):171–188, 2002) bubble model. The calibration of the HMM provides the probability at each time for a given security to be in the bubble regime. Conditional on two assets being qualified in the bubble regime, we then use the transfer entropy to quantify the influence of the returns of one asset i onto another asset j, from which we introduce the adjacency matrix of the SIN among securities. We apply our technology to the Chinese stock market during the period 2005–2008, during which a normal phase was followed by a spectacular bubble ending in a massive correction. We introduce the Net Speculative Influence Intensity variable as the difference between the transfer entropies from i to j and from j to i, which is used in a series of rank ordered regressions to predict the maximum loss (%MaxLoss) endured during the crash. The sectors that influenced other sectors the most are found to have the largest losses. There is some predictability obtained by using the transfer entropy involving industrial sectors to explain the %MaxLoss of financial institutions but not vice versa. We also show that the bubble state variable calibrated on the Chinese market data corresponds well to the regimes when the market exhibits a strong price acceleration followed by clear change of price regimes. Our results suggest that SIN may contribute significant skill to the development of general linkage-based systemic risks measures and early warning metrics. 相似文献
993.
Reiner Franke 《Journal of Economic Interaction and Coordination》2018,13(2):201-239
The paper considers two rival models referring to the new macroeconomic consensus: a standard three-equation model of the New-Keynesian variety versus dynamic adjustments of a business and an inflation climate in an ‘Old-Keynesian’ tradition. Over the two subperiods of the Great Inflation and Great Moderation, both of them are estimated by the method of simulated moments. An innovative feature is here that the moments do not only include the autocovariances up to eight lags of quarterly output, inflation and the interest rate, but optionally also a measure of the raggedness of the three variables. In short, the performance of the Old-Keynesian model is very satisfactory and similar to the New-Keynesian model, or even better. In particular, the Old-Keynesian model is better suited to match the new moments without deteriorating the original second moments too much. 相似文献
994.
Chung-Yean Chiang Mark Hanna Zhenyu Liu Xiangyu Lu 《Operations Management Research》2018,11(3-4):69-82
This study examines the role of collaboration-specific investment and absorptive capacity on the attainment of interorganizational collaboration benefits. Grounded in the extended resource-based view, and using survey data from Chinese executives, we study the driver for, and test the impacts of, collaboration-specific investment and organizational learning on collaboration performance. Our findings indicate that resource similarity between the collaborative partners affects the level of collaboration-specific investment and learning, and demonstrate an approach that firms can use to obtain both abnormal common and private benefits from participation in an interorganizational collaboration. Specifically, the findings suggest that collaboration-specific investment has a direct effect on the enhancement of absorptive capacity and attainment of common and private collaboration benefits. Furthermore, due to the direct effect of absorptive capacity on attainment of collaboration benefits, commitment of collaboration-specific investment has an indirect effect on the attainment of common and private collaboration benefits. This study is the first to apply both the competence-capability framework and extended resource-based view to study interorganizational collaboration. In fact, this study aims to determine mechanisms for a collaboration-participating firm to obtain more benefit, whether common or private. Our findings provide support for the importance of learning capability as a factor in the acquisition of collaboration benefits. 相似文献
995.
996.
This study investigates whether and how central clearing influences the overall liquidity needs in a network of financial obligations. Utilizing the approach of flow network theory, we show that the effect of adding a central clearing counterparty (CCP) is decomposed into two effects: central routing, and central netting effects. Each effect can produce different liquidity needs according to different liquidity scenarios. The analysis indicates that adding a CCP in times of financial distress successfully reduces the overall liquidity needs if and only if the netting efficiency of the CCP is sufficiently high. Furthermore, once the economy is no longer in financial distress, higher netting efficiency of the CCP could conversely increase the overall liquidity needs. The results have implications for the effectiveness of CCPs in mitigating systemic risk in times of financial distress, and their operating costs once the distress has passed. 相似文献
997.
In this paper, a structural analysis of hybrid censoring models is presented. This new modularization approach to hybrid censoring models enables a convenient derivation of distributional results. For instance, it allows to derive the exact distribution of the MLEs under an exponential assumption for very complex hybrid scenarios. In order to illustrate the benefit of this idea, we apply it to four new unified progressive hybrid censoring schemes. They are extensions of already proposed unified Type-I/II/III/IV hybrid censoring schemes to progressively Type-II censored data. The resulting analysis shows that the modularization approach provides a powerful, efficient, and elegant tool to study even more complex hybrid censoring models. 相似文献
998.
Here we consider the record data from the two-parameter of bathtub-shaped distribution. First, we develop simplified forms for the single moments, variances and covariance of records. These distributional properties are quite useful in obtaining the best linear unbiased estimators of the location and scale parameters which can be included in the model. The estimation of the unknown shape parameters and prediction of the future unobserved records based on some observed ones are discussed. Frequentist and Bayesian analyses are adopted for conducting the estimation and prediction problems. The likelihood method, moment based method, bootstrap methods as well as the Bayesian sampling techniques are applied for the inference problems. The point predictors and credible intervals of future record values based on an informative set of records can be developed. Monte Carlo simulations are performed to compare the so developed methods and one real data set is analyzed for illustrative purposes. 相似文献
999.
Jorge Navarro 《Metrika》2018,81(4):465-482
The study of stochastic comparisons of coherent systems with different structures is a relevant topic in reliability theory. Several results have been obtained for specific distributions. The present paper is focused on distribution-free comparisons, that is, orderings which do not depend on the component distributions. Different assumptions for the component lifetimes are considered which lead us to different comparison techniques. Thus, if the components are independent and identically distributed (IID) or exchangeable, the orderings are obtained by using signatures. If they are just ID (homogeneous components), then ordering results for distorted distributions are used. In the general case or in the case of independent (heterogeneous) components, a similar technique based on generalized distorted distributions is applied. In these cases, the ordering results may depend on the copula used to model the dependence between the component lifetimes. Some illustrative examples are included in each case. 相似文献
1000.
A framework for the detection of change points in the expectation in sequences of random variables is presented. Specifically, we investigate time series with general distributional assumptions that may show an unknown number of change points in the expectation occurring on multiple time scales and that may also contain change points in other parameters. To that end we propose a multiple filter test (MFT) that tests the null hypothesis of constant expectation and, in case of rejection of the null hypothesis, an algorithm that estimates the change points.The MFT has three important benefits. First, it allows for general distributional assumptions in the underlying model, assuming piecewise sequences of i.i.d. random variables, where also relaxations with regard to identical distribution or independence are possible. Second, it uses a MOSUM type statistic and an asymptotic setting in which the MOSUM process converges weakly to a functional of a Brownian motion which is then used to simulate the rejection threshold of the statistical test. This approach enables a simultaneous application of multiple MOSUM processes which improves the detection of change points that occur on different time scales. Third, we also show that the method is practically robust against changes in other distributional parameters such as the variance or higher order moments which might occur with or even without a change in expectation. A function implementing the described test and change point estimation is available in the R package MFT. 相似文献