Matthias Hagmann

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This paper develops a new estimation procedure for characteristic-based factor models of stock returns. We treat the factor model as a weighted additive nonparametric regression model, with the factor returns serving as time-varying weights, and a set of univariate nonparametric functions relating security characteristic to the associated factor betas. We(More)
This paper develops a new estimation procedure for characteristic-based factor models of security returns. We treat the factor model as a weighted additive nonparametric regression model, with the factor returns serving as time-varying weights, and a set of univariate nonparametric functions relating security characteristic to the associated factor betas.(More)
for bioterror attacks In the wake of the 11 September suicide attacks on the US World Trade Center and the Pentagon, anxiety has mounted over the possibility of a deliberate release of deadly germs as weapons of mass destruction. Such a bioterrorist attack with, say, smallpox virus or anthrax bacteria deployed over densely populated areas could kill(More)
We hypothesized that knowledge of pelvic organ prolapse (POP) and patient information-seeking preferences are the same in the two capital cities. First-visit patients were recruited at tertiary referral urogynaecological units in Vienna (137) and in Moscow (112). A 16-item scale was used to assess the patient knowledge of POP. The 16 items comprised 12(More)
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