Now showing items 11-20 of 152
A multi-dynamic-factor model for stock returns
(Elsevier, 1992)
In this paper, we define dynamic and static factors and distinguish between the dynamic and static structure of asset excess returns. We examine the value-weighted market portfolio as a dynamic factor and propose an ...
Firm and industry as determinants of executive perceptions of the environment
(John Wiley & Sons, Ltd., 1998-08)
This study examines variation in top executives’ environmental perceptions within firms and within industries. More specifically, we investigate how industry and organizational membership affect top executives’ perceptions ...
Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills
(Elsevier, 1990)
In this paper we suggest using the FACTOR-ARCH model as a parsimonious structure for the conditional covariance matrix of asset excess returns. This structure allows us to study the dynamic relationship between asset risk ...
Measuring the hedonic and utilitarian sources of consumer attitudes
(Kluwer Academic Publishers; Springer Science+Business Media, 1991-04)
It has been suggested theoretically that consumer attitudes have distinct hedonic and utilitarian components, and that product categories differ in the extent to which their overall attitudes are derived from these two ...
The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes
(Kluwer Academic Publishers; Springer Science+Business Media, 1998-08)
The WALRAS algorithm calculates competitive equilibria via a distributed tatonnement-like process, in which agents submit single-good demand functions to market-clearing auctions. The algorithm is asynchronous and decentralized ...
Evaluation and derivation of process plans in turning
(Springer-Verlag; Springer-Verlag London Limited, 1996-05)
The objective of this paper is to formalize process planning selection to minimise the total processing time and the total number of processing steps. The study is performed by defining the processes and part description ...
Teaching with difference: A response to Angela Calabrese Barton: Teaching science with homeless children: Pedagogy, representation, and identity
(John Wiley & Sons, Inc., 1998-04)
No abstract.