Index option returns and generalized entropy bounds
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Financial Economics"
DOI: 10.1016/j.jfineco.2020.08.011
Abstract: Abstract I develop a new spectrum of moment bounds on the pricing kernel. They stem from the solution of an optimization problem that is complementary to Hansen and Jagannathan (1991) approach. Economically, they measure the… read more here.
Keywords: option; option returns; index option; generalized entropy ... See more keywords
Substance flow analysis of neodymium based on the generalized entropy in China
Sign Up to like & getrecommendations! Published in 2018 at "Resources, Conservation and Recycling"
DOI: 10.1016/j.resconrec.2018.02.019
Abstract: Abstract Rare earth plays an important role in fields of aerospace, electronic products, catalyst, agriculture and others. China is the largest producer and consumer of rare earth materials in the world. Neodymium is widely used… read more here.
Keywords: substance; rare earth; generalized entropy; neodymium ... See more keywords
ORDERS OF GROWTH AND GENERALIZED ENTROPY
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DOI: 10.1017/s1474748021000463
Abstract: We construct the complete set of orders of growth and define on it the generalized entropy of a dynamical system. With this object, we provide a framework wherein we can study the separation of orbits… read more here.
Keywords: orders growth; generalized entropy; growth; growth generalized ... See more keywords
The Concavity of Generalized Entropy Powers
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DOI: 10.1109/tit.2022.3181379
Abstract: In this note we introduce a new family of entropy powers which are related to generalized entropies, called Sharma-Mittal entropies, and we prove their concavity along diffusion processes generated by $L^{2}$ -Wasserstein gradient flows of… read more here.
Keywords: concavity generalized; generalized entropy; concavity; entropy powers ... See more keywords
Generalized Entropy Generation Expressions in Gases
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DOI: 10.3390/e21040330
Abstract: In this study, we generalize our previous methods for obtaining entropy generation in gases without the need to carry through a specific expansion method, such as the Chapman–Enskog method. The generalization, which is based on… read more here.
Keywords: state; generation expressions; entropy generation; generation ... See more keywords