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Of all publications in the section: 3 845
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Working paper
Dranev Y., Fomkina S. Financial Economics. FE. Высшая школа экономики, 2013. No. WP BRP 26/FE/2013 .
We introduce a new asset pricing model to account for risk asymmetrically in a very natural way. Assuming asymmetric investor behavior we develop a utility function similar to a quadratic utility but include a colog measure for capturing risk attitude. Asymmetry in investor preferences follows the asymmetric relationships between asset and market returns in equilibrium. Moreover the local version of the model depends on the characteristics of domestic markets, which is reflected in the different relationship between asset and market returns. We test the model in the Russian and South African markets and show that market premium in the Russian market is higher than in the South African market.
Working paper
Artamkin I. arxiv.org. math. Cornell University, 2010. No. 1005.2958.
Working paper
Bigeni A. arxiv.org. math. Cornell University, 2017. No. 1712.01929.
Working paper
Blokh A., Oversteegen L., Ptacek R. et al. arxiv.org. math. Cornell University, 2014
To construct a model for a connectedness locus of polynomials of degree $d\ge 3$ (cf with Thurston's model of the Mandelbrot set), we define \emph{linked} geolaminations $\mathcal{L}_1$ and $\mathcal{L}_2$. An \emph{accordion} is defined as the union of a leaf $\ell$ of $\mathcal{L}_1$ and leaves of $\mathcal{L}_2$ crossing $\ell$. We show that any accordion behaves like a gap of one lamination and prove that the maximal \emph{perfect} (without isolated leaves) sublaminations of $\mathcal{L}_1$ and $\mathcal{L}_2$ coincide. In the cubic case let $\mathcal{D}_3\subset \mathcal{M}_3$ be the set of all \emph{dendritic} (with only repelling cycles) polynomials. Let $\mathcal{MD}_3$ be the space of all \emph{marked} polynomials $(P, c, w)$, where $P\in \mathcal{D}_3$ and $c$, $w$ are critical points of $P$ (perhaps, $c=w$). Let $c^*$ be the \emph{co-critical point} of $c$ (i.e., $P(c^*)=P(c)$ and, if possible, $c^*\ne c$). By Kiwi, to $P\in \mathcal{D}_3$ one associates its lamination $\sim_P$ so that each $x\in J(P)$ corresponds to a convex polygon $G_x$ with vertices in $\mathbb{S}$. We relate to $(P, c, w)\in \mathcal{MD}_3$ its \emph{mixed tag} $\mathrm{Tag}(P, c, w)=G_{c^*}\times G_{P(w)}$ and show that mixed tags of distinct marked polynomials from $\mathcal{MD}_3$ are disjoint or coincide. Let $\mathrm{Tag}(\mathcal{MD}_3)^+ = \bigcup_{\mathcal{D}_3}\mathrm{Tag}(P,c,w)$. The sets $\mathrm{Tag}(P, c, w)$ partition $\mathrm{Tag}(\mathcal{MD}_3)^+$ and generate the corresponding quotient space $\mathrm{MT}_3$ of $\mathrm{Tag}(\mathcal{MD}_3)^+$. We prove that $\mathrm{Tag}:\mathcal{MD}_3\to \mathrm{MT}_3$ is continuous so that $\mathrm{MT}_3$ serves as a model space for $\mathcal{MD}_3$.
Working paper
Bychkov B., Dunin-Barkowski P., Shadrin S. math. arxive. Cornell University, 2019
In this paper we prove, in a purely combinatorial way, a structural quasi-polynomiality property for the Bousquet-M\'elou--Schaeffer numbers. Conjecturally, this property should follow from the Chekhov-Eynard-Orantin topological recursion for these numbers (or, to be more precise, the Bouchard-Eynard version of the topological recursion for higher order critical points), which we derive in this paper from the recent result of Alexandrov-Chapuy-Eynard-Harnad. To this end, the missing ingredient is a generalization to the case of higher order critical points on the underlying spectral curve of the existing correspondence between the topological recursion and Givental's theory for cohomological field theories.
Working paper
Gorinov A. arxiv.org. math. Cornell University, 2009. No. 0901.1340.
As noticed by R. Kulkarni, the conjugacy classes of subgroups of the modular group correspond bijectively to bipartite cuboid graphs. We'll explain how to recover the graph corresponding to a subgroup $G$ of $PSL_2(\mathbb{Z})$ from the combinatorics of the right action of $PSL_2(\mathbb{Z})$ on the right cosets $G\setminus PSL_2(\mathbb{Z})$ This gives a method of constructing nice fundamental domains (which Kulkarni calls "special polygons") for the action of $G$ on the upper half plane. For the classical congruence subgroups $\Gamma(N),\Gamma_0(N),\Gamma_1(N)$ etc. the number of operations the method requires is the index times something that grows not faster than a polynomial in $log(N)$. We also give algorithms to locate a given element of the upper half-plane on the fundamental domain and to write a given element of $G$ as a product of independent generators.
Working paper
Artamkin I. MPIM. MPIM. Max Planck Institute for Mathematics, 2007. No. 1/2007.
Working paper
Yanbarisova D. Education. EDU. Высшая школа экономики, 2014
This paper analyses the influence of different combinations of work and study on academic achievement among university students of Yaroslavl region in Russia. The data was collected during the first wave of longitudinal research on the educational and occupational trajectories of graduates of schools and universities conducted by the Institute of Education, Higher School of Economics, Moscow in 2009. The sample consists of 1474 4th and 5th year university students. Five work-study types are defined on the basis of two variables: work schedule and work relatedness to specialty: full-time work outside the specialty field, part-time work outside the specialty field; full-time work in the specialty field, part-time work in the specialty field; and not working during university studies. The results show that working outside the specialty field (full-time or part-time) has a negative impact on academic achievement, whereas the other work-study types do not have any significant effect. The results partly support our hypothesis that different work-study combinations influence academic achievement in different ways and that job relatedness to the academic specialty is a significant characteristic in defining the influence. The paper contributes to the research field of studying attributes of student employment which are responsible for different effects on academic achievement
Working paper
Koltsova O., Koltsov S., Nikolenko S. I. Sociology. SOC. Высшая школа экономики, 2013. No. WP BRP 33/SOC/2013.
We study the structure of online discussions in order to uncover latent communities of socially important debate. Our research reveals that discussion communities defined by mutual commenting in the Russian language blogosphere are centered mainly around blog authors as opinion leaders and, to a lesser extent, around a shared topic or topics. We have derived these conclusions from the dataset of 17386 full text posts written by top 2000 LiveJournal bloggers and over 520,000 comments that result in about 4.5 million edges in the network of co-commenting
Working paper
Семенякин Н. С. arxiv.org. cond-mat. Cornell University, 2016
In recent paper of Falkovich and Levitov it was shown, that geometry of separatrixes for viscous electronic flow in graphene is sensitive to boundary conditions. Here we discover theis relation in details. Also we propose, how boundary conditions could be probed experimentally, using weak magnetic field and observed features of separatrixes.
Working paper
Andreev M., Peiris U., Shirobokov A. et al. WORKING PAPER SERIES. 57. Bank of Russia, 2020. No. 57.
Commodity exporting economies display procyclicality with the price of commodity exports. Although financial frictions may amplify commodity price shocks, how they do so for net exporters is unclear. Using Russian data from 2001-2018 we estimate a small open economy New Keynesian model with a banking system and leveraged domestic firms who issue secured debt and may default on their unsecured domestic debt. The collateral constraint and default generate financial intermediation wedges that vary endogenously over the business cycle, amplify the estimated contribution of commodity price shocks, and reduce the importance of investment and discount factor shocks. With financial frictions, optimal policy is characterized by monetary policy with a lower inflation and GDP target, but has a significant role for targeting the creditto-GDP ratio through a combination of macroprudential tools.
Working paper
Korf D. V. Economics. EC. Высшая школа экономики, 2016. No. WP BRP 74/LAW/2017.
Working paper
Shmatko N. A., Lavrynenko A. S., Meissner D. Science, Technology and Innovation. WP BRP. Высшая школа экономики, 2017. No. 74.
The paper explores the composition of researchers' skillsets in an innovation-driven environment from the perspective of employers. The authors analyze the relation between skills requirements described in job advertisements for researchers and the presumed innovation culture of companies. The study is based on job advertisements content analysis and in-depth interviews with chiefs of research and development companies. It uses biotechnology industry as an example as it is one of the fastest-growing and innovation-driven sectors globally. Authors used data from Russian, as well as Canadian, UK and USA job search engines to consider international context. Empirical findings demonstrated that skills composition stress on hard skills more frequently and detailed, while soft skills are often a "must have without saying". The same is for digital skills that are assumed to be essential in high-tech companies globally and therefore not fully specified in job ads. There is a certain mismatch between skills presented in the ads and articulated in the interviews as employers tend to demonstrate innovation-friendly company culture for possible applicants. The present paper enriches literature on skills assessment, giving comprehensive lists of biotech skills in-demand divided into soft and hard categories. In addition, it provides the new insight into employee skills articulated by the companies as a strong element of organizational innovation climate.
Working paper
Gurkov I. B. Management. MAN. Высшая школа экономики, 2015. No. 38.
Purpose – We aim to better understand the factors that shape the intensity and perceived effectiveness of communication between heads of the manufacturing units of multinational corporations (MNCs). Design/methodology/approach – A series of interviews and a medium-size survey among subsidiary executives were conducted. Findings – The intensity of most inter-unit communication channels depends on the speed and magnitude of the changes in products and production technologies that manufacturing subsidiaries experience. For newly established subsidiaries, mastering inter-unit communication channels precedes inter-unit cooperation. At the same time, different types of inter-unit cooperation strengthen specific channels of inter-unit communication. The assessment of the efficiency of a communication channel with high media richness strongly correlates to the intensity of its use. Research limitations/implications – The results are confined to one country where the manufacturing subsidiaries of MNCs were surveyed. Further research is needed for the general applicability of these findings to subsidiaries in several countries or regions. Practical implications – As inter-unit communication precedes inter-unit cooperation for newly established subsidiaries, headquarters and more experienced subsidiaries should promote the use of communication channels with high media richness. Several suggestions on how to perform such a task are proposed. Originality/value – This paper contributes to the ongoing discussion concerning inter-unit communication and knowledge transfer within MNCs.
Working paper
Gordin V. A., Tsymbalov E. A. math. arxive. Cornell University, 2017
Working paper
Gordin V. A., Tsymbalov E. A. math. arxive. Cornell University, 2017
The implicit compact fi nite-diff erence scheme was developed for evolutionary partial di fferential parabolic and Schrodinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we need to solve a non-linear system. We use for this step a simple explicit diff erence scheme and then Newton - Raphson iterations, which are implemented by the double-sweep method. Numerical experiments con firm the 4-th order of an algorithm. The Richardson extrapolation improves it up to the 6-th order.
Working paper
Déev R. N. math. arxive. Cornell University, 2016
Essential dimension of a family of complex manifolds is the dimension of the image of its base in the Kuranishi space of the fiber. We prove that any family of hyperk\"ahler manifolds over a compact simply connected base has essential dimension not greater than 1. A similar result about families of complex tori is also obtained.
Working paper
Campana F., Demailly J., Misha Verbitsky. arxiv.org. math. Cornell University, 2013
We prove that any compact K\"ahler 3-dimensional manifold which has no non-trivial complex subvarieties is a torus. This is a very special case of a general conjecture on the structure of 'simple manifolds', central in the bimeromorphic classification of compact K\"ahler manifolds. The proof follows from the Brunella pseudo-effectivity theorem, combined with fundamental results of Siu and of the second author on the Lelong numbers of closed positive (1,1)-currents, and with a version of the hard Lefschetz theorem for pseudo-effective line bundles, due to Takegoshi and Demailly-Peternell-Schneider. In a similar vein, we show that a normal compact and K\"ahler 3-dimensional analytic space with terminal singularities and nef canonical bundle is a cyclic quotient of a simple non-projective torus if it carries no effective divisor. This is a crucial step to complete the bimeromorphic classification of compact K\"ahler 3-folds.