Country: United Kingdom

Found 17295 papers in total
Modelling consumer credit risk
2001,
The consumer credit market is experiencing unprecedented change, increased...
Cash flow models for pricing mortgages
2001,
A number of recent trends have led academics and practitioners to question the...
Asymmetries in conditional mean and variance: modelling stock returns by asMAasQGARCH
2004,
We propose a nonlinear time series model where both the conditional mean and the...
Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting
2004,
This paper offers strong further empirical evidence to support the intrinsic bubble...
Finding good predictors for inflation: a Bayesian model averaging approach
2004,
We consider a Bayesian model averaging approach for the purpose of forecasting Swedish...
An interactive three-stage model for mutual funds portfolio selection
2007,
The aim of this work is to be a useful instrument for helping finance practitioners on...
Segmentation into predictable classes
2002,
We describe a strategy for assigning objects into classes based on characteristics...
Microfinance institutions and efficiency
2007,
Microfinance Institutions (MFIs) are special financial institutions. They have both a...
Wealth, income, and optimal insurance
2007,
This article considers the decision to purchase insurance against possible losses of a...
Day-of-the-week effects in US and Asia–Pacific stock markets during the Asian financial crisis: a non-parametric approach
2005,
This paper is devoted to extending the determination of day-of-the-week effect...
An outlier robust hierarchical Bayes model for forecasting: the case of Hong Kong
2004,
This paper introduces a Bayesian forecasting model that accommodates innovative...
Models for investment in electronic commerce – financial perspectives with empirical evidence
2005,
Electronic Commerce (‘eCommerce’) is a concept for trade based upon...
Can out-of-sample forecast comparisons help prevent overfitting?
2004,
This paper shows that out-of-sample forecast comparisons can help prevent data...
A multivariate analysis of the financial characteristics of foreign and domestic banks in the UK
2006,
For the banking sector in the EU, the UK is one of the most important countries, since...
Bias-corrected bootstrap prediction regions for vector autoregression
2004,
This paper examines small sample properties of alternative bias-corrected bootstrap...
Estimation of Canadian commodity market risk premiums under price limits: two-phase fuzzy approach
2006,
This paper is written with two complementary purposes in mind. The first is to provide...
Aligning operations, marketing, and competitive strategies to enhance performance: an empirical test in the retail banking industry
2006,
The close linkage between competitive strategy and functional strategic activities is...
A fuzzy set approach for R&D portfolio selection using a real options valuation model
2007,
Making R&D portfolio decision is difficult, because long lead times of R&D and...
Value networks: how organisations really work. An Interview with Verna Allee
2004,
This interview seeks to reframe the traditional perspective on organisations. Verna...
Performance-Net: a decision support system for reconfiguring a bank's branch network
2007,
This paper presents a Decision Support System (DSS) that enables the management of a...
On the productivity of public forests: a stochastic frontier analysis of Mississippi school trust timber production
2007,
This paper presents the results of a stochastic frontier analysis on the technical...
Modelling inherent worker differences for workforce planning
2007,
Most of the literature in the area of workforce planning assumes that workers are...
Human resource perceptions and the provision of workforce training in an advanced manufacturing technology environment: An empirical study
2007,
Research literature indicates the importance of workforce development in the...
On the product selection and plant dimensioning problem under uncertainty
2005,
We present a two-stage full recourse model for strategic production planning under...
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