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Lazaros Vrysis, Nikolaos Vryzas, Rigas Kotsakis, Theodora Saridou, Maria Matsiola, Andreas Veglis, Carlos Arcila-Calderón and Charalampos Dimoulas
Social media services make it possible for an increasing number of people to express their opinion publicly. In this context, large amounts of hateful comments are published daily. The PHARM project aims at monitoring and modeling hate speech against ref...
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Pablo Solórzano-Taborga, Ana Belén Alonso-Conde and Javier Rojo-Suárez
Recent literature shows that market anomalies have significantly diminished, while research on market factors has largely improved the performance of asset pricing models. In this paper we study the extent to which data envelopment analysis (DEA) techniq...
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Shihe Li, Baihui Fang, Dongfang Wang, Xianqing Wang, Xiaobing Man and Xuan Zhang
In order to evaluate the environmental risk caused by land application of sewage sludge, leaching characteristics of heavy metals and plant nutrients in the sewage sludge immobilized by composite phosphorus-bearing materials were investigated. Their cumu...
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Camila Cardoso Pereira,Regis A. Ely,Cláudio Djissey Shikida
Pág. 611 - 634
We test the presence of the dividend month premium in the Brazilian stock market. This premium consists in the existence of abnormal returns when companies are predicted to issue a dividend. We build portfolios based on predicted dividends and estimate a...
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?. P. Pavlenko,V. M. Shavkun,V. I. Scurihin,N. P. Lukashova
Pág. 47 - 59
Purpose. The work is aimed to study the change in parameters of traction electric motors of trolleybuses during operation and improvement of the technical state control system, using modern diagnostic methods. Methodology. Solution of the scientific...
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Vladimir Beskorovainyi
Pág. 5 - 11
The subject matter of the article is the problem of multicriteria estimation of the properties of technological systems (TS) in the process of their structural-parametric optimization. The goal of the study is to increase the efficiency of procedures for...
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Vladimir Beskorovainyi, Heorhii Berezovskyi
Pág. 14 - 20
The subject of the research in the article is the process of evaluating the properties of technological systems at the stages of their design and reengineering. The goal ? to improve the efficiency of procedures for multi-criteria evaluation of options f...
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Carlos Enrique Carrasco-Gutierrez,Wagner Piazza Gaglianone
Pág. 425 - 460
In this paper a methodology to compare the performance of different stochastic discount factor (SDF) models is suggested. The starting point is the estimation of several factor models in which the choice of the fundamental factors comes from different pr...
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Peter Christoffersen, Steven Heston, and Kris Jacobs
Pág. 1914 - 1932
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Yaiza García, Juan Garcia
Pág. pp. 21 - 43
We analyse diverse multifactor pricing models in order to determine if they allow to explain the variability of the returns on the personal Pension Plans in Spain between 1995 and 2003, as well as to find their sources of risks. We test the following mod...
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