Results 1  10
of
324,288
Debt, deficits and finite horizons
 Journal of Political Economy
, 1985
"... Weitzman have improved this paper. I thank NSF for financial ..."
Abstract

Cited by 579 (1 self)
 Add to MetaCart
Weitzman have improved this paper. I thank NSF for financial
Constrained model predictive control: Stability and optimality
 AUTOMATICA
, 2000
"... Model predictive control is a form of control in which the current control action is obtained by solving, at each sampling instant, a finite horizon openloop optimal control problem, using the current state of the plant as the initial state; the optimization yields an optimal control sequence and t ..."
Abstract

Cited by 696 (15 self)
 Add to MetaCart
Model predictive control is a form of control in which the current control action is obtained by solving, at each sampling instant, a finite horizon openloop optimal control problem, using the current state of the plant as the initial state; the optimization yields an optimal control sequence
Antide Sitter Space, Thermal Phase Transition, and Confinement in Gauge Theories
 Adv. Theor. Math. Phys
, 1998
"... The correspondence between supergravity (and string theory) on AdS space and boundary conformal field theory relates the thermodynamics of N = 4 super YangMills theory in four dimensions to the thermodynamics of Schwarzschild black holes in Antide Sitter space. In this description, quantum phenome ..."
Abstract

Cited by 1087 (4 self)
 Add to MetaCart
phenomena such as the spontaneous breaking of the center of the gauge group, magnetic confinement, and the mass gap are coded in classical geometry. The correspondence makes it manifest that the entropy of a very large AdS Schwarzschild black hole must scale “holographically ” with the volume of its horizon
The large N limit of superconformal field theories and supergravity
, 1998
"... We show that the large N limit of certain conformal field theories in various dimensions include in their Hilbert space a sector describing supergravity on the product of AntideSitter spacetimes, spheres and other compact manifolds. This is shown by taking some branes in the full M/string theory and ..."
Abstract

Cited by 5673 (21 self)
 Add to MetaCart
and then taking a low energy limit where the field theory on the brane decouples from the bulk. We observe that, in this limit, we can still trust the near horizon geometry for large N. The enhanced supersymmetries of the near horizon geometry correspond to the extra supersymmetry generators present
A unified theory of underreaction, momentum trading and overreaction in asset markets
, 1999
"... We model a market populated by two groups of boundedly rational agents: “newswatchers” and “momentum traders.” Each newswatcher observes some private information, but fails to extract other newswatchers’ information from prices. If information diffuses gradually across the population, prices underre ..."
Abstract

Cited by 577 (31 self)
 Add to MetaCart
underreact in the short run. The underreaction means that the momentum traders can profit by trendchasing. However, if they can only implement simple (i.e., univariate) strategies, their attempts at arbitrage must inevitably lead to overreaction at long horizons. In addition to providing a unified account
Empirical exchange rate models of the Seventies: do they fit out of sample?
 JOURNAL OF INTERNATIONAL ECONOMICS
, 1983
"... This study compares the outofsample forecasting accuracy of various structural and time series exchange rate models. We find that a random walk model performs as well as any estimated model at one to twelve month horizons for the dollar/pound, dollar/mark, dollar/yen and tradeweighted dollar exch ..."
Abstract

Cited by 831 (12 self)
 Add to MetaCart
This study compares the outofsample forecasting accuracy of various structural and time series exchange rate models. We find that a random walk model performs as well as any estimated model at one to twelve month horizons for the dollar/pound, dollar/mark, dollar/yen and tradeweighted dollar
Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
"... Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. In response to this, ..."
Abstract

Cited by 553 (47 self)
 Add to MetaCart
, a voluminous literature has emerged for modeling the temporal dependencies in financial market volatility at the daily and lower frequencies using ARCH and stochastic volatility type models. Most of these studies find highly significant insample parameter estimates and pronounced intertemporal
By Force of Habit: A ConsumptionBased Explanation of Aggregate Stock Market Behavior
, 1999
"... We present a consumptionbased model that explains a wide variety of dynamic asset pricing phenomena, including the procyclical variation of stock prices, the longhorizon predictability of excess stock returns, and the countercyclical variation of stock market volatility. The model captures much of ..."
Abstract

Cited by 1427 (68 self)
 Add to MetaCart
We present a consumptionbased model that explains a wide variety of dynamic asset pricing phenomena, including the procyclical variation of stock prices, the longhorizon predictability of excess stock returns, and the countercyclical variation of stock market volatility. The model captures much
Surface deformation due to shear and tensile faults in a halfspace
, 1985
"... A complete set of closed analytical expressions is presented in a unified manner for the internal displacements and strains due to shear and tensile faults in a halfspace for both point and finite rectangular sources. These expressions are particularly compact and systematically composed of terms r ..."
Abstract

Cited by 698 (1 self)
 Add to MetaCart
A complete set of closed analytical expressions is presented in a unified manner for the internal displacements and strains due to shear and tensile faults in a halfspace for both point and finite rectangular sources. These expressions are particularly compact and systematically composed of terms
Results 1  10
of
324,288