Country: United States

Found 17049 papers in total
Productivity change, technical progress, and relative efficiency change in the public accounting industry
Productivity change, technical progress, and relative efficiency change in the public accounting industry
2005,
We present evidence on components of productivity change in the public accounting...
Portfolio investment with the exact tax basis via nonlinear programming
Portfolio investment with the exact tax basis via nonlinear programming
2005,
Computing the optimal portfolio policy of an investor facing capital gains tax is a...
A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model
A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model
2004,
In this paper, we analyze the portfolio selection implications arising from imposing a...
Dividends and debt with managerial agency and lender holdup
Dividends and debt with managerial agency and lender holdup
2004,
A well-known view in the literature is that if management is more concerned with the...
Pricing path-dependent securities by the extended tree method
Pricing path-dependent securities by the extended tree method
2004,
This paper presents a discrete-time method (ET method) for pricing path-dependent...
Primal–dual simulation algorithm for pricing multidimensional American options
Primal–dual simulation algorithm for pricing multidimensional American options
2004,
This paper describes a practical algorithm based on Monte Carlo simulation for the...
Which GARCH model for option valuation?
Which GARCH model for option valuation?
2004,
Characterizing asset return dynamics using volatility models is an important part of...
Convergence of the Least Squares Monte Carlo Approach to American Option Valuation
Convergence of the Least Squares Monte Carlo Approach to American Option Valuation
2004,
In a recent paper, Longstaff and Schwartz suggest a method for American option...
Option pricing under a double exponential jump diffusion model
Option pricing under a double exponential jump diffusion model
2004,
Analytical tractability is one of the challenges faced by many alternative models that...
Option pricing: valuation models and applications
Option pricing: valuation models and applications
2004,
This paper surveys the literature on option pricing from its origins to the present....
Pre-IPO (initial public offering) operational and financial decisions
Pre-IPO (initial public offering) operational and financial decisions
2004,
Many owners of growing privately held firms make operational and financial decisions...
Suckers are born but markets are made: individual rationality, arbitrage, and market efficiency on an electronic futures market
Suckers are born but markets are made: individual rationality, arbitrage, and market efficiency on an electronic futures market
2004,
The Iowa Electronic Markets are specially designed futures markets that appear to...
Dynamic pricing and learning in electricity markets
Dynamic pricing and learning in electricity markets
2005,
We analyze the price-formation process in an infinite-horizon oligopoly model where...
Valuation and optimal operation of electric power plants in competitive markets
Valuation and optimal operation of electric power plants in competitive markets
2004,
We present an algorithm for the valuation and optimal operation of hydroelectric and...
Incentives between firms (and within)
Incentives between firms (and within)
2005,
This paper reviews the significant progress in ‘agency theory’ (i.e., the...
Pricing and allocation for quality-differentiated online services
Pricing and allocation for quality-differentiated online services
2005,
We explore the problem of pricing and allocation of unique, one-time digital products...
Low-revenue equilibria in simultaneous ascending-bid auctions
Low-revenue equilibria in simultaneous ascending-bid auctions
2005,
Low-revenue equilibria allow participants in an auction to obtain goods at prices...
Search and collusion in electronic markets
Search and collusion in electronic markets
2005,
We examine the impact of reduced search costs on prices of commodity products in...
Competing across technology-differentiated channels: the impact of network externalities and switching costs
Competing across technology-differentiated channels: the impact of network externalities and switching costs
2005,
Technology-driven commerce channels, such as the Web, possess several unique features...
Efficient auction mechanisms for supply chain procurement
Efficient auction mechanisms for supply chain procurement
2005,
We consider multiunit Vickrey auctions for procurement in supply chain settings. This...
Competitive options, supply contracting, and electronic markets
Competitive options, supply contracting, and electronic markets
2005,
This paper develops a framework for analyzing business-to-business (B2B) transactions...
Models for iterative multiattribute procurement auctions
Models for iterative multiattribute procurement auctions
2005,
Multiattribute auctions extend traditional auction settings to allow negotiation over...
A new and improved design for multiobject iterative auctions
A new and improved design for multiobject iterative auctions
2005,
In this paper we present a new improved design for multiobject auctions and report on...
Iterative combinatorial auctions with bidder-determined combinations
Iterative combinatorial auctions with bidder-determined combinations
2005,
In combinatorial auctions, multiple distinct items are sold simultaneously and a...
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