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Perceptions of Equity and the Distribution of Income
Perception Equity Compensation and Benefits
2015/5/14
Perceptions of Equity and the Distribution of Income.
Sources of the persistent gender wage gap along the unconditional earning distribution: findings from Kenya
Gender Wages Kenya Africa
2014/12/26
Past studies on gender wage inequality in Africa typically attribute the gender pay gap to either gender differences in characteristics or the return to characteristics. We suggest however that the tw...
A Planning Model Featuring Trade, Intra-Sector Product Differentiation and Income Distribution
A Planning Model Featuring Trade Intra-Sector Product Differentiation
2014/3/24
A Planning Model Featuring Trade, Intra-Sector Product Differentiation and Income Distribution。
Risk, VaR, CVaR and their associated Portfolio Optimizations when Asset Returns have a Multivariate Student T Distribution
VaR CVaR Portfolio Optimization VaR Optimization CVaR Optimization Optimisation
2011/3/23
We show how to reduce the problem of computing VaR and CVaR with Student T return distributions to evaluation of analytical functions of the moments. This allows an analysis of the risk properties of ...
Student's t-Distribution Based Option Sensitivities: Greeks for the Gosset Formulae
Student's t-Distribution Based Option Sensitivities Greeks the Gosset Formulae
2010/10/18
European options can be priced when returns follow a Student's t-distribution, provided that the asset is capped in value or the distribution is truncated. We call pricing of options using a log Stude...
The individual income distribution in Argentina in the period 2000-2009. A unique source of non stationary data
income distribution Argentina 2000-2009 stationary data
2010/10/20
The economic crisis in Argentina around year 2002 provides a unique opportunity for Econophysics studies. The available data on individual income are analyzed to show that they correspond to non stati...
A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series
Diagnostic procedure Empirical distribution function Frequency domain Generalized Cramer-von Mises test Kernel method Non-Markovian process Time series conditional distribution
2011/4/2
Modeling conditional distributions in time series has attracted increasing attention in economics and finance. We develop a new class of generalized Cramer-von Mises (GCM) specification tests for time...
Modeling wealth distribution in growing markets
Modeling wealth distribution growing markets
2010/12/17
We introduce an auto-regressive model which captures the growing nature of realistic markets. In our model agents do not trade with other agents, they interact indirectly only through a market. Chang...
Probability distribution of returns in the exponential Ornstein-Uhlenbeck model
Probability distribution returns exponential Ornstein-Uhlenbeck model
2010/12/17
We analyze the problem of the analytical characterization of the probability distribution of financial returns in the exponential Ornstein-Uhlenbeck model with stochastic volatility. In this model the...
On the probability distribution of stock returns in the Mike-Farmer model
probability distribution stock returns Mike-Farmer model
2010/12/20
Recently, Mike and Farmer have constructed a very powerful and realistic behavioral model to mimick the dynamic process of stock price formation based on the empirical regularities of order placement...
Return interval distribution of extreme events and long term memory
Return interval distribution extreme events long term memory
2010/12/17
The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is we...
Analysis of using the Category Management in distribution process
supplier category category management space management planogram retailer
2014/3/24
The paper deals with the very actual sphere of new conceptions in frame of supplier-customer relations between trade firms and their suppliers. The common idea is management of the distribution channe...
Cartel Stability in the Electricity Industry: The Case of Electricity Distribution in Madrid in the Inter-War Period
Cartel Stability Electricity Industry Electricity Distribution
2010/10/8
The objective of this paper is to analyze the factors that led to cartel stability in the electricity industry in Madrid from 1913 to the Civil War. This electricity distribution cartel is of interest...