Relevant bibliographies by topics / Multi-asset market

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Multi-asset market'

Author: Grafiati
Published: 4 June 2021
Last updated: 7 February 2022

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Journal articles on the topic "Multi-asset market"

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He, Xue-Zhong, and Lei Shi. "Disagreement in a Multi-Asset Market." International Review of Finance 12, no. 3 (March 22, 2012): 357–73. http://dx.doi.org/10.1111/j.1468-2443.2012.01153.x.

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Ezzat, Heba M. "Disposition effect and multi-asset market dynamics." Review of Behavioral Finance 11, no. 2 (June 28, 2019): 144–64. http://dx.doi.org/10.1108/rbf-01-2018-0003.

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Purpose Asset pricing dynamics in a multi-asset framework when investors’ trading exhibits the disposition effect is studied. The purpose of this paper is to explore asset pricing dynamics and the switching behavior among multiple assets. Design/methodology/approach The dynamics of complex financial markets can be best explored by following agent-based modeling approach. The artificial financial market is populated with traders following two heterogeneous trading strategies: the technical and the fundamental trading rules. By simulation, the switching behavior among multiple assets is investigated. Findings The proposed framework can explain important stylized facts in financial time series, such as random walk price dynamics, bubbles and crashes, fat-tailed return distributions, absence of autocorrelation in raw returns, persistent long memory of volatility, excess volatility, volatility clustering and power-law tails. In addition, asset returns possess fractal structure and self-similarity features; though the switching behavior is only allowed among the asset markets. Practical implications The model demonstrates stylized facts of most real financial markets. Thereafter, the proposed model can serve as a testbed for policy makers, scholars and investors. Originality/value To the best of knowledge, no research has been conducted to introduce the disposition effect to a multi-asset agent-based model.
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Doeswijk, Ronald, Trevin Lam, and Laurens Swinkels. "The Global Multi-Asset Market Portfolio, 1959–2012." Financial Analysts Journal 70, no. 2 (March 2014): 26–41. http://dx.doi.org/10.2469/faj.v70.n2.1.

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Chen, Ren-Raw, San-Lin Chung, and Tyler T. Yang. "Option Pricing in a Multi-Asset, Complete Market Economy." Journal of Financial and Quantitative Analysis 37, no. 4 (December 2002): 649. http://dx.doi.org/10.2307/3595015.

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Lian, Yu-Min, and Jun-Home Chen. "Portfolio selection in a multi-asset, incomplete-market economy." Quarterly Review of Economics and Finance 71 (February 2019): 228–38. http://dx.doi.org/10.1016/j.qref.2018.08.006.

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Fedyk, Yurii, Christian Heyerdahl-Larsen, and Johan Walden. "Market Selection and Welfare in a Multi-asset Economy*." Review of Finance 17, no. 3 (April 25, 2012): 1179–237. http://dx.doi.org/10.1093/rof/rfs009.

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Hirano, Masanori, Kiyoshi Izumi, Takashi Shimada, Hiroyasu Matsushima, and Hiroki Sakaji. "Impact Analysis of Financial Regulation on Multi-Asset Markets Using Artificial Market Simulations." Journal of Risk and Financial Management 13, no. 4 (April 17, 2020): 75. http://dx.doi.org/10.3390/jrfm13040075.

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In this study, we assessed the impact of capital adequacy ratio (CAR) regulation in the Basel regulatory framework. This regulation was established to make the banking network robust. However, a previous work argued that CAR regulation has a destabilization effect on financial markets. To assess impacts such as destabilizing effects, we conducted simulations of an artificial market, one of the computer simulations imitating real financial markets. In the simulation, we proposed and used a new model with continuous double auction markets, stylized trading agents, and two kinds of portfolio trading agents. Both portfolio trading agents had trading strategies incorporating Markowitz’s portfolio optimization. Additionally, one type of portfolio trading agent was under regulation. From the simulations, we found that portfolio optimization as each trader’s strategy stabilizes markets, and CAR regulation destabilizes markets in various aspects. These results show that CAR regulation can have negative effects on asset markets. As future work, we should confirm these effects empirically and consider how to balance between both positive and negative aspects of CAR regulation.
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Kocsis, Zalán. "Global, regional, and country-specific components of financial market indicators." Acta Oeconomica 64, Supplement-1 (December 1, 2014): 81–110. http://dx.doi.org/10.1556/aoecon.64.2014.s1.3.

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This paper studies the global, regional, and country-specific components of four key financial market indicators: sovereign CDS spreads, equity indices, exchange rates, and EMBI Global bond spreads. In all four markets, the results support the findings of the literature of a significant global component, but also point out the importance of regional correlations. Variance decompositions point to roughly a third of variance explained by both global and country-specific components in each of the four analysed financial markets, although there is considerable cross-country heterogeneity in this respect. The global factors of indicators are correlated across asset classes, but the market- and country-specific components of indicators are still significantly large to suggest diversification benefits of both multi-asset and multi-country portfolios. An application of the factor model suggests that the link between Central Eastern European and Euro zone periphery markets is stronger and more direct in the case of equity indices than in the case of sovereign CDS spreads.
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Doeswijk, Ronald, Trevin Lam, and Laurens Swinkels. "“The Global Multi-Asset Market Portfolio, 1959–2012”: Author Response." Financial Analysts Journal 70, no. 4 (July 2014): 9–12. http://dx.doi.org/10.2469/faj.v70.n4.10.

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Doeswijk, Ronald, Trevin Lam, and Laurens Swinkels. "“The Global Multi-Asset Market Portfolio, 1959–2012”: Author Response." Financial Analysts Journal 70, no. 4 (July 2014): 9–12. http://dx.doi.org/10.2469/faj.v70.n4.11.

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Dissertations / Theses on the topic "Multi-asset market"

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Aydemir, Merve. "A Test Of Multi-index Asset Pricing Models: The Us Reit Market." Thesis, METU, 2012. http://etd.lib.metu.edu.tr/upload/12614402/index.pdf.

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This study examines the relationship between the performances of US equity REITs and the market risk premium, SMB, HML, MOM as well as an industry index and a real estate index. The statistical significance of the abnormal returns and the beta coefficients of independent variables are examined. The REITs are categorized in seven groups according to their investment areas and the analysis results are compared. Daily return indexes of US equity REITs are collected for the period between 2005 and 2011. These data are then used to estimate the Capital Asset Pricing Model (CAPM) of Sharpe (1964) and Lintner (1965), the Fama and French&rsquo
s 3-Factor Model (1993) and Carhart&rsquo
s 4-Factor Model (1995). These models are re-estimated by adding an industry and a real estate index. The empirical results show that these added independent variables improve the available models. Additionally, no abnormal return is detected for REITs and their returns have a positive correlation with the SMB and HML factors and a negative correlation with the MOM factor. Therefore,, the REITs are relatively small and have high book-to-market ratios. The negative MOM coefficients indicate that the losers will win and the winners will lose.
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Zhao, Guanghua. "Essays on adaptive learning expectations and short sale constraints for multi-asset securities market." Diss., Online access via UMI:, 2009.

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3

Malm, Fabian, and Emil Javelius. "Market frictions effect on optimal real estate allocation in a multi-asset portfolio : A study of the Swedish market." Thesis, KTH, Fastigheter och byggande, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-211196.

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The weight of real estate in a multi-asset portfolio is a highly discussed matter and the main purpose for every investor is to reach an optimal diversification. The aim of the thesis is to apply a new allocation model, which considers market imperfections characterized by real estate. The most known and used method today is the mean-variance approach, founded in the modern portfolio theory. Modern portfolio theory is based on several assumptions, where one of these is the assumption of an efficient market. However, real estate is not considered the be a part of the efficient market due to several market imperfections, such as illiquidity, transaction cost etc. Market imperfection generate risk, which naturally should decrease the optimal weight of real estate in the portfolio. In order to assess optimal real estate allocation in a multi-asset portfolio when accounting for market imperfections an extended approach of the mean-variance model is applied. The extended model accounts for risk-aversion, transaction cost and time-on-market. The model is divided in two approaches, the benchmark- and normative approach, based on two different papers. The model is tested on the Swedish market with current market conditions in order to assess the models applicability. The result from the benchmark approach suggested an optimal real estate allocation of 0,72 –  5,84 %. The normative approach has been dismissed as inconclusive and unreliable due to abnormal weight of real estate. However, the value of risk-aversion is identified as the strongest determinant in both the models.  The allocation from the benchmark approach is, as expected, lower than results of the standard mean-variance approach. The extended model is a useful and valid tool in the consideration of market imperfections characterized by real estate.
Vikten av fastigheter i en portfölj med fler tillgångsslag är en omdiskuterad fråga där det huvudsakliga målet för en investerare är att uppnå en optimal diversifiering. Målet med uppsatsen är att testa en ny allokerings modell som tar hänsyn till fastigheters speciella attribut, marknadsimperfektioner. Den vanligast förekommande metoden för att beräkna allokeringen mot fastigheter härstammar från modern portfolio teori (MPT). MPT baserar på ett antal antaganden, varav ett är en effektiv marknad. Problematiken ligger i att fastigheter inte kvalificerar sig inom ramen för den effektiva marknaden då de delvis räknas som en illikvid tillgång, förenade med höga transaktionskostnader. Marknadsimperfektioner resulterar i risk vilket logiskt leder till en lägre vikt av fastigheter i portföljen. För att utvärdera den optimala allokeringen mot fastigheter i en portfölj med flera tillgångar används en modifierad version av den klassiska medelvariationsmodellen som tar hänsyn till vissa av marknadsimperfektioner. Den modifierade versionen tar hänsyn till risk aversion, transaktionskostnad och försäljningstid. Modellen är uppdelad i två tillvägagångsätt, den ena benämnd som benchmark- och den andra som normativa metoden, baserat på varsin vetenskaplig artikel. Modellen testas på den svenska marknaden under nuvarande marknadsförutsättningar för att bedöma dess tillämplighet. Resultatet från benchmarkmetoden visar på en optimal fastighetsallokering om 0,72 – 5,84 %. Resultaten för den normativa modellen är förkastade som ofullständiga och opålitliga. I vilket fall identifieras riskaversionen som den mest avgörande faktorn i båda modellerna. Benchmarkmetoden ger en lägre optimal allokering gentemot fastigheter, än den som räknas fram med den klassiska mean-variance metoden. Den utvidgade modellen anses vara en användbar och giltig metod som tar hänsyn till de marknadsimperfektioner som fastigheter karaktäriseras av.
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Di, Tang. "Diversification in multi-asset portfolios in the context of the chinese real estate and stock market." Master's thesis, Instituto Superior de Economia e Gestão, 2014. http://hdl.handle.net/10400.5/8135.

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Mestrado em Finanças
This study uses a single index model to examine the correlation between Chinese real estate and the stock market. The real estate market is reflected by 3 years' monthly data of 13 listed real estate companies and the stock market is represented by Shanghai Composite index and Shenzhen Component index. According to the analysis, it is found that the correlation between the real estate and the stock market is in fact very low, and thus real estate is a good option for diversification is a multi-asset portfolio.
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Elshqirat, Mohammad Kamel. "Multifactor Capital Asset Pricing Model in the Jordanian Stock Market." ScholarWorks, 2018. https://scholarworks.waldenu.edu/dissertations/5186.

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A valid and accurate capital asset pricing model (CAPM) may help investors and mutual funds managers in determining expected returns and thus, may increase profits which can be reflected on the community resources. The problem is that the traditional CAPM does not accurately predict the expected rate of return. A more accurate model is needed to help investors in determining the intrinsic price of the financial asset they want to sell or buy. The purpose of this study was to examine the validity of the single-factor CAPM and then develop and test the validity of a multifactor CAPM in the Jordanian stock market. The study was informed by the modern portfolio theory and specifically by the single-factor CAPM developed by Sharpe, Lintner, and Mossin. The research questions for the study examined the factors that may explain the variation in the expected rate of return on stocks in the Jordanian stock market and the relationship between the expected rate of return and factors of market return, company size, financial leverage, and operating leverage. A causal-comparative quantitative research design was employed to achieve the purpose of the study by testing the listed companies on the Amman stock exchange (ASE) for the period from 2000 to 2015. Data were collected from the ASE database and analyzed using the multiple regression model and t test. The results revealed that market return, company size, and financial leverage are not predictors of the expected rate of return while operating leverage is a predictor. The results of this study may contribute to positive social change by changing the way the individual investors and mutual funds managers select their investing portfolios which can lead to better resource distribution in the economy.
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Johnson, Calum. "Multi-Factor Extensions of the Capital Asset Pricing Model: An Empirical Study of the UK Market." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-29829.

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The point of this thesis is to compare classic asset pricing models using historic UK data. It looks at three of the most commonly used asset pricing models in Finance and tests the suitability of each for the UK market. The models considered are the Capital Asset Pricing Model (1964, 65 and 66) (CAPM), the Fama-French 3-Factor Model (1993) (FF3F) and the Carhart 4-Factor Model (1997) (C4F). The models are analysed using a 34 year sample period (1980-2014). The sample data follows the structure explained in Gregory et al (2013) and is compiled of stocks from the London Stock Exchange (LSE). The stocks are grouped into portfolios arranged by market capitalisation, book-to-market ratio, past 2-12 month stock return and past 12 month standard deviation of stock return. Statistical analysis is performed and the suitability of the models is tested using the methods of Black, Jensen \& Scholes (1972), Fama \& MacBeth (1973) and Gibbons, Ross \& Shanken (1989). The results compare descriptive and test statistics across the range of risk factors and test portfolios for the each testing method on all three models. They show that although the UK market has some noticeable factor anomalies, none of the models clearly explains the 1980-2014 stock returns. However, of the three models, C4F shows the highest explanatory power in predicting stock returns.
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Tavin, Bertrand. "Trois essais en finance de marché." Thesis, Paris 1, 2013. http://www.theses.fr/2013PA010029.

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Le but de cette thèse est l'étude de certains aspects d'un marché financier comportant plusieurs actifs risqués et des options écrites sur ces actifs. Dans un premier essai, nous proposons une expression de la distribution implicite du prix d'un actif sous-jacent en fonction du smile de volatilité associé aux options écrites sur cet actif. L'expression obtenue pour la densité implicite prend la forme d'une densité log-normale plus deux termes d'ajustement. La mise en œuvre de ce résultat est ensuite illustrée à travers deux applications pratiques. Dans le deuxième essai, nous obtenons deux caractérisations de l'absence d'opportunité d'arbitrage en termes de fonctions copules. Chacune de ces caractérisations conduit à une méthode de détection des situations d'arbitrage. La première méthode proposée repose sur une propriété particulière des copules de Bernstein. La seconde méthode est valable dans le cas bivarié et tire profit de résultats sur les bornes de Fréchet-Hoeffding en présence d'information additionnelle sur la dépendance. Les résultats de l'utilisation de ces méthodes sur des données empiriques sont présentés. Enfin, dans le troisième essai, nous proposons une approche pour couvrir avec des options sur spread l'exposition au risque de dépendance d'un portefeuille d'options écrites sur deux actifs. L'approche proposée repose sur l'utilisation de deux modèles paramétriques de dépendance que nous introduisons: les copules Power Frank (PF) et Power Student's t (PST). Le fonctionnement et les résultats de l'approche proposée sont illustrés dans une étude numérique
This thesis is dedicated to the study of a market with several risky assets and options written on these assets. In a first essay, we express the implied distribution of an underlying asset price as a function of its options implied volatility smile. For the density, the obtained expression has the form of a log-normal density plus two adjustment terms. We then explain how to use these results and develop practical applications. In a first application we value a portfolio of digital options and in another application we fit a parametric distribution. In the second essay, we propose a twofold characterization of the absence of arbitrage opportunity in terms of copula functions. We then propose two detection methods. The first method relies on a particular property of Bernstein copulas. The second method, valid only in the case of a market with two risky assets, is based upon results on improved Fréchet-Hoeffding bounds in presence of additional information about the dependence. We also present results obtained with the proposed methods applied to empirical data. Finally, in the third essay, we develop an approach to hedge, with spread options, an exposure to dependence risk for a portfolio comprising two-asset options. The approach we propose is based on two parametric models of dependence that we introduce. These dependence models are copulas functions named Power Frank (PF) and Power Student's t (PST). The results obtained with the proposed approach are detailed in a numerical study
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Säfvenblad, Patrik. "Price formation in multi-asset securities markets." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 1997. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-855.

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This volume is a collection of three essays relating to the pricing of securities in financial markets, such as stock markets, where a large number of individual securities are traded. Lead-Lag Effects in a Competitive REE MarketThis essay introduces a model of cross-security information aggregation. The model is essentially an extension of Chan (Journal of Finance, 1993) to the case of simultaneous auction markets where revealed information is correlated across securities.The model provides clear predictions of lead-lag effects between securities returns. Several of the model's predictions are confirmed empirically using data from the Paris Bourse. Other models of price formation, including the basic Chan model and nonsynchronous trading, are rejected as they cannot account for observed return patterns. Learning the True Index LevelThis essay extends the model of cross-security information aggregation by deriving implications for autocorrelation in index returns. Both time series and cross-sectional predictions are confirmed by empirical evidence from the Paris Bourse. In addition, the time series predictions are consistent with earlier, partly unexplained, empirical evidence from the US market. An Empirical Study of Index Return AutocorrelationThis essay studies return autocorrelation on the Stockholm Stock Exchange focusing on the relation between index returns and indvidual stock returns. It is demonstrated that the two return types have similar time series properties, and it is concluded that the causes of autocorrelation are the same in both cases.

Diss. Stockholm : Handelshögskolan, 1997

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Säfvenblad, Patrik. "Price formation in multi-asset securities markets /." Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/455.htm.

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Books on the topic "Multi-asset market"

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Krishnan, Murugappa. Insider trading and asset pricing in an imperfectly competitive multi-security market. West Lafayette, Ind: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1990.

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Säfvenblad, Patrik. Price information in multi-asset securities markets. Stockholm: Stockholm School of Economics, 1997.

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YANG CHAO JUN ZHOU SHI YING DENG. Research on Optimization of Chinese Multi-level Capital Market and Social Asset Structure. 经济管理出版社, 2019.

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Book chapters on the topic "Multi-asset market"

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Foata, Laurent, Michael Vidhamali, and Frédéric Abergel. "Multi-Agent Order Book Simulation: Mono- and Multi-Asset High-Frequency Market Making Strategies." In New Economic Windows, 139–52. Milano: Springer Milan, 2011. http://dx.doi.org/10.1007/978-88-470-1766-5_10.

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Malevergne, Yannick, and Didier Sornette. "Multi-moment Method for Portfolio Management: Generalised Capital Asset Pricing Model in Homogeneous and Heterogeneous Markets." In Multi-moment Asset Allocation and Pricing Models, 166–93. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201830.ch7.

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Glantz, Morton, and Robert Kissell. "Foreign Exchange Market and Interest Rates." In Multi-Asset Risk Modeling, 217–46. Elsevier, 2014. http://dx.doi.org/10.1016/b978-0-12-401690-3.00007-x.

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Glantz, Morton, and Robert Kissell. "Extreme Value Theory and Application to Market Shocks for Stress Testing and Extreme Value at Risk." In Multi-Asset Risk Modeling, 437–76. Elsevier, 2014. http://dx.doi.org/10.1016/b978-0-12-401690-3.00013-5.

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"Multi-Asset Investing in Emerging Markets." In Multi-Asset Investing, 155–67. Chichester, UK: John Wiley & Sons, Ltd, 2016. http://dx.doi.org/10.1002/9781119241614.ch11.

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Renna, Paolo, and Rocco Padalino. "Negotiation Protocol Based on Budget Approach for Adaptive Manufacturing Scheduling." In Customer-Oriented Global Supply Chains, 35–58. IGI Global, 2012. http://dx.doi.org/10.4018/978-1-4666-0246-5.ch003.

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The research proposed concerns the development of a multi-agent scheduling approach able to support manufacturing systems in different dynamic conditions. The negotiation protocol defined budget approach is based on a financial asset that each part obtains when it is released into the manufacturing system for processing. The part spends the budget to perform the manufacturing operations by the workstations; the virtual market in which part agent and workstation agents coordinate the decentralized system. A fuzzy tool is proposed to assign the budget to each part based on the objectives pursued. A simulation environment based on Rockwell ARENA® platform has been developed in order to test the proposed approach. The simulations are used to compare the proposed approach with classical dynamical scheduling approaches proposed in literature. The results show how the proposed approach leads to better results, and it can be selective among the different priority of the parts.
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Abufardeh, Sameer. "KM and Global Software Engineering (GSE)." In Knowledge-Based Processes in Software Development, 12–34. IGI Global, 2013. http://dx.doi.org/10.4018/978-1-4666-4229-4.ch002.

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In the last decade, we have witnessed a dramatic transformation of software development processes. Outsourcing and offshore development has become the norm in current software development because of the many benefits organizations and people can have by adapting such strategy. Benefits include reduced cost, reduced time to market, availability of skilled people, proximity to market and customers in various locals, etc. Furthermore, the transformation from single-site, mostly English-based into a multi-site, multilingual, multicultural, and globally distributed endeavor has marked the birth of Global Software Engineering (GSE). This transformation increases the complexity of GSE when compared to traditional co-located Software development. GSE involves knowledge intensive activities, different people, different teams, and globally dispersed software organization. While there are many benefits in adapting GSE, the new strategy created several challenges/issues for the organization, practitioners, and researchers. Challenges include language and culture, communication, coordination and collaboration, team building, etc. Knowledge Management (KM) is considered fundamental and an essential asset of an organization because it enables organizations to efficiently create, store, and share knowledge, and it helps in resolving many of the current GSE issues. KM tools and techniques has been successfully used in effective management of who knows what, which helps in learning, problem solving, and innovation. This chapter discusses in general the challenges of culture in Global Software Engineering (GSE). However, the main focus of the discussion in this chapter is on the challenges of culture in global software application. For many years, KM literature has focused on the cultural issues of teams, processes, types of knowledge, etc. This chapter’s goal is to stimulate and encourage more research on how KM tools and practices can help in overcoming these challenges. Furthermore, it emphasizes the issues of language, which are mostly marginalized.
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Gavalas, Dimitris, and Theodore Syriopoulos. "Selecting the Optimum Collateral in Shipping Finance." In Sustainable Logistics and Strategic Transportation Planning, 295–327. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-5225-0001-8.ch014.

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Banks select convenient loan collateral assets to secure the uninterrupted service of a loan facility. In the adverse case of a borrower in default, collateral assets provide critical last resort coverage for bank loan recovery. Nevertheless, collaterals may provide least protection when they are most needed. Recessionary economic cycle phases, unstable capital markets, liquidity constraints and financial crises amplify abrupt downward collateral value shifts. This, in turn, can result to outstanding loans being exposed to diminishing collateral values, substantially increasing the bank's asset-liability mismatch. This study proposes an integrated and flexible framework to support a preferential collateral asset selection process for lending banks. Two multi-criteria decision making methods are critically compared and evaluated, in order to gain insight into the identification, evaluation and ranking process of important quantitative and qualitative collateral selection criteria. Bank shipping finance is undertaken as an empirical case study.
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"8. Testing a Multi-Country Model: The Approach of Martin and Masson." In The Role of the Current Account in Asset Market Models of Exchange Rate Determination, 206–18. Berlin, Boston: De Gruyter, 1987. http://dx.doi.org/10.1515/9783110902105-012.

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Bleoju, Gianita, Alexandru Capatina, Marius Geru, and Bogdan Pana. "Entrepreneurial Initiative to Develop a Web-Based Knowledge Hub." In Key Challenges and Opportunities in Web Entrepreneurship, 53–78. IGI Global, 2017. http://dx.doi.org/10.4018/978-1-5225-2466-3.ch003.

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Extracting, use and reuse of knowledge from academic specific environment (embedded knowledge of interactional processes as intangible asset) is becoming a challenge for actionable knowledge initiatives to enhance academic expertise based on educational technology. This chapter addresses a web entrepreneurial initiative concretized in a knowledge hub, whose architecture is articulated on four dimensions of any business model innovation: content-new activities, structure-new linkages, context-new markets and governance-network partnerships. The multi framing hub construct, enhancing new knowledge creation and protection, aims at facilitating the capitalization upon academic-business partnerships and further instantiating the multiplication effect through upgrading knowledge-based environments. Its methodology ambition – to become a self-sustainable platform – will allow an experimental adjustment of the self-learning capability in order to monitor and develop mechanisms for early diagnosis and to adjust the dissonances arising from interactional process in building new knowledge.
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Conference papers on the topic "Multi-asset market"

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Qin, Yemei, Hui Peng, Yanhui Xi, and Xiaohong Chen. "Multi-asset allocation based on financial market microstructure model." In 2014 26th Chinese Control And Decision Conference (CCDC). IEEE, 2014. http://dx.doi.org/10.1109/ccdc.2014.6852931.

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Krishnamurthy, Vikram, and Anup Aryan. "Detecting asset value dislocations in multi-agent models of market microstructure." In ICASSP 2013 - 2013 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2013. http://dx.doi.org/10.1109/icassp.2013.6639372.

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Xu, Weixiang, Jinggui Gao, and Weihai Zhang. "Multi-Objective Stochastic Optimal Asset Allocation for DC Pension under Unpredictable Non-Market Disturbances." In ICITEE-2019: 2nd International Conference on Information Technologies and Electrical Engineering. New York, NY, USA: ACM, 2019. http://dx.doi.org/10.1145/3386415.3387072.

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Deng Guohe. "Optimal portfolio for multi-asset in a jump-diffusion model with time-varying market structure." In 2008 Chinese Control Conference (CCC). IEEE, 2008. http://dx.doi.org/10.1109/chicc.2008.4604985.

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Brito, João, Filomena Soares, and Celina P. Leão. "Digital Control iBook: A Flashier Way to Study." In ASME 2012 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/imece2012-87511.

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Nowadays, the iPad tablet is the first choice by frequent users of new technologies. According to Nielsen Company, the iPad holds about 82% of tablet’s market share in the USA. Due to the multi-touch interface, the iPad can captivate the user since it allows interactivity, it is a friendly tool and the user’s interface is activated by our natural and most used pointer, the finger. The user easily learns how to work on this kind of technology because iPad has also an elegant and intuitive interface. These aspects, among others, make the iPad a relevant tool for work, study and leisure. Once Apple makes both hardware and operating system, it is possible to develop an application to take advantage of the iPad’s hardware. In this sense, the main idea of this project is to develop an iBook for iPad that will serve as a support tool to two Course Units of the MSc in Industrial Electronics and Computer Engineering (MIEEIC) at School of Engineering in University of Minho: Applied Mathematics (second year) and Digital Control (third year). A portable tool like the iPad is an asset to the student’s needs in learning process. In particular, the iBook for this project will really help and support the students and make their study easier when learning Digital Control and Applied Mathematics.
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Rizkalla, Moness, and Jeff Brown. "Security for Pipeline Assets: The State of the Art." In 2002 4th International Pipeline Conference. ASMEDC, 2002. http://dx.doi.org/10.1115/ipc2002-27078.

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The North American energy pipeline system represents a security challenge. Taking a holistic view of the problem allows the operator to construct and implement a strategy systematically. The solution involves a multi-disciplinary approach using a combination of business tools and technology to provide enhanced protection, and rapid restoration and recovery in the event of an attack. • Mapping of “high consequence” areas, including pipeline segments near population centers, water resources, or environmentally sensitive regions, will allow energy companies to more logically allocate security resources, but there may remain vast stretches of pipeline where physical barriers are impractical. • Formal decision analysis techniques can be effectively used to assess potential threats, analyze vulnerabilities, prepare contingency plans and set priorities. • Hardware elements of the solution will draw heavily upon technological innovations, including the use of active earth observation imagery and sophisticated sensing equipment for surveillance and early detection. • Strategic planning exercises will allow operators to think through the problem before a threat occurs and to put in place resources to react to a threat and to respond, restore, and recover from an attack. This is particularly true in coordination across a region. The expanding effort to safeguard the continent’s energy infrastructure will rely upon a greater level of (1) government-industry cooperation, particularly in the areas of data and information collection/analysis/dissemination, (2) technological adaptation/innovation, including greater use of sensing and surveillance technologies, (3) the development of financial and insurance products that fit the specific needs of energy asset owners and operators, (4) communication with key constituencies: customers, suppliers, regulators, law enforcement agencies, and financial markets, (5) customized training for employees, (6) government supervisory and enforcement authority to inspect and penalize companies that do not implement the appropriate level of security, while providing a due diligence safe harbor for those that are proactive; and (7) an unwavering commitment to protect vital assets, human, physical, and otherwise. It is critical that pipeline security programs focus on long-term, sustainable solutions that are customized to fit the specific needs of particular energy asset networks. The paper contains a specific example of pipeline infrastructure management system and display screen examples.
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