We aim to provide a review of the stochastic discount factor bounds usually applied to diagnose asset pricing models. In particular, we mainly discuss the bounds used to analyze the disaster model of Barro (2006). Our ...

Based on a family of discrepancy functions, we derive nonparametric stochastic discount factor bounds that naturally generalize variance, entropy, and higher-moment bounds. These bounds are especially useful to identify ...

What are the consequences of asymmetry of information about the future state of the economy between a benevolent Central Bank (CB) and private agents near the zero lower bound? How is the conduct of monetary policy ...

What are the consequences of asymmetry of information about the future state of the economy between a benevolent Central Bank (CB) and private agents near the zero lower bound? How is the conduct of monetary policy modified ...

In our quest to win a deeper understanding of how QCD actually works, the study of the binding of heavy quarkonia and heavy-flavor hadrons to atomic nuclei offers enormous promise. Modern experimental facilities such as ...

We present a generalization of the Holevo theorem through distance measures between quantum states, showing that each of these leads to an alternative Holevo theorem. This result involves two quantities: the distance-based ...

This thesis is focused on the limits of performance of large-scale convex optimization algorithms. Classical theory of oracle complexity, first proposed by Nemirovski and Yudin in 1983, successfully established the ...

We present new theoretical results on the spectrum of the quantum field theory of the double sine-Gordon model. This non-integrable model displays different varieties of kink excitations and bound states thereof. Their ...

We present new theoretical results on the spectrum of the quantum field theory of the double sine-Gordon model. This non-integrable model displays different varieties of kink excitations and bound states thereof. Their ...

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with ...