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91.
Loss aversion with multiple investment goals 总被引:1,自引:0,他引:1
Enrico G. De Giorgi 《Mathematics and Financial Economics》2011,5(3):203-227
This paper presents a time-continuous portfolio selection model with loss averse investors, who possess multiple investment
goals at different time horizons. The model assumes partial narrow framing. Investors follow a two-step approach. First, they
optimally allocate wealth among investment goals. Second, they determine an optimal investment strategy for each investment
goal separately. We show that when loss aversion is according to the experimental findings, investors mainly invest their
wealth to reach long-term goals and adopt investment strategies with high leverage to reach short-term goals. The overall
strategy also display high leverage. The same patterns is observed when loss aversion is extreme and goals are very ambitious.
By contrast, when loss aversion is extreme but goals are not too ambitious, investors mainly invest to reach short-term goals
and adopt safe investment strategies for this purpose. 相似文献
92.
We developed a constituent quark-diquark model for the nucleon and its resonances using a harmonic oscillator potential for
the interaction. The effects due to relativistic kinetic energy correction are studied. Finally, charge form factor of the
model is calculated and compared with experimental data.
相似文献
93.
94.
95.
The specific heat of A-15 Nb3Al.83Ge.21 with a transition temperature, Tc, of 20.0 K has been measured from 6 to 25 K. Values of the parameters derived from the data are γ=35.0±2 mJ/mole-K2; the Debye temperature, θD=278±5 K; the energy gap, △, normalized as 2△/kTc, is 4.9±.3, and the thermodynamic critical field, Hc(0), is 4700±300 Gauss. 相似文献
96.
Lizarraga L Andrade EM Florit MI Molina FV 《The journal of physical chemistry. B》2005,109(40):18815-18821
The quasi-equilibrium electrochemomechanical behavior of relatively thick polyaniline films in sulfuric acid is investigated through experimental measurements and theoretical modeling. The leucoemeraldine (LE)-emeraldine (EM) conversion, or redox switching, is studied. The dependence of film volume and electrochemical charge is determined as a function of applied potential. It is observed that the film volume follows the charge, showing an expansion during the second half of the LE-EM oxidation. The model postulates the existence of a stable intermediate, protoemeraldine (PE), with a formal potential distribution for the PE-EM reaction. The volume change is modeled statistically considering contributions from mixing, polymer deformation, and electrostatic charge. The model shows very good agreement with the experiments, indicating that, in the conditions studied, the deformation contribution dominates the volume changes as a result of the conformational modifications undergone by the polymer in the PE-EM oxidation. 相似文献
97.
Ambrosi G Boggioni A Formica M Fusi V Giorgi L Lucarini S Micheloni M Secco F Venturini M Zappia G 《Dalton transactions (Cambridge, England : 2003)》2005,(3):485-490
The equilibria and kinetics of the binding of gallium(III) to 4-(N),10-(N)-bis[2-(3-hydroxo-2-oxo-2-H-pyridine-1-y1)acetamido]-1,7-dimethyl-1,4,7,10-tetraazacyclododecane (L) were investigated in acidic medium at ionic strength 1 M (NaClO4). Spectrophotometric titrations in the UV region revealed that L is able to bind Ga3+ also at high H+ concentration. The kinetic (stopped-flow) experiments are interpreted on the basis of three parallel reaction paths (i) M3+ + H2L2+ = M(H2L)5+ where M(H2L)5+ is in a steady state, (ii) M(OH)2+ + H2L2+ = M(HL)4+ + H2O and (iii) M(OH)2+ + HL+ = ML3+ + H2O. The first-order rate constants for conversion of the outer-sphere into the inner-sphere complexes are similar to those of the Ga(III)/tropolone system which is known to react according to the dissociative Id mechanism and to the relevant rate constants for water exchange at the metal ion. The effects of pH on the UV-Vis absorption, fluorescence emission properties and NMR spectral features on the Ga(III)/L system were also investigated. Spectrophotometric titrations in the UV region reveal that, in acid medium the prevailing species is M(HL)4+ whereas the chelate ML3+ prevails for [H+] < 0.01 M. The results indicate metal coordination at the oxygen atoms of the 3-hydroxo-2-oxopyridine residues. 相似文献
98.
We devise a technique for defining and computing -point functions in the context of a background-independent gravitational quantum field theory. We construct a tentative implementation of this technique in a perturbatively finite model defined using spin foam techniques in the context of loop quantum gravity. 相似文献
99.
Lattice stability in a model of an antiferromagnetic ring coupled to adiabatic phonons is investigated for different values of the spin and numbers of magnetic sites. The magnetoelastic transition is shown to be heavily affected by the spin value, displaying a qualitative difference in the nature of the instability for spin one-half. Among the different synthesized materials, Cu8 seems to be the best candidate to observe lattice dimerization in these systems. Our analysis excludes stable lattice distortions in higher spin rings. The effects of thermal fluctuations are studied in the Cu8 model, where a characteristic crossover temperature is estimated. 相似文献
100.