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Perpetual Futures Pricing 永久期货定价
Social Science Research Network Pub Date : 2023-01-01 DOI: 10.2139/ssrn.4603820
Damien Ackerer, Julien Hugonnier, Urban J. Jermann
{"title":"Perpetual Futures Pricing","authors":"Damien Ackerer, Julien Hugonnier, Urban J. Jermann","doi":"10.2139/ssrn.4603820","DOIUrl":"https://doi.org/10.2139/ssrn.4603820","url":null,"abstract":"Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no-arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and continuous-time. In particular, we show that the futures price is given by the risk-neutral expectation of the spot sampled at a random time that reflects the intensity of the price anchoring. Furthermore, we identify funding specifications that guarantee the coincidence of futures and spot prices, and show that for such specifications perpetual futures contracts can be replicated by dynamic trading in primitive securities.","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135318178","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Simultaneous vs Sequential: Optimal Assortment Recommendation in Multi-Channel Retailing 同时与顺序:多渠道零售的最优分类推荐
Social Science Research Network Pub Date : 2023-01-01 DOI: 10.2139/ssrn.4592172
Yicheng Liu, Xiao Alison Chen, Yan Liu, Zizhuo Wang
{"title":"Simultaneous vs Sequential: Optimal Assortment Recommendation in Multi-Channel Retailing","authors":"Yicheng Liu, Xiao Alison Chen, Yan Liu, Zizhuo Wang","doi":"10.2139/ssrn.4592172","DOIUrl":"https://doi.org/10.2139/ssrn.4592172","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"126 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135318192","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Shaping Human Connections: Life in Society 塑造人际关系:社会生活
Social Science Research Network Pub Date : 2023-01-01 DOI: 10.2139/ssrn.4590762
Karolina Karosas
{"title":"Shaping Human Connections: Life in Society","authors":"Karolina Karosas","doi":"10.2139/ssrn.4590762","DOIUrl":"https://doi.org/10.2139/ssrn.4590762","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135318301","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
So, Dear Applicant, Do You Mean Working from Home or Shirking from Home? 那么，亲爱的应聘者，你的意思是在家工作还是逃避在家工作?
Social Science Research Network Pub Date : 2023-01-01 DOI: 10.2139/ssrn.4619697
Eline Moens, Elsy Verhofstadt, Luc Van Ootegem, Stijn Baert
{"title":"So, Dear Applicant, Do You Mean Working from Home or Shirking from Home?","authors":"Eline Moens, Elsy Verhofstadt, Luc Van Ootegem, Stijn Baert","doi":"10.2139/ssrn.4619697","DOIUrl":"https://doi.org/10.2139/ssrn.4619697","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135318737","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Barbies, Ties, and High Heels: Goods That People Buy But Wish Did Not Exist 芭比娃娃、领带和高跟鞋:人们购买但希望不存在的商品
Social Science Research Network Pub Date : 2023-01-01 DOI: 10.2139/ssrn.4613814
Cass R. Sunstein
{"title":"Barbies, Ties, and High Heels: Goods That People Buy But Wish Did Not Exist","authors":"Cass R. Sunstein","doi":"10.2139/ssrn.4613814","DOIUrl":"https://doi.org/10.2139/ssrn.4613814","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135318832","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Racial and Ethnic Differences in Longevity Perceptions and Implications for Financial Decision Making 长寿观念的种族和民族差异及其对财务决策的影响
Social Science Research Network Pub Date : 2023-01-01 DOI: 10.2139/ssrn.4617297
Abigail Hurwitz, Olivia S. Mitchell, Orly Sade
{"title":"Racial and Ethnic Differences in Longevity Perceptions and Implications for Financial Decision Making","authors":"Abigail Hurwitz, Olivia S. Mitchell, Orly Sade","doi":"10.2139/ssrn.4617297","DOIUrl":"https://doi.org/10.2139/ssrn.4617297","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"178 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135318971","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Performance Attribution for Portfolio Constraints 投资组合约束的绩效归因
Social Science Research Network Pub Date : 2023-01-01 DOI: 10.2139/ssrn.4609106
Andrew W. Lo, Ruixun Zhang
{"title":"Performance Attribution for Portfolio Constraints","authors":"Andrew W. Lo, Ruixun Zhang","doi":"10.2139/ssrn.4609106","DOIUrl":"https://doi.org/10.2139/ssrn.4609106","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"533 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135318978","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Evolution of Bridge Design Technology – A Cladistic Approach 桥梁设计技术的演变-一种渐进的方法
Social Science Research Network Pub Date : 2023-01-01 DOI: 10.2139/ssrn.4589755
Kais Abu Al Haija
{"title":"Evolution of Bridge Design Technology – A Cladistic Approach","authors":"Kais Abu Al Haija","doi":"10.2139/ssrn.4589755","DOIUrl":"https://doi.org/10.2139/ssrn.4589755","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135318987","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Generative AI in the Attorney-Client Relationship: An Exercise in Critical Revision and Client Management 律师-客户关系中的生成人工智能:关键修订和客户管理的练习
Social Science Research Network Pub Date : 2023-01-01 DOI: 10.2139/ssrn.4616179
Michael L. Smith
{"title":"Generative AI in the Attorney-Client Relationship: An Exercise in Critical Revision and Client Management","authors":"Michael L. Smith","doi":"10.2139/ssrn.4616179","DOIUrl":"https://doi.org/10.2139/ssrn.4616179","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135319311","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Cutting Zoning Down to Size: Reevaluating the Legal Vulnerability of Urban Minimum Lot Sizes 缩减分区规模:重新评估城市最小地块规模的法律脆弱性
Social Science Research Network Pub Date : 2023-01-01 DOI: 10.2139/ssrn.4619301
Charles Gardner
{"title":"Cutting Zoning Down to Size: Reevaluating the Legal Vulnerability of Urban Minimum Lot Sizes","authors":"Charles Gardner","doi":"10.2139/ssrn.4619301","DOIUrl":"https://doi.org/10.2139/ssrn.4619301","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135319754","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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