This paper proposes the application of optimization techniques to design reticular structures made from a stock of reused elements. Still little explored, the reuse of structural components over multiple service lives has the potential to reduce the enviro ...
The building sector is one of the major contributors to material resource consumption, greenhouse gas emission and waste production. Load-bearing systems have a particularly large environmental impact because of their material and energy intensive manufact ...
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An overlapping generations model with investors having heterogeneous investment horizons leads to a two-factor asset pricing model. The risk premiums are determined by the exposure to the market (myopic betas) and the future return on the efficient portfol ...
This thesis presents new flexible dynamic stochastic models for the evolution of market prices and new methods for the valuation of derivatives. These models and methods build on the recently characterized class of polynomial jump-diffusion processes for w ...
This thesis examines predictability and seasonality in the cross-section of stock returns. The first chapter, titled ``Infrequent Rebalancing, Return Autocorrelation, and Seasonality,'' shows that a model of infrequent rebalancing can explain specific pred ...
The last 2 decades have witnessed a dramatic increase in the use of patent citation data in social science research. Facilitated by digitization of the patent data and increasing computing power, a community of practice has grown up that has developed meth ...
Corporate disclosure is the most important source of information about the firm for the outside investors. While some disclosure of public firms is mandated by regulation, firm managers can provide extra information at their discretion by making voluntary ...
