Keyword: finance & banking

Found 743 papers in total
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach
Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach
2010,
This paper introduces a multiperiod model for the optimal selection of a financial...
Organizational learning from extreme performance experience: The impact of success and recovery experience
Organizational learning from extreme performance experience: The impact of success and recovery experience
2009,
This paper argues that two different types of a firm's own extreme performance...
Output slacks-adjusted cost efficiency and value-based technical efficiency in DEA models
Output slacks-adjusted cost efficiency and value-based technical efficiency in DEA models
2009,
This paper addresses two potential problems that arise when measuring Farrell cost...
Forecasting volatility with outliers in GARCH models
Forecasting volatility with outliers in GARCH models
2008,
In this paper, we detect and correct abnormal returns in 17 French stocks returns and...
Optimal pricing and ordering policies for deteriorating items under a progressive trade credit scheme
Optimal pricing and ordering policies for deteriorating items under a progressive trade credit scheme
2008,
In this paper, a mathematical model is developed to formulate optimal pricing and...
The data warehouse as a strategic resource: a study in the Spanish financial sector
The data warehouse as a strategic resource: a study in the Spanish financial sector
2008,
Data warehouse is a fundamental technology for the global management of corporate...
Itô–Skorohod stochastic equations and applications to finance
Itô–Skorohod stochastic equations and applications to finance
2004,
We prove an existence and uniqueness theorem for a class of Itô–Skorohod...
Optimal time to invest under uncertainty with a scale change
Optimal time to invest under uncertainty with a scale change
2008,
In this paper, we investigate the optimal investment problem to maximize expected...
Differences in the economic growth of Latin American countries: integration effects and foreign direct investment influence
Differences in the economic growth of Latin American countries: integration effects and foreign direct investment influence
2008,
This paper tries to explain the wide range of economic experiences among Latin...
Adaptive management of energy transitions in long-term climate change
Adaptive management of energy transitions in long-term climate change
2008,
The UN Framework Convention on Climate Change (UNFCCC) demands stabilization of...
Stratified random sampling for estimating billing accuracy in health care systems
Stratified random sampling for estimating billing accuracy in health care systems
2008,
This paper presents a stratified random sampling plan for estimating accuracy of bill...
Using analysis to influence strategic-decision making: option valuation at ECGD (Export Credits Guarantee Department of UK government)
Using analysis to influence strategic-decision making: option valuation at ECGD (Export Credits Guarantee Department of UK government)
2008,
This case-oriented paper shows how an in-house OR group in a small Government...
Optimal ordering policies when the supplier provides a progressive interest scheme
Optimal ordering policies when the supplier provides a progressive interest scheme
2007,
In fact, most credit card issuers (or home equity banks) frequently offer cardholders...
Linear filtering of systems with memory and application to finance
Linear filtering of systems with memory and application to finance
2006,
We study the linear filtering problem for systems driven by continuous Gaussian...
Modern access to the analysis of exchange rates
Modern access to the analysis of exchange rates
1998,
No abstract.
On the mixed fractional Brownian motion
On the mixed fractional Brownian motion
2006,
The mixed fractional Brownian motion is used in mathematical finance, in the modelling...
Installment options close to expiry
Installment options close to expiry
2006,
We use an asymptotic expansion to study the behavior of installment options close to...
Euler–Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
Euler–Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
2006,
Stochastic differential equations (SDEs) under regime-switching have recently been...
A realised volatility measurement using quadratic variation and dealing with microstructure effects
A realised volatility measurement using quadratic variation and dealing with microstructure effects
2006,
A volatility measurement that overcomes the respective problems encountered when...
A Bayesian approach to investment decisions
A Bayesian approach to investment decisions
2006,
This study analyses the investment decisions of 497 Brazilian firms in the period...
A survey of critical success factors in e-Banking: an organisational perspective
A survey of critical success factors in e-Banking: an organisational perspective
2007,
We investigate organisational factors critical to the success of e-Banking (EB)....
Optimal hedging and parameter uncertainty
Optimal hedging and parameter uncertainty
2007,
We explore the impact of drift parameter uncertainty in a basis risk model, an...
Transparent prioritisation, budgeting and resource allocation with multi-criteria decision analysis and decision conferencing
Transparent prioritisation, budgeting and resource allocation with multi-criteria decision analysis and decision conferencing
2007,
Managers in both for-profit and not-for-profit organisations continually face the task...
Sensitivity analysis of a bond portfolio model for the Italian market
Sensitivity analysis of a bond portfolio model for the Italian market
2000,
Management of bond portfolio is formulated as a multiperiod scenario-based stochastic...
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