Relevant bibliographies by topics / Three-factor model

Academic literature on the topic 'Three-factor model'

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Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Three-factor model"

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Frijters, Paul. "A three-factor search model." Economics Letters 64, no. 3 (September 1999): 319–24. http://dx.doi.org/10.1016/s0165-1765(99)00100-7.

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Li, Man, and Michael Dempsey. "The Fama and French three-factor model in developing markets: evidence from the Chinese markets." Investment Management and Financial Innovations 15, no. 1 (January 23, 2018): 46–57. http://dx.doi.org/10.21511/imfi.15(1).2018.06.

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The authors study the Fama and French three-factor (FF-3F) model in relation to a developing market. To this end, they consider Chinese stock markets over the period 1995–2008, which is to say, over a period when these markets are recognized as “developing” markets influenced by speculative activity. The authors find that the model appears to be working as a form of “principal component analysis for the determinants of stock price formation with book-to-market (B/M) as the “variable of choice” on account of that it captures the earnings-to-price (E/P), cash-flow-to-price (C/P) and sales-to-price (S/P) variables while remaining largely uncorrelated with firm size (whereas E/P, C/P and S/P are themselves positively correlated with firm size). The variables, however, are unrelated to risk as represented by market exposure, volatility, or leverage.
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Sehrawat, Neeraj, Amit Kumar, Narander Kumar Nigam, Kirtivardhan Singh, and Khushi Goyal. "Test of capital market integration using Fama-French three-factor model: empirical evidence from India." Investment Management and Financial Innovations 17, no. 2 (May 22, 2020): 113–27. http://dx.doi.org/10.21511/imfi.17(2).2020.10.

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Integration or segmentation of markets determines whether substantial advantages in risk reduction can be attained through portfolio diversification in foreign securities. In an integrated market, investors face risk from country-specific factors and factors, which are common to all countries, but price only the later, as country-specific risk is diversifiable. The aim of this study is two-fold, firstly, investigating the superiority of the Fama-French three-factor model over Capital Asset Pricing Model (CAPM) and later using the superior model to test for integration of Indian and US equity markets (a proxy for global markets). Based on a sample of Bombay Stock Exchange 500 non-financial companies for the period 2003–2019, the data suggest the superiority of Fama-French three-factor model over CAPM. Using the Non-Linear Seemingly Unrelated Regression technique, the first half of the sample period (2003–2010) shows evidence of market segmentation; however, the second sub-period (2011–2019) shows weak signs of market integration, which is supported by the Johansen test of cointegration, suggesting that Indian market is gradually getting integrated with global markets.
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Russo, Vincenzo, Rosella Giacometti, Svetlozar Rachev, and Frank J. Fabozzi. "A Three-Factor Model for Mortality Modeling." North American Actuarial Journal 19, no. 2 (April 3, 2015): 129–41. http://dx.doi.org/10.1080/10920277.2015.1015262.

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Schmid, Bernd, and Rudi Zagst. "A Three-Factor Defaultable Term Structure Model." Journal of Fixed Income 10, no. 2 (September 30, 2000): 63–79. http://dx.doi.org/10.3905/jfi.2000.319265.

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Estrada, Javier. "The Three-Factor Model: A Practitioner's Guide." Journal of Applied Corporate Finance 23, no. 2 (June 2011): 77–84. http://dx.doi.org/10.1111/j.1745-6622.2011.00329.x.

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Gruber, Murray L. "A Three-Factor Model of Administrative Effectiveness." Administration in Social Work 10, no. 3 (September 1986): 1–14. http://dx.doi.org/10.1300/j147v10n03_01.

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Shen, Dehua, Andrew Urquhart, and Pengfei Wang. "A three-factor pricing model for cryptocurrencies." Finance Research Letters 34 (May 2020): 101248. http://dx.doi.org/10.1016/j.frl.2019.07.021.

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Cameron, James E. "A Three-Factor Model of Social Identity." Self and Identity 3, no. 3 (July 2004): 239–62. http://dx.doi.org/10.1080/13576500444000047.

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Matson, Johnny L. "Biosocial theory of psychopathology: A three by three factor model." Applied Research in Mental Retardation 6, no. 2 (January 1985): 199–227. http://dx.doi.org/10.1016/s0270-3092(85)80071-0.

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Dissertations / Theses on the topic "Three-factor model"

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Lam, Kenneth. "Is the Fama-French three-factor model better than the CAPM? /." Burnaby B.C. : Simon Fraser University, 2005. http://ir.lib.sfu.ca/handle/1892/2094.

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Mao, Bin. "An empirical study of the Fama and French three-factor model." Thesis, University of Aberdeen, 2009. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=208283.

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In recent years there has been increasing empirical evidence that appears to support the view that the Fama and French three-factor model is highly effective in capturing the systematic risks associated with equity rates of return. It has equally been recognised that the three-factor model does not have the theoretical sophistication of the Capital Asset Pricing Model (CAPM). This comparison presents a puzzle that hinges on a search for explanations of the sources of the two extra risk factors that are central to the three-factor model. These factors are: first, the size premium (defined as the difference between rates of return on a large size stocks and small size stocks); and, second the value premium (defined as the difference between rates of return on high Book-to-Market stocks and low Book-to-Market stocks). The purpose of this thesis is to offer a careful empirical analysis of the Fama and French three-factor model, which will add to our knowledge about the source of the systematic risks associated with these two factors. The study consists of three sections. In the first section, the three-factor model is tested under the time-varying volatility condition by using Generalized Autoregressive Conditional Heteroscedastic (GARCH) models in two time periods, June 1963-December 1991 and September 1927-December 2005 in the US market. The results indicate that the time-varying volatility does not improve the performance of the three-factor model in explaining the rates of return, but it does enhance the efficiency of the regression model by reducing the value of standard deviation and serial autocorrelation within residuals. In the second and third section, the potential relationship of the value premium with several macroeconomic risk factors, measured as the industrial production, inflation rate, the money supply, and the interest rate, are tested from January 1959 to December 2005 in US market. By using the methodology of the Cointegration test to focus on the long run relationship and conditional volatility by GARCH model to focus on risk relationship, the results suggest that i) the value premium is related to the changes of fundamental risk; ii) there is an asymmetric effect on the price of the value stock and growth stock under different business conditions; iii) and the three risk factors are driven by a similar source of macroeconomic activity change, but the interactive relationship between these three risk factors is essential in explaining the rates of return, thus, they should be used together. Overall, the results in this thesis support the view that the Fama and French three-factor model is a strong model in explaining rates of return, and that the value premium is generated from systemic risk and should be used in the equilibrium asset pricing model. The finding is useful for academics and practitioners alike.
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Marklund, Christian, and Joakim Hansen. "Existerar volatilitetssymmetri? : En studie i volatilitet och reala optioners effekt på Sverigesaktiemarknad." Thesis, Umeå universitet, Företagsekonomi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-90514.

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Problembakgrund: Studier för sambandet mellan volatilitet och avkastning har för det aggregerade marknadsperspektivet varit odelat enliga i att detta är negativt. Detsamma gäller inte sambandet vid studier på aktier för enskilda företag där ett antal har kunnat observera ett positivt samband. Detta skulle betyda att det är fördelaktigt när en akties volatilitet ökar, vilket går emot tidigare teorier som säger att sjunkande aktiekurser leder till en ökande volatilitet. I en teori har reala optioner presenterats som en förklaring genom dess konvexitet som leder till ett samtidigt ökande värde när volatilitet ökar. Problemformulering: Existerar ett positivt samband mellan volatilitet och avkastning för enskilda aktier noterade på den svenska aktiemarknaden? Syfte: Studiens huvudsyfte ligger i att avgöra om det går att observera ett positivt samband mellan volatilitet och avkastning på företagsnivå. Sambandet kontrolleras för de variabler som indikerar på en relativt stor tillgång reala optioner för att avgöra om ett företags flexibilitet gör att avkastning och volatilitet ökar samtidigt genom de reala optionernas värdeökning i enlighet med den teori presenterad av Grullon, Lyandres och Zhdanov. Ett delsyfte är därefter att undersöka huruvida vanliga prisjämviktsmodellers förklaringsgrad kan förbättras för att utreda om reala optioner har en så betydande effekt för svenska aktiers avkastning att investerare bör ta dessa i beaktande. Teori: Studien avhandlar de två teorier som tidigare presenterats som huvudförklaringar för det asymmetriska sambandet mellan volatilitet och avkastning, hävstångseffekten och volatilitetsfeedback-effekten. Dessutom presenteras den teori som genom ett företags flexibilitet eventuellt förklarar ett symmetriskt samband och de nyckeltal som indikerar på en relativ tillgång reala optioner. För att kunna undersöka detta samband använder vi CAPM, Fama-French tre- och Carhart fyrfaktormodell, samt en vidare modifierad modell som beaktar reala optioner. Metod: För att besvara vår problemformulering har vi valt att genomföra denna kvantitativa studie med en deduktivt ansats. Ett totalurval bestående av 1131 företag på aktiemarknaden mellan åren 1992 – 2011 ligger som grund för de statistiska testen.  Empiri/analys: Resultaten visar på att det inte föreligger ett positivt samband mellan volatilitet och avkastning för enskilda aktier noterade i Sverige, det samband vi finner är signifikant negativt. De undersökta prisjämviktsmodellerna visar på en något ökande förklaringsgrad för de variabler som indikerar reala optioner men utan signifikanta resultat. Dessa resultat skiljer sig från referensstudien på den amerikanska marknaden av Grullon et al. som kunnat visa på ett positivt samband. Slutsats: Ett existerande symmetriskt samband går inte att helt utesluta, resultaten visar däremot på att de teorier som driver ett negativt samband är dominerande på den svenska marknaden. Detta kan bero på exempelvis skillnader i företagsklimat eller juridiska trösklar mellan länder som hämmar ett företags möjligheter till att vara flexibla och att denna effekt därför blir begränsad.
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Coffie, William. "Capital asset pricing model and the three factor model : empirical evidence from emerging African stock markets." Thesis, Birmingham City University, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.582644.

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This thesis explores two celebrated asset pricing models by investigating whether or not the capital asset pricing model (CAPM) and the Fama-French three factor model apply in Emerging African Stock Markets (EASM). While Sharpe (1964) and Lintner (1965) developed the capital asset pricing model (CAPM), it has been widely tested by finance researchers and applied in practice. The central theme of the CAPM is that the only risk variable that affects asset returns is the market factor (beta). However, empirical evidence suggests that the beta alone is not sufficient to wholly explain variation in asset returns (Jensen, 1968; Jensen et al, 1972). A search for an appropriate asset pricing model has led to the development of multifactor models (Ross, 1976; Fama and French, 1992; Carhart, 1997). Fama and French (1992 and 1993) introduced the size and BE/ME anomalies to the academic literature and advocates that it might be driven by changes in microeconomic factors missed by the single factor CAPM. This study adopts Jensen (1968) version of Sharpe-Lintner CAPM and follows Jensen et al. (1972) and Fama and French (1993) time-series approaches. The study provides substantial evidence of the benefits of volatility as augmenting factor in the classic CAPM in explaining asset returns in a new application to Africa and other emerging markets with similar economic characteristics. It was demonstrated that a pricing model that includes both market risk premium and volatility risk premium significantly captures patterns of returns in Africa than the classic CAPM or Fama-French model. Furthermore, this study makes three more important contributions to the literature on. 1. That beta on its own cannot fully explain risk in Africa per CAPM’s assertion as returns can be related to other non-beta factors. 2. The evidence here produces firm contradiction to the growing literature that size and BE/ME are fundamental risk factors. These two variables are not risk factors and indeed, small and value firms do no attract additional compensation for risk in Africa. 3. Lack of integration of African stock markets with the world market means that country specific risk as measured by volatility is persistent across all five countries and therefore volatility augmented asset pricing model is more appropriate than classic CAPM or multifactor model with size and BE/ME. Unlike Fama-French and liquidity augmented models, this model is underpinned by theory. Even, in circumstances where volatility risk premium is negative as documented elsewhere and in this study for certain assets in Africa; the model provides useful information for portfolio construction/allocation and hedging in line with Merton (1973) ICAPM. emerging African capital markets as follows:
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Gerber, Angela S. "An expanded three-factor model of disordered eating : predicting anorexic and bulimic symptoms /." free to MU campus, to others for purchase, 2004. http://wwwlib.umi.com/cr/mo/fullcit?p1421138.

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Nisol, Gilles. "Three Essays in Functional Time Series and Factor Analysis." Doctoral thesis, Universite Libre de Bruxelles, 2018. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/279894.

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The thesis is dedicated to time series analysis for functional data and contains three original parts. In the first part, we derive statistical tests for the presence of a periodic component in a time series of functions. We consider both the traditional setting in which the periodic functional signal is contaminated by functional white noise, and a more general setting of a contaminating process which is weakly dependent. Several forms of the periodic component are considered. Our tests are motivated by the likelihood principle and fall into two broad categories, which we term multivariate and fully functional. Overall, for the functional series that motivate this research, the fully functional tests exhibit a superior balance of size and power. Asymptotic null distributions of all tests are derived and their consistency is established. Their finite sample performance is examined and compared by numerical studies and application to pollution data. In the second part, we consider vector autoregressive processes (VARs) with innovations having a singular covariance matrix (in short singular VARs). These objects appear naturally in the context of dynamic factor models. The Yule-Walker estimator of such a VAR is problematic, because the solution of the corresponding equation system tends to be numerically rather unstable. For example, if we overestimate the order of the VAR, then the singularity of the innovations renders the Yule-Walker equation system singular as well. Moreover, even with correctly selected order, the Yule-Walker system tends be close to singular in finite sample. We show that this has a severe impact on predictions. While the asymptotic rate of the mean square prediction error (MSPE) can be just like in the regular (non-singular) case, the finite sample behavior is suffering. This effect turns out to be particularly dramatic in context of dynamic factor models, where we do not directly observe the so-called common components which we aim to predict. Then, when the data are sampled with some additional error, the MSPE often gets severely inflated. We explain the reason for this phenomenon and show how to overcome the problem. Our numerical results underline that it is very important to adapt prediction algorithms accordingly. In the third part, we set up theoretical foundations and a practical method to forecast multiple functional time series (FTS). In order to do so, we generalize the static factor model to the case where cross-section units are FTS. We first derive a representation result. We show that if the first r eigenvalues of the covariance operator of the cross-section of n FTS are unbounded as n diverges and if the (r+1)th eigenvalue is bounded, then we can represent the each FTS as a sum of a common component driven by r factors and an idiosyncratic component. We suggest a method of estimation and prediction of such a model. We assess the performances of the method through a simulation study. Finally, we show that by applying our method to a cross-section of volatility curves of the stocks of S&P100, we have a better prediction accuracy than by limiting the analysis to individual FTS.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
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Issar, Rajiv Issar. "Market Capitalization and Firm Value: The Size Factor." ScholarWorks, 2017. https://scholarworks.waldenu.edu/dissertations/4224.

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Current multifactor valuation pricing models use size (measured by market capitalization) of a firm as one factor to determine the value of a security. The problem with current standard models was that none of them could explain the value of a security consistently and accurately based on current factors and in particular the size factor. The purpose of this quantitative study using existing time-series data over a 10-year period from 2006 to 2015 was to examine the impact of size factor on the realized rate of return of financial securities, while controlling for the impact of market rate of return. There are currently many valuation models but there is no 2-factor model or a model that uses a size factor that includes mid-cap sized securities. The research questions examined mid-cap sized securities for the size factor in a 2-factor model to determine the accuracy of predicting financial returns compared to the current standard Fama-French 3-factor model. The main theoretical framework that guided the study was the efficient market hypothesis that postulates that the price of a stock reflects all relevant available information. Data were collected for historical returns of 15 individual firms and portfolios of securities based on size. Multiple regression analysis methodology was used to examine the impact of size factor on the realized rate of return of financial securities, while controlling for the impact of market rate of return in the modified 2-factor model that included mid-caps. The results of the study indicate that size is a statistically significant factor in a 2-factor model that included mid-caps. The positive social impact of this study is that it could provide greater confidence in financial markets by providing a fair and equitable means of investment and flow of capital for a robust economy.
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Löthman, Robert, and Eric Pettersson. "Can we replace CAPM and the Three-Factor model with Implied Cost of Capital?" Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-218071.

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Researchers criticize predominant expected return models for being imprecise and based on fundamentally flawed assumptions. This dissertation evaluates Implied Cost of Capital, CAPM and the Three-Factor model abilities to estimate returns. We study each models expected return association to realized return and test for abnormal returns. Our sample covers the period 2000 to 2012 and includes 2916 US firms. We find that Implied Cost of Capital has a stronger association with realized returns than CAPM and the Three-Factor model. Implied Cost of Capital also has lower abnormal returns not accounted for by expected returns. Our results suggest that we can replace CAPM and the Three-Factor model with Implied Cost of Capital.
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Hall, Katherine Achsah Lisa. "Psychopathy: correlates of the MMPI-2-RF and the three-factor model of psychopathy." Diss., University of Iowa, 2018. https://ir.uiowa.edu/etd/6432.

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Psychopathy is a personality disorder characterized by antisocial deviance in the context of interpersonal and emotional detachment. The study of psychopathy in non-forensic samples is an area of growing interest, but one that is limited by the fact that most large-scale epidemiological studies, which collect a wealth of data that could further elucidate the phenotypic correlates, constructs, assessments, and etiologic mechanisms in psychopathy, typically do not include direct assessment of psychopathy construct or measurements. However, if facets of psychopathy could be predicted from other measures, such as broadband inventories of normal personality that are often administered in large-scale investigations, data from college epidemiological studies could be brought to bear light on the study of psychopathy. This study is two-fold in the investigation of psychopathy. First, the present study replicated the work of Sellbom and colleagues (2012) three-psychopathy scales derived from the Minnesota Multiphasic Personality Inventory-2-Restructured Form (MMPI-2-RF). These scales were developed to assess psychopathy as conceptualized in the PPI-R and include Global Psychopathy (Py-T), Impulsive-Antisociality (Py-IA) and Fearless-Dominance (Py-FD). Second, the present study built upon the three-psychopathy scales by investigating psychopathy’s construct in relation to Cooke and Michie’s (2001) three-facto model. A sample of 151 participants from a Midwestern university were administrated the PPI-R and MMPI-2-RF. The MMPI-2-RF three scales and construct of psychopathy were evaluated using bivariate correlations. Results support previous studies, regarding the Py-T, Py-IA, and Py-FD scales and the three-factor model of psychopathy.
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Rehnby, Nicklas. "Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market." Thesis, Karlstads universitet, Handelshögskolan, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-43784.

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This essay will compare the capital asset pricing model (CAPM), Fama and French threefactor model and Carhart´s four-factor model, to see which of these models that can explain portfolio excess returns best on the Swedish stock market. This thesis will tempt to validate the three and four-factor models because of the limited amount of research done on the Swedish stock market. The results indicate that the three-factor model improves explanatory power for portfolio returns in comparison to the CAPM, and the four-factor model gives a small improvement in the explanatory power compared to the three-factor model. The results also indicate that all models have a low explanatory power when the market is volatile.
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Books on the topic "Three-factor model"

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Gong, Frank F. A three-factor econometric model of the U.S. term structure. [New York, N.Y.]: Federal Reserve Bank of New York, 1997.

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Gong, Frank F. A three-factor econometric model of the U.S. term structure. New York, N.Y: Federal Reserve Bank of New York, 1997.

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Durham, J. Benson. An estimate of the inflation risk premium using a three-factor affine term structure model. Washington, D.C: Federal Reserve Board, 2006.

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Wright, Aidan G. C. Factor Analytic Support for the Five Factor Model. Edited by Thomas A. Widiger. Oxford University Press, 2015. http://dx.doi.org/10.1093/oxfordhb/9780199352487.013.20.

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The Five Factor Model (FFM) has risen to prominence over the past 50 years, and currently represents the most widely used structural model of personality attributes. By definition, the FFM is built upon a foundation of factor-analytic techniques. This chapter is divided into three parts. In the first, a methodological primer is provided for those who may be less familiar with factor analytic techniques. Second, the FFM and factor analysis are understood through a historical review, along with updated exemplars of contemporary techniques and applications to personality. Finally, several new directions in factor analytic research of the FFM are reviewed, including its application to psychiatric disorders.
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Testing a five factor model of visual-spatial, motor, and psychomotor functioning and a three factor model of verbal functioning in learning-disabled children. Ottawa: National Library of Canada = Bibliothèque nationale du Canada, 1994.

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Mullins-Sweatt, Stephanie, Douglas B. Samuel, and Ashley Helle. Clinical Utility of the Five Factor Model. Edited by Thomas A. Widiger. Oxford University Press, 2016. http://dx.doi.org/10.1093/oxfordhb/9780199352487.013.7.

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The purpose of this chapter is to discuss the clinical utility of the Five Factor Model (FFM). This chapter will consider the clinical application of the FFM for treatment in general, but its primary focus will be on the clinical utility of an FFM of personality disorders. Discussed herein will be the three fundamental components of clinical utility: ease of usage, communication, and treatment planning. Empirical research concerning the clinical utility of the FFM also will be considered in terms of the three components. Finally, research and examination of clincians’ perspectives of the utilty of categorical and dimensional models of personality will be discussed.
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Chiaburu, Dan S., In-Sue Oh, and Sophia V. Marinova. Five-Factor Model of Personality Traits and Organizational Citizenship Behavior: Current Research and Future Directions. Edited by Philip M. Podsakoff, Scott B. Mackenzie, and Nathan P. Podsakoff. Oxford University Press, 2017. http://dx.doi.org/10.1093/oxfordhb/9780190219000.013.13.

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For over a quarter of a century, organizational scholars have sought to understand the ways in which employees contribute to organizational success through their organizational citizenship behavior (OCB). Concurrently, personality traits have provided an important lens for illuminating what motivates such discretionary efforts. Our first purpose is to provide a state-of-the art, theoretically grounded review of the literature linking five-factor model (FFM) of personality traits to OCB. Second, we strive to clarify both our criterion construct (OCB) and our predictor space in order to facilitate the integration of past research and pave the way for future research. For our criterion space, we focus on three prominent types of OCB: directed toward individuals (OCB-I), toward the organization (OCB-O), and toward change (OCB-CH). For our predictor space, we examine FFM personality traits and FFM-based dark-side personality traits. Third, we offer new fruitful directions for future research. We conclude with three key themes for future research.
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Rogowski, Ronald. Trade, Immigration, and Cross‐Border Investment. Edited by Donald A. Wittman and Barry R. Weingast. Oxford University Press, 2009. http://dx.doi.org/10.1093/oxfordhb/9780199548477.003.0045.

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This article discusses the implications of four models related to trade, immigration, and cross-border investment. These four models are: Hecksher-Ohlin, Samuelson-Jones and Ricardo-Viner, neo-Ricardian, and Economies of Scale. The first three models assume constant returns to scale, but all models make the conventional assumption of diminishing marginal returns to any individual factor. The article discusses each model in detail, focusing on trade in products and cross-border migration and investment.
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Lattman, Eaton E., Thomas D. Grant, and Edward H. Snell. Pushing the Envelope. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199670871.003.0014.

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Direct electron density determination from SAXS data opens up new opportunities. The ability to model density at high resolution and the implicit direct estimation of solvent terms such as the hydration shell may enable high-resolution wide angle scattering data to be used to calculate density when combined with additional structural information. Other diffraction methods that do not measure three-dimensional intensities, such as fiber diffraction, may also be able to take advantage of iterative structure factor retrieval. While the ability to reconstruct electron density ab initio is a major breakthrough in the field of solution scattering, the potential of the technique has yet to be fully uncovered. Additional structural information from techniques such as crystallography, NMR, and electron microscopy and density modification procedures can now be integrated to perform advanced modeling of the electron density function at high resolution, pushing the boundaries of solution scattering further than ever before.
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Janssen, Ted, Gervais Chapuis, and Marc de Boissieu. Physical properties. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198824442.003.0005.

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Physical properties of aperiodic crystals present some theoretical challenges due to the lack of three-dimensional periodicity. For the description of the structure there is a periodic representation in higher-dimensional space. For physical properties, however, this scheme cannot be used because the mapping between interatomic forces and the high-dimensional representation is not straightforward. In this chapter methods are described to deal with these problems. First, the hydrodynamic theory of aperiodic crystals and then the phonons and phasons theory are developed and illustrated with some examples. The properties of electrons in aperiodic crystals are also presented. Finally, the experimental findings of phonon and phason modes for modulated and quasicrystals are presented. The chapter also discusses diffuse scattering, the Debye–Waller factor, and electrical conductivity.
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Book chapters on the topic "Three-factor model"

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Jackson, Chris J., and Man-Zung Fung. "Three-Factor Model of Personality." In Encyclopedia of Personality and Individual Differences, 5505–14. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-319-24612-3_870.

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Jackson, Chris J., and Man-Zung Fung. "Three-Factor Model of Personality." In Encyclopedia of Personality and Individual Differences, 1–11. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-28099-8_870-1.

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Schmid, Bernd. "A Three-Factor Defaultable Term Structure Model." In Springer Finance, 179–325. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-24716-6_6.

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Viswanathan, Nanda. "Value Network Segmentation: A Three-Factor Model." In Developments in Marketing Science: Proceedings of the Academy of Marketing Science, 89–101. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-02568-7_23.

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Prince-Embury, Sandra. "Three-Factor Model of Personal Resiliency and Related Interventions." In The Springer Series on Human Exceptionality, 25–57. New York, NY: Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4939-0542-3_3.

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Sen, Partha. "Convergence in a Three-Factor Dynamic Model: Finite Versus Infinite Lives." In Trade, Globalization and Development, 145–57. India: Springer India, 2013. http://dx.doi.org/10.1007/978-81-322-1151-8_10.

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Chen, Lin. "A Three-Factor Model of the Term Structure of Interest Rates." In Lecture Notes in Economics and Mathematical Systems, 1–36. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-46825-4_1.

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Witkowska, Dorota. "Is the Three-Factor Better Than Single-Factor Capital Asset Pricing Model? Case of Polish Capital Market." In Effective Investments on Capital Markets, 225–38. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-21274-2_16.

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Müller, Birgit Charlotte. "Capital Share Risk in International Asset Pricing." In Three Essays on Empirical Asset Pricing in International Equity Markets, 62–93. Wiesbaden: Springer Fachmedien Wiesbaden, 2021. http://dx.doi.org/10.1007/978-3-658-35479-4_3.

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ZusammenfassungIn a seminal study, Lettau et al. (2019) demonstrate that a single macroeconomic factor can explain a wide range of equity and nonequity portfolio returns within the U.S. market. This factor, which is based on the growth in the capital share of aggregate income, is able to outperform, yet even subsume information in well-established factor models as for instance the Fama-French three factor model. The aim of this paper is to study whether the explanatory power of this factor maintains across international equity markets.
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Petkova, Ralitsa. "Financial Economics, The Cross-Section of Stock Returns and the Fama-French Three Factor Model." In Encyclopedia of Complexity and Systems Science, 3391–404. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/978-0-387-30440-3_203.

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Conference papers on the topic "Three-factor model"

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Filatov, E. A. "Deterministic Factor Analysis Of Three-Factor Dupont Model Using Filatov Methods." In RPTSS 2018 - International Conference on Research Paradigms Transformation in Social Sciences. Cognitive-Crcs, 2018. http://dx.doi.org/10.15405/epsbs.2018.12.45.

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Deng, Changrong, and Yongkai Ma. "Study of Industry Investment Decision Based on Three-Factor Model." In 2007 International Conference on Wireless Communications, Networking and Mobile Computing. IEEE, 2007. http://dx.doi.org/10.1109/wicom.2007.1007.

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Li, Youguang, Cungang Hu, and Yue Sun. "ANPC Three-level Model Predictive Control Strategy Without Weight Factor." In 2020 15th IEEE Conference on Industrial Electronics and Applications (ICIEA). IEEE, 2020. http://dx.doi.org/10.1109/iciea48937.2020.9248388.

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Drobnitsa, Irina. "CORRELATION BETWEEN EYSENCK’S THREE-FACTOR PERSONALITY MODEL, GOLDBERG’S FIVE-FACTOR MODEL (BIG FIVE) AND CATTELL’S FACTOR MODEL FROM THE PERSPECTIVE OF THE STRUCTURAL-ACTIVATION-NEUROCHEMICAL TEMPERAMENT MODEL (SAN-T)." In XVI International interdisciplinary congress "Neuroscience for Medicine and Psychology". LLC MAKS Press, 2020. http://dx.doi.org/10.29003/m1036.sudak.ns2020-16/192.

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Huo, Lin, and Xiaoli Sun. "An augmented fama and french three-factor model using social interaction." In 2017 IEEE International Conference on Big Data (Big Data). IEEE, 2017. http://dx.doi.org/10.1109/bigdata.2017.8258435.

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He, Yingjie, Ying Tang, Haotian Xie, Fengxiang Wang, and Ralph Kennel. "Weighting-factor-less Model Predictive Direct Power Control for Three-Level NPC Rectifier." In 2020 23rd International Conference on Electrical Machines and Systems (ICEMS). IEEE, 2020. http://dx.doi.org/10.23919/icems50442.2020.9291113.

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Zhang, Hengjia, Yanjia Yang, Jiayi Zhu, Liuling Li, and Bruce MizrachSi. "Analysis of US Agriculture Market with a New Fama-French Three-Factor Model." In 2016 3rd International Conference on Management, Education Technology and Sports Science (METSS 2016). Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/metss-16.2016.52.

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Shaohui, Zou, Zhang Jinsuo, and Yao Shuzhi. "The Three-factor Decision Model of Coal Resource Development Investment Project Based on Options." In 2010 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2010. http://dx.doi.org/10.1109/iciii.2010.437.

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Regina Rajam, S. Thiraviya, and S. Britto Ramesh Kumar. "An implementation of three layered NetChk two factor online social network model for privacy." In 2015 IEEE International Conference on Electrical, Computer and Communication Technologies (ICECCT). IEEE, 2015. http://dx.doi.org/10.1109/icecct.2015.7226012.

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Guo, En-Min, and Kwang-Yong Kim. "Three-Dimensional Flow Analysis and Improvement of Slip Factor Model for Forward-Curved Blades Centrifugal Fan." In ASME/JSME 2003 4th Joint Fluids Summer Engineering Conference. ASMEDC, 2003. http://dx.doi.org/10.1115/fedsm2003-45404.

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The objective of this work is to develop improved slip factor model and correction method to predict flow through impeller in forward-curved centrifugal fan by investigating the validity of various slip factor models. Both steady and unsteady three-dimensional CFD analyses were performed with a commercial code to validate the slip factor model and the correction method. The results show that the improved slip factor model presented in this paper could provide more accurate predictions for forward-curved centrifugal impeller than the other slip factor models since the presented model takes into account the effect of blade curvature. The comparison with CFD results also shows that the improved slip factor model coupled with the present correction method provides accurate predictions for mass-averaged absolute circumferential velocity at the exit of impeller near and above the flow rate of peak total pressure coefficient.
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Reports on the topic "Three-factor model"

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Kim, Joseph J., Samuel Dominguez, and Luis Diaz. Freight Demand Model for Southern California Freeways with Owner–Operator Truck Drivers. Mineta Transportation Institute, October 2020. http://dx.doi.org/10.31979/mti.2020.1931.

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This study evaluates the demand for truck-only toll lanes on Southern California freeways with owner–operator truck drivers. The study implemented the stated preference survey method to estimate the value placed by drivers on time, reliability, and safety measures using various scenarios geared towards assessing those values. The project team met face-to-face with owner- operator truck drivers near the Ports of Los Angeles and Long Beach to understand the drivers’ perspectives regarding truck-only toll lanes on Southern California freeways. A data set containing 31 survey responses is obtained and used for statistical data analysis using analysis of variable (ANOVA) and two sample t-tests. The analysis results showed that 75.27% of the owner– operator truck drivers responded are willing to pay toll fees when they choose routes. The tolerated average toll fees are $13.77/ hr and $12.82/hr for weekdays and weekends, respectively. The analysis results also showed that owner–operator truck drivers will take truck-only toll lanes when they take the routes used in four comparisons out of six comparisons according to the three measures such as values of time, reliability, and safety, despite sharing a common origin and destination. The highest toll fee per mile on any day that drivers are willing to pay when the main factor being compared is value of time is $0.31/mile or $18.35/hr. The toll fees associated with reliability and safety measures are $0.30/mile or $8.94/hr and $0.22/mile or $11.01/hr, respectively. These results are meaningful for legislators and transportation agencies as the behaviors and route choice characteristics of owner–operator truck drivers help them better understand the utility and demand for truck-only toll lanes.
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Ravazdezh, Faezeh, Julio A. Ramirez, and Ghadir Haikal. Improved Live Load Distribution Factors for Use in Load Rating of Older Slab and T-Beam Reinforced Concrete Bridges. Purdue University, 2021. http://dx.doi.org/10.5703/1288284317303.

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This report describes a methodology for demand estimate through the improvement of load distribution factors in reinforced concrete flat-slab and T-beam bridges. The proposed distribution factors are supported on three-dimensional (3D) Finite Element (FE) analysis tools. The Conventional Load Rating (CLR) method currently in use by INDOT relies on a two-dimensional (2D) analysis based on beam theory. This approach may overestimate bridge demand as the result of neglecting the presence of parapets and sidewalks present in these bridges. The 3D behavior of a bridge and its response could be better modeled through a 3D computational model by including the participation of all elements. This research aims to investigate the potential effect of railings, parapets, sidewalks, and end-diaphragms on demand evaluation for purposes of rating reinforced concrete flat-slab and T-beam bridges using 3D finite element analysis. The project goal is to improve the current lateral load distribution factor by addressing the limitations resulting from the 2D analysis and ignoring the contribution of non-structural components. Through a parametric study of the slab and T-beam bridges in Indiana, the impact of selected parameters on demand estimates was estimated, and modifications to the current load distribution factors in AASHTO were proposed.
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Nagahi, Morteza, Raed Jaradat, Mohammad Nagahisarchoghaei, Ghodsieh Ghanbari, Sujan Poudyal, and Simon Goerger. Effect of individual differences in predicting engineering students' performance : a case of education for sustainable development. Engineer Research and Development Center (U.S.), May 2021. http://dx.doi.org/10.21079/11681/40700.

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The academic performance of engineering students continues to receive attention in the literature. Despite that, there is a lack of studies in the literature investigating the simultaneous relationship between students' systems thinking (ST) skills, Five-Factor Model (FFM) personality traits, proactive personality scale, academic, demographic, family background factors, and their potential impact on academic performance. Three established instruments, namely, ST skills instrument with seven dimensions, FFM traits with five dimensions, and proactive personality with one dimension, along with a demographic survey, have been administrated for data collection. A cross-sectional web-based study applying Qualtrics has been developed to gather data from engineering students. To demonstrate the prediction power of the ST skills, FFM traits, proactive personality, academic, demographics, and family background factors on the academic performance of engineering students, two unsupervised learning algorithms applied. The study results identify that these unsupervised algorithms succeeded to cluster engineering students' performance regarding primary skills and characteristics. In other words, the variables used in this study are able to predict the academic performance of engineering students. This study also has provided significant implications and contributions to engineering education and education sustainable development bodies of knowledge. First, the study presents a better perception of engineering students' academic performance. The aim is to assist educators, teachers, mentors, college authorities, and other involved parties to discover students' individual differences for a more efficient education and guidance environment. Second, by a closer examination at the level of systemic thinking and its connection with FFM traits, proactive personality, academic, and demographic characteristics, understanding engineering students' skillset would be assisted better in the domain of sustainable education.
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