Shuttle 发表于 2025-3-25 06:09:05
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Othmar Georg Koch,Gertrud A. Koch-Dedicreverting process is imperfectly correlated to the traded risky asset while the agent has utility only from terminal wealth. In this setting, they showed that a closed form solution exists. Recently, Liu (2007) extended the previous findings to the case where asset returns are quadratic in mean reve陪审团每个人 发表于 2025-3-25 23:12:40
Othmar Georg Koch,Gertrud A. Koch-Dedicn adsorption mechanism was proposed. It involves mainly electrostatic attraction between the cationic head groups and the oppositely charged sites on the mineral and possibly some ion exchange, chemical and hydrophobic interactions, depending on the activity of the surface groups.Arable 发表于 2025-3-26 00:48:47
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Othmar Georg Koch,Gertrud A. Koch-Dedicporating elements of the increased interconnectedness among banks, brokers, insurance companies, and hedge funds. Indeed, for many years after the crisis, stress test models failed to incorporate this interconnectedness and the amplification of distress triggered by financial sector institutions.训诫 发表于 2025-3-26 11:56:42
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Othmar Georg Koch,Gertrud A. Koch-Dedicvironment does affect firms’ hedging strategies. For example, Brown (2001) reports that competitive pricing concerns in the product market, rather than the traditional models of hedging, determine how a major durable goods producer in the US hedges its FX exposures.