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Detecting LongRun Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics
 Journal of Financial Economics
, 1997
"... We analyze the empirical power and specification of test statistics in event studies designed to detect longrun (one to fiveyear) abnormal stock returns. We document that test statistics based on abnormal returns calculated using a reference portfolio, such as a market index, are misspecified (em ..."
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Cited by 548 (9 self)
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We analyze the empirical power and specification of test statistics in event studies designed to detect longrun (one to fiveyear) abnormal stock returns. We document that test statistics based on abnormal returns calculated using a reference portfolio, such as a market index, are misspecified
Dynamic capabilities and strategic management
 Strategic Management Journal
, 1997
"... The dynamic capabilities framework analyzes the sources and methods of wealth creation and capture by private enterprise firms operating in environments of rapid technological change. The competitive advantage of firms is seen as resting on distinctive processes (ways of coordinating and combining), ..."
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Cited by 1792 (7 self)
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), shaped by the firm’s (specific) asset positions (such as the firm’s portfolio of difficulttotrade knowledge assets and complementary assets), and the evolution path(s) it has adopted or inherited. The importance of path dependencies is amplified where conditions of increasing returns exist. Whether
Policy gradient methods for reinforcement learning with function approximation.
 In NIPS,
, 1999
"... Abstract Function approximation is essential to reinforcement learning, but the standard approach of approximating a value function and determining a policy from it has so far proven theoretically intractable. In this paper we explore an alternative approach in which the policy is explicitly repres ..."
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Cited by 439 (20 self)
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, if s was sampled from the distribution obtained by following π, then a ∂π(s,a) ∂θ Q π (s, a) would be an unbiased estimate of ∂ρ ∂θ . Of course, Q π (s, a) is also not normally known and must be estimated. One approach is to use the actual returns, corrects for the oversampling of actions preferred by π), which
A Control Variable Perspective for the Optimal Combination of Truncated Corrected Returns
"... This paper details further development of an idea first suggested in (Barto & Duff, 1994)that of bringing variance reduction techniques to bear upon the problem of optimally combining corrected truncated returns. 1 INTRODUCTION Consider a system whose dynamics are described by a finite state ..."
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This paper details further development of an idea first suggested in (Barto & Duff, 1994)that of bringing variance reduction techniques to bear upon the problem of optimally combining corrected truncated returns. 1 INTRODUCTION Consider a system whose dynamics are described by a finite
The Variance Gamma Process and Option Pricing.
 European Finance Review
, 1998
"... : A three parameter stochastic process, termed the variance gamma process, that generalizes Brownian motion is developed as a model for the dynamics of log stock prices. The process is obtained by evaluating Brownian motion with drift at a random time given by a gamma process. The two additional par ..."
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Cited by 365 (34 self)
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parameters are the drift of the Brownian motion and the volatility of the time change. These additional parameters provide control over the skewness and kurtosis of the return distribution. Closed forms are obtained for the return density and the prices of European options. The statistical and risk neutral
Evaluating Interval Forecasts
 International Economic Review
, 1997
"... This paper is intended to address the deficiency by clearly defining what is meant by a "good" interval forecast, and describing how to test if a given interval forecast deserves the label "good". One of the motivations of Engle's (1982) classic paper was to form dynamic int ..."
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Cited by 364 (11 self)
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fails to account for higherorder dynamics may be correct on average (have correct unconditional coverage), but in any given period it will have incorrect conditional coverage characterized by clustered outliers. These concepts will be defined precisely below, and tests for correct conditional coverage
Decoding Reed Solomon Codes beyond the ErrorCorrection Bound
, 1997
"... We present a randomized algorithm which takes as input n distinct points f(xi; yi)g n i=1 from F \Theta F (where F is a field) and integer parameters t and d and returns a list of all univariate polynomials f over F in the variable x of degree at most d which agree with the given set of points in a ..."
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Cited by 274 (18 self)
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We present a randomized algorithm which takes as input n distinct points f(xi; yi)g n i=1 from F \Theta F (where F is a field) and integer parameters t and d and returns a list of all univariate polynomials f over F in the variable x of degree at most d which agree with the given set of points
Does it pay to invest in art? A selectioncorrected returns perspective.” Review of Financial Studies, forthcoming
, 2015
"... Tinbergen Institute has two locations: ..."
Invest in Art? A Selectioncorrected Returns Perspective. ” In Section A, we present extended
"... This appendix presents additional results and robustness checks for the paper “Does it Pay to ..."
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This appendix presents additional results and robustness checks for the paper “Does it Pay to
Korat: Automated testing based on Java predicates
 IN PROC. INTERNATIONAL SYMPOSIUM ON SOFTWARE TESTING AND ANALYSIS (ISSTA
, 2002
"... This paper presents Korat, a novel framework for automated testing of Java programs. Given a formal specification for a method, Korat uses the method precondition to automatically generate all nonisomorphic test cases bounded by a given size. Korat then executes the method on each of these test case ..."
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Cited by 331 (53 self)
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cases, and uses the method postcondition as a test oracle to check the correctness of each output. To generate test cases for a method, Korat constructs a Java predicate (i.e., a method that returns a boolean) from the method’s precondition. The heart of Korat is a technique for automatic test case
Results 1  10
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