English
Related papers

Related papers: Natural Asset Beta

200 papers

This paper proposes a change in perspective on the ``transformation of values'' problem: from ``searching for a single constant solution'' to ``characterizing the allocation space under objective constraints imposed by the physical…

Theoretical Economics · Economics 2026-03-12 Jiyuan Lyu

To reduce global biodiversity loss, there is an urgent need to determine the most efficient allocation of conservation resources. Recently, there has been a growing trend for many governments to supplement public ownership and management of…

Populations and Evolution · Quantitative Biology 2010-11-02 Ascelin Gordon , William T. Langford , Matt D. White , James A. Todd , Lucy Bastin

Resource allocation problems are a fundamental domain in which to evaluate the fairness properties of algorithms. The trade-offs between fairness and utilization have a long history in this domain. A recent line of work has considered…

Data Structures and Algorithms · Computer Science 2020-10-20 Kate Donahue , Jon Kleinberg

The document discusses the financial climate risk in the context of the banking industry, emphasizing the need for a comprehensive understanding of climate change across different spatial and temporal scales. It highlights the challenges in…

General Economics · Economics 2024-05-29 Victor Cardenas

The relationship between price volatilty and a market extremum is examined using a fundamental economics model of supply and demand. By examining randomness through a microeconomic setting, we obtain the implications of randomness in the…

Mathematical Finance · Quantitative Finance 2018-07-31 Carey Caginalp , Gunduz Caginalp

We are living in an uncertain and dynamically changing world, where optimal decision-making under uncertainty is directly linked to the survival of species. However, evolutionary selection pressures that shape value-based decision-making…

Populations and Evolution · Quantitative Biology 2018-04-04 Erdem Pulcu

In the information-based approach to asset pricing the market filtration is modelled explicitly as a superposition of signals concerning relevant market factors and independent noise. The rate at which the signal is revealed to the market…

Pricing of Securities · Quantitative Finance 2010-09-21 Dorje C. Brody , Yan Tai Law

Transport infrastructure systems operate in, and are shaped by, the specific context in which they are expected to perform and contribute to the system-of-systems that support civilised life; they must strive to be sustainable and…

General Economics · Economics 2025-04-23 Nikolaos Kalyviotis , Christopher D. F. Rogers , Geoffrey J. D. Hewings

The Capital Asset Pricing Model (CAPM) relates a well-diversified stock portfolio to a benchmark portfolio. We insert size effect in CAPM, capturing the observation that small stocks have higher risk and return than large stocks, on…

Mathematical Finance · Quantitative Finance 2026-05-04 Abraham Atsiwo , Andrey Sarantsev

In this paper we introduce a class of Markov decision processes that arise as a natural model for many renewable resource allocation problems. Upon extending results from the inventory control literature, we prove that they admit a closed…

Artificial Intelligence · Computer Science 2012-03-19 Stefano Ermon , Jon Conrad , Carla P. Gomes , Bart Selman

Conveying environmental data has grown interest in encouraging the adoption of eco-friendly lifestyles through data-driven strategies. This scope appeals to data visualizations representing the environmental purpose. For example, previous…

Human-Computer Interaction · Computer Science 2026-04-20 Elodie Bouzekri , Guillaume Riviere

We study dynamics of a simulated world with stock and money, driven by the externally given processes which we refer to as sentiments. The considered sentiments influence the buy/sell stock trading attitude, the perceived price uncertainty,…

Trading and Market Microstructure · Quantitative Finance 2017-07-26 Mikhail Goykhman

Although the valuation of life contingent assets has been thoroughly investigated under the framework of mathematical statistics, little financial economics research pays attention to the pricing of these assets in a non-arbitrage, complete…

Pricing of Securities · Quantitative Finance 2025-03-28 Patrick Ling

The scientific data about the state of our planet, presented at the 2012 (Rio+20) summit, documented that today's human family lives even less sustainably than it did in 1992. The data indicate furthermore that the environmental impacts…

Physics and Society · Physics 2013-09-03 Michael Dittmar

Depletion of natural and artificial resources is a fundamental problem and a potential cause of economic crises, ecological catastrophes, and death of living organisms. Understanding the depletion process is crucial for its further control…

Statistical Mechanics · Physics 2022-05-06 Denis S. Grebenkov

The aim of this paper is to propose an alternative behavioural definition of computation (and of a computer) based simply on whether a system is capable of reacting to the environment-the input-as reflected in a measure of programmability.…

Logic in Computer Science · Computer Science 2012-11-26 Hector Zenil

The purpose of this paper is to utilize statistical methodologies to infer from market prices of assets and their derivatives the magnitude of the set of a measure M that defines acceptance sets of risky future cash flows. Specifically, we…

Mathematical Finance · Quantitative Finance 2023-01-16 Yoshihiro Shirai

Factor modeling of asset returns has been a dominant practice in investment science since the introduction of the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT). The factors, which account for the systematic risk,…

Statistical Finance · Quantitative Finance 2020-11-30 Zhipu Zhou , Alexander Shkolnik , Sang-Yun Oh

In a capital adequacy framework, risk measures are used to determine the minimal amount of capital that a financial institution has to raise and invest in a portfolio of pre-specified eligible assets in order to pass a given capital…

Optimization and Control · Mathematics 2018-01-03 Michel Baes , Pablo Koch-Medina , Cosimo Munari

We derive valuations of a portfolio of financial instruments from a securities lending perspective, under different assumptions, and show a weighting scheme that converges to the true valuation. We illustrate conditions under which our…

Pricing of Securities · Quantitative Finance 2019-07-23 Ravi Kashyap