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DP14266 Taming the Factor Zoo: A Test of New Factors 智库出版物
2020
作者:  Stefano Giglio;  Guanhao Feng;  Dacheng Xiu
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Factors  Stochastic discount factor  Post-selection inference  Regularized two-pass estimation  Variable selection  Machine learning  Lasso  Elastic net  Pca  
Dams and catastrophe risk: Discounting in long term planning. 智库出版物
2013
作者:  Ermolieva T;  Ermoliev Y;  Obersteiner M;  Makowski M;  Fischer G;  Amendola, A;  Ermolieva, T;  Linnerooth-Bayer, J;  Mechler, R
收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
Dams and development  Equity and efficience  Discount factors  Catastrophe risks  Multi-agent decision making  Safety constraints  Robust decisions  
DP6590 Export Diversification: What?s behind the Hump? 智库出版物
2007
作者:  Olivier Cadot;  Vanessa Strauss-Kahn;  Céline Carrère
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Asset pricing  Dynamic portfolio strategies  Representing portfolios  Stochastic discount factors  
On the Size and Structure of Group Cooperation 智库出版物
2003
作者:  Matthew Haag;  Roger Lagunoff
收藏  |  浏览/下载:2/0  |  提交时间:2019/06/14
Repeated games,Maximal average Cooperation likelihood,Heterogeneous discount factors,Returns to scale  
DP3133 International Technology Diffusion 智库出版物
2002
作者:  Wolfgang Keller
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Forex  Market efficiency  risk premium  Stochastic discount factors  Garch