Country: United Kingdom

Found 17295 papers in total
Sports sentiment and stock returns
Sports sentiment and stock returns
2007,
This paper investigates the stock market reaction to sudden changes in investor mood....
The value of corporate risk management
The value of corporate risk management
2007,
We model and estimate the value of corporate risk management. We show how risk...
Participation costs and the sensitivity of fund flows to past performance
Participation costs and the sensitivity of fund flows to past performance
2007,
We present a simple rational model to highlight the effect of investors' participation...
Simple forecasts and paradigm shifts
Simple forecasts and paradigm shifts
2007,
We study the asset pricing implications of learning in an environment in which the...
On the importance of measuring payout yield: implications for empirical asset pricing
On the importance of measuring payout yield: implications for empirical asset pricing
2007,
We investigate the empirical implications of using various measures of payout yield...
Financial synergies and the optimal scope of the firm: implications for mergers, spinoffs, and structured finance
Financial synergies and the optimal scope of the firm: implications for mergers, spinoffs, and structured finance
2007,
Multiple activities may be separated financially, allowing each to optimize its...
Smart institutions, foolish choices: the limited partner performance puzzle
Smart institutions, foolish choices: the limited partner performance puzzle
2007,
The returns that institutional investors realize from private equity differ...
Fund manager use of public information: new evidence on managerial skills
Fund manager use of public information: new evidence on managerial skills
2007,
We show theoretically that the responsiveness of a fund manager's portfolio...
Why is long-horizon equity less risky? A duration-based explanation of the value premium
Why is long-horizon equity less risky? A duration-based explanation of the value premium
2007,
We propose a dynamic risk-based model that captures the value premium. Firms are...
Weak approximation of stochastic differential equations and application to derivative pricing
Weak approximation of stochastic differential equations and application to derivative pricing
2008,
A new, simple algorithm of order 2 is presented to approximate weakly stochastic...
A distribution network design model for deteriorating item
A distribution network design model for deteriorating item
2008,
In this paper, we study the Distribution Network Design problem integrating...
Capacity analysis of a towline conveyor system in a distribution center
Capacity analysis of a towline conveyor system in a distribution center
2008,
In a materials flow system, it is important to know the system loading capacity and...
Order batching in walk-and-pick order picking systems
Order batching in walk-and-pick order picking systems
2008,
This paper investigates the order-batching problem both as a theoretical problem,...
Robust solutions for network design under transportation cost and demand uncertainty
Robust solutions for network design under transportation cost and demand uncertainty
2008,
In many applications, the network design problem (NDP) faces significant uncertainty...
Reliability-based design optimization using a moment method and a kriging metamodel
Reliability-based design optimization using a moment method and a kriging metamodel
2008,
Reliability-based design optimization (RBDO) has been used for optimizing engineering...
An inductive design exploration method for hierarchical systems design under uncertainty
An inductive design exploration method for hierarchical systems design under uncertainty
2008,
Model structure uncertainty, originating from assumptions and idealizations in...
Multi-objective engineering design using preferences
Multi-objective engineering design using preferences
2008,
System design is a complex task when design parameters have to satisy a number of...
Incorporating competitive price information into revenue management
Incorporating competitive price information into revenue management
2008,
In a marketplace with many service providers offering the same or similar products,...
Better models with Delphi and Analytic Hierarchy Process approaches: the case of Reverse Logistics
Better models with Delphi and Analytic Hierarchy Process approaches: the case of Reverse Logistics
2008,
Conceptual models, as simplifications of the reality they depict, never can include...
Decision support model for evaluation and selection of Third Party Logistics service providers
Decision support model for evaluation and selection of Third Party Logistics service providers
2008,
Third Party Logistics (3PL) service providers play an important role in fulfilling the...
Asymmetrical conditional Bayes parameter identification for control engineering
Asymmetrical conditional Bayes parameter identification for control engineering
2008,
One of the main problems in control engineering practice results from unavoidable...
Budget constraints and demand reduction in simultaneous ascending-bid auctions
Budget constraints and demand reduction in simultaneous ascending-bid auctions
2008,
The possibility, even if arbitrarily small, of binding budget constraints in...
The bidding selection and assignment problem with minimum quantity commitment
The bidding selection and assignment problem with minimum quantity commitment
2008,
This paper studies the bidding selection and assignment problem with a novel...
A multi-agent approach for dynamic channel allocation
A multi-agent approach for dynamic channel allocation
2008,
We propose a multi-agent approach for dynamic channel allocation (MA-DCA) in mobile...
Papers per page: