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Risk, Return and Equilibrium: Empirical Tests
 Journal of Political Economy
, 1973
"... Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at ..."
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Cited by 1445 (10 self)
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Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
Empirical tests of the Gradual Learning Algorithm
 LINGUISTIC INQUIRY 32.45–86
, 2001
"... The Gradual Learning Algorithm (Boersma 1997) is a constraint ranking algorithm for learning Optimalitytheoretic grammars. The purpose of this article is to assess the capabilities of the Gradual Learning Algorithm, particularly in comparison with the Constraint Demotion algorithm of Tesar and Smol ..."
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Cited by 379 (37 self)
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The Gradual Learning Algorithm (Boersma 1997) is a constraint ranking algorithm for learning Optimalitytheoretic grammars. The purpose of this article is to assess the capabilities of the Gradual Learning Algorithm, particularly in comparison with the Constraint Demotion algorithm of Tesar and Smolensky (1993, 1996, 1998, 2000), which initiated the learnability research program for Optimality Theory. We argue that the Gradual Learning Algorithm has a number of special advantages: it can learn free variation, deal effectively with noisy learning data, and account for gradient wellformedness judgments. The case studies we examine involve Ilokano reduplication and metathesis, Finnish genitive plurals, and the distribution of English light and dark /l/.
Universals in the content and structure of values: theoretical advances and empirical tests in 20 countries
 ADVANCES IN EXPERIMENTAL SOCIAL PSYCHOLOGY
, 1992
"... ..."
Implied Volatility Functions: Empirical Tests
, 1995
"... Black and Scholes (1973) implied volatilities tend to be systematically related to the option's exercise price and time to expiration. Derman and Kani (1994), Dupire (1994), and Rubinstein (1994) attribute this behavior to the fact that the Black/Scholes constant volatility assumption is violat ..."
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Cited by 294 (4 self)
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Black and Scholes (1973) implied volatilities tend to be systematically related to the option's exercise price and time to expiration. Derman and Kani (1994), Dupire (1994), and Rubinstein (1994) attribute this behavior to the fact that the Black/Scholes constant volatility assumption is violated in practice. These authors hypothesize that the volatility of the underlying asset's return is a deterministic function of the asset price and time. Since the volatility function in their model has an arbitrary specification, the deterministic volatility (DV) option valuation model has the potential of fitting the observed crosssection of option prices exactly. Using a sample of S&P 500 index options during the period June 1988 and December 1993, we attempt to evaluate the economic significance of the implied volatility function by examining the predictive and hedging performance of the DV option valuation model. Discussion draft: September 8, 1995 ____________________________________________...
The capital asset pricing model: Some empirical tests
, 1972
"... Considerable attention has recently been given to general equilibrium models of the pricing of capital assets. Of these, perhaps the best known is the meanvariance formulation originally ..."
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Cited by 328 (3 self)
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Considerable attention has recently been given to general equilibrium models of the pricing of capital assets. Of these, perhaps the best known is the meanvariance formulation originally
Empirical Tests
"... This appendix contains the formal details of definitions, postulates, and theorems along with proof traces. Key Functions α̃(l,x,y, t) intrinsic appeal of producer x’s offering in category l to audience member y at time t. α(l,x,y, t) actual appeal to audience member y of producer x’s offering in ca ..."
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of the unaugmented argument.) This logic is designed for testing the validity of inferences from arguments that build on ruleswithexceptions. The logic uses a quantifier, denoted by N, that parallels the standard universal quantifier of firstorder logic (∀). It tells what is normally the case. Because more
EMPIRICAL TESTS
"... Black and Scholes (1973) implied volatilities tend to be systematically related to the option’s exercise price and time to expiration. Derman and Kani (1994), Dupire (1994), and Rubinstein (1994) attribute this behavior to the fact that the Black/Scholes constant volatility assumption is violated in ..."
Abstract
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Black and Scholes (1973) implied volatilities tend to be systematically related to the option’s exercise price and time to expiration. Derman and Kani (1994), Dupire (1994), and Rubinstein (1994) attribute this behavior to the fact that the Black/Scholes constant volatility assumption is violated in practice. These authors hypothesize that the volatility of the underlying asset’s return is a deterministic function of the asset price and time. Since the volatility function in their model has an arbitrary specification, the deterministic volatility (DV) option valuation model has the potential of fitting the observed crosssection of option prices exactly. Using a sample of S&P 500 index options during the period June 1988 and December 1993, we attempt to evaluate the economic significance of the implied volatility function by examining the predictive and hedging performance of the DV option valuation model.
An Empirical Test
, 2016
"... an improve conflict manesearchers have also wited interest in management al context (see Adler and yet the existing literature research is not as rich in ent as in other fields ..."
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an improve conflict manesearchers have also wited interest in management al context (see Adler and yet the existing literature research is not as rich in ent as in other fields
Powerlaw distributions in empirical data
 ISSN 00361445. doi: 10.1137/ 070710111. URL http://dx.doi.org/10.1137/070710111
, 2009
"... Powerlaw distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and manmade phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur in the t ..."
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Cited by 589 (7 self)
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Powerlaw distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and manmade phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur
The empirical case for two systems of reasoning
, 1996
"... Distinctions have been proposed between systems of reasoning for centuries. This article distills properties shared by many of these distinctions and characterizes the resulting systems in light of recent findings and theoretical developments. One system is associative because its computations ref ..."
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Cited by 631 (4 self)
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Distinctions have been proposed between systems of reasoning for centuries. This article distills properties shared by many of these distinctions and characterizes the resulting systems in light of recent findings and theoretical developments. One system is associative because its computations reflect similarity structure and relations of temporal contiguity. The other is “rule based” because it operates on symbolic structures that have logical content and variables and because its computations have the properties that are normally assigned to rules. The systems serve complementary functions and can simultaneously generate different solutions to a reasoning problem. The rulebased system can suppress the associative system but not completely inhibit it. The article reviews evidence in favor of the distinction and its characterization.
Results 1  10
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