Keyword: finance & banking

Found 743 papers in total
Macroeconomic identification of candidate arbitrage pricing theory factors on the Johannesburg Stock Exchange
Macroeconomic identification of candidate arbitrage pricing theory factors on the Johannesburg Stock Exchange
1999,
This study investigates the interrelationships between Johannesburg Stock Exchange...
A test of a two-factor arbitrage pricing theory based on the quadratic market model: International evidence
A test of a two-factor arbitrage pricing theory based on the quadratic market model: International evidence
1998,
This paper presents tests of Barone-Adesi's two-factor arbitrage pricing theory (APT),...
Prototyping a financial decision support system
Prototyping a financial decision support system
1999,
This paper explores, by means of a laboratory study, the ability of a financial DSS of...
Quadratic programming applications in finance using Excel
Quadratic programming applications in finance using Excel
1999,
The paper describes two applications of quadratic programming in finance, one from the...
Measurement of the performance of an investment bank using the operational competitiveness rating procedure
Measurement of the performance of an investment bank using the operational competitiveness rating procedure
1999,
The Hong Kong branch of an international investment bank hired additional staff in...
Mutual fund performance appraisals: A multi-horizon perspective with endogenous benchmarking
Mutual fund performance appraisals: A multi-horizon perspective with endogenous benchmarking
1999,
With over 6500 mutual funds available to investors, industry data show that consumers...
Simple probabilistic evaluation of portfolio strategies
Simple probabilistic evaluation of portfolio strategies
1999,
An important part of evaluating portfolio strategies is calculating probability...
The use of information system technology to develop tests on insider trading and asymmetric information
The use of information system technology to develop tests on insider trading and asymmetric information
1999,
Issues related to insider trading remain popular research topics. Empirical studies...
Broadly decreasing risk aversion
Broadly decreasing risk aversion
1999,
This paper considers decision-making in the presence of two additive risk sources,...
Bankruptcy protection and pricing strategies in the US airline industry
Bankruptcy protection and pricing strategies in the US airline industry
1999,
In this paper, we empirically examine the effects of bankruptcy protection (Chapter...
Using data envelopment analysis for costing bank products
Using data envelopment analysis for costing bank products
1999,
An important problem that many banks face is to provide satisfactory cost estimates...
Portuguese financial corporations' information technology adoption patterns
Portuguese financial corporations' information technology adoption patterns
1999,
A survey of Portuguese financial corporations showed that their adoption of...
Can continuation of GSE status for the farm credit system be justified?
Can continuation of GSE status for the farm credit system be justified?
1999,
This article reviews the development and future of the Farm Credit System (FCS) as a...
Implications of the privatization of Sallie Mae
Implications of the privatization of Sallie Mae
1999,
In 1997, Congress enacted legislation to transition the Student Loan Marketing...
Estimating and managing the federal subsidy of Fannie Mae and Freddie Mac: Is either task possible?
Estimating and managing the federal subsidy of Fannie Mae and Freddie Mac: Is either task possible?
1999,
Fannie Mae and Freddie Mac receive explicit and implicit off-budget subsidies from the...
Fannie Mae and Freddie Mac as investor-owned public utilities
Fannie Mae and Freddie Mac as investor-owned public utilities
1999,
There are striking similarities between publicly-held government-sponsored enterprises...
Accountability of government sponsored enterprises
Accountability of government sponsored enterprises
1999,
Government sponsored enterprises (GSEs) are federally chartered, privately owned...
Information asymmetry and municipal revenue bonds
Information asymmetry and municipal revenue bonds
1999,
This paper provides theoretical arguments for the existence of, and measurement of,...
Financial data and the skewed generalized t distribution
Financial data and the skewed generalized t distribution
1998,
This paper develops a skewed extension of the generalized t (GT) distribution,...
Improving the pricing of options: A neural network approach
Improving the pricing of options: A neural network approach
1998,
In this paper we apply statistical inference techniques to build neural network models...
From financial information to strategic groups: A self-organizing neural network approach
From financial information to strategic groups: A self-organizing neural network approach
1998,
This paper sets out to determine the strategic positioning of Spanish savings banks,...
Performance functions and reinforcement learning for trading systems and portfolios
Performance functions and reinforcement learning for trading systems and portfolios
1998,
We propose to train trading systems and portfolios by optimizing objective functions...
Neural network forecasting of the British pound/US dollar exchange rate
Neural network forecasting of the British pound/US dollar exchange rate
1998,
Neural networks have successfully been used for exchange rate forecasting. However,...
Measuring the relative efficiency of fund management strategies in New Zealand using a spreadsheet-based stochastic data envelopment analysis model
Measuring the relative efficiency of fund management strategies in New Zealand using a spreadsheet-based stochastic data envelopment analysis model
1998,
Portfolio managers can face cash outflows and possible job loss if their short-term...
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