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COVID-19 Vaccine Allocation: Modeling Health Outcomes and Equity Implications of Alternative Strategies Article

Maddalena Ferranna, Daniel Cadarette, David E. Bloom

Engineering 2021, Volume 7, Issue 7,   Pages 924-935 doi: 10.1016/j.eng.2021.03.014

Abstract: Additionally, we investigate the strength of the equity motive that would support an allocation strategy

Keywords： Vaccine allocation     COVID-19     Equity     SEIR model    

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Option-like properties in the distribution of hedge fund returns

Katharina DENK, Ben DJERROUD, Luis SECO, Mohammad SHAKOURIFAR, Rudi ZAGST

Frontiers of Engineering Management 2020, Volume 7, Issue 2,   Pages 275-286 doi: 10.1007/s42524-020-0095-3

Abstract: Therefore, this study investigates two different model approaches for the equity long/short strategy,The main finding proves a short put option structure, i.e., short equity market volatility, with the

Keywords： regression models     regime-switching models     mimicking portfolios     single factor-based hedge fund replication     equity    

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Title Author Date Type Operation

COVID-19 Vaccine Allocation: Modeling Health Outcomes and Equity Implications of Alternative Strategies

Maddalena Ferranna, Daniel Cadarette, David E. Bloom

Journal Article

Option-like properties in the distribution of hedge fund returns

Katharina DENK, Ben DJERROUD, Luis SECO, Mohammad SHAKOURIFAR, Rudi ZAGST

Journal Article