Selecting Relative-Value Stocks with Non Linear Cointegration

Author(s):  
Christos Kollias ◽  
Kostas Metaxas
1967 ◽  
Vol 28 ◽  
pp. 105-176
Author(s):  
Robert F. Christy

(Ed. note: The custom in these Symposia has been to have a summary-introductory presentation which lasts about 1 to 1.5 hours, during which discussion from the floor is minor and usually directed at technical clarification. The remainder of the session is then devoted to discussion of the whole subject, oriented around the summary-introduction. The preceding session, I-A, at Nice, followed this pattern. Christy suggested that we might experiment in his presentation with a much more informal approach, allowing considerable discussion of the points raised in the summary-introduction during its presentation, with perhaps the entire morning spent in this way, reserving the afternoon session for discussion only. At Varenna, in the Fourth Symposium, several of the summaryintroductory papers presented from the astronomical viewpoint had been so full of concepts unfamiliar to a number of the aerodynamicists-physicists present, that a major part of the following discussion session had been devoted to simply clarifying concepts and then repeating a considerable amount of what had been summarized. So, always looking for alternatives which help to increase the understanding between the different disciplines by introducing clarification of concept as expeditiously as possible, we tried Christy's suggestion. Thus you will find the pattern of the following different from that in session I-A. I am much indebted to Christy for extensive collaboration in editing the resulting combined presentation and discussion. As always, however, I have taken upon myself the responsibility for the final editing, and so all shortcomings are on my head.)


Optimization ◽  
1975 ◽  
Vol 6 (4) ◽  
pp. 549-559
Author(s):  
L. Gerencsér

GeroPsych ◽  
2019 ◽  
Vol 32 (1) ◽  
pp. 41-52
Author(s):  
Matthew C. Costello ◽  
Shane J. Sizemore ◽  
Kimberly E. O’Brien ◽  
Lydia K. Manning

Abstract. This study explores the relative value of both subjectively reported cognitive speed and gait speed in association with objectively derived cognitive speed. It also explores how these factors are affected by psychological and physical well-being. A group of 90 cognitively healthy older adults ( M = 73.38, SD = 8.06 years, range = 60–89 years) were tested in a three-task cognitive battery to determine objective cognitive speed as well as measures of gait speed, well-being, and subjective cognitive speed. Analyses indicated that gait speed was associated with objective cognitive speed to a greater degree than was subjective report, the latter being more closely related to well-being than to objective cognitive speed. These results were largely invariant across the 30-year age range of our older adult sample.


2017 ◽  
Vol 29 (3) ◽  
pp. 126-136 ◽  
Author(s):  
Robin L. Nabi ◽  
Debora Pérez Torres ◽  
Abby Prestin

Abstract. Despite the substantial attention paid to stress management in the extant coping literature, media use has been surprisingly overlooked as a strategy worthy of close examination. Although media scholars have suggested media use may be driven by a need to relax, related research has been sporadic and, until recently, disconnected from the larger conversation about stress management. The present research aimed to determine the relative value of media use within the broader range of coping strategies. Based on surveys of both students and breast cancer patients, media use emerged as one of the most frequently selected strategies for managing stress across a range of personality and individual difference variables. Further, heavier television consumers and those with higher perceived stress were also more likely to use media for coping purposes. Finally, those who choose media for stress management reported it to be an effective tool, although perhaps not as effective as other popular strategies. This research not only documents the centrality of media use in the corpus of stress management techniques, thus highlighting the value of academic inquiry into media-based coping, but it also offers evidence supporting the positive role media use can play in promoting psychological well-being.


1979 ◽  
Author(s):  
George W. Howe ◽  
James H. Dalton ◽  
Maurice J. Elias
Keyword(s):  

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