Keyword: finance & banking

Found 743 papers in total
Mean-variance-skewness analysis in portfolio choice and capital markets
Mean-variance-skewness analysis in portfolio choice and capital markets
1998,
We propose a portfolio selection model in a single-period setting which takes into...
Aligning information technology investments and workforce composition: The impact of diversification in life insurance companies
Aligning information technology investments and workforce composition: The impact of diversification in life insurance companies
1998,
This paper investigates the impact on productivity of combined changes in information...
Graphical models in credit scoring
Graphical models in credit scoring
1998,
Graphical models simplify the analysis of multivariate observations by summarizing...
Income estimation: A goal programming model with rotating priorities
Income estimation: A goal programming model with rotating priorities
1998,
Income survey has to carry out the difficult task of estimating the income of families...
Effective linear programming heuristics for a portfolio selection problem
Effective linear programming heuristics for a portfolio selection problem
1997,
The problem of selecting a portfolio has been largely faced in terms of minimizing the...
A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals
A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals
1998,
Portfolio selection is an important but complicated topic in finance. This paper uses...
Analysis of the anomaly of ran1() generator in Monte Carlo pricing of financial derivatives
Analysis of the anomaly of ran1() generator in Monte Carlo pricing of financial derivatives
1998,
Recently, Paskov reported that the use of a certain pseudo-random number generator,...
Cross-cultural differences in risk perception, but cross-cultural similarities in attitudes towards perceived risk
Cross-cultural differences in risk perception, but cross-cultural similarities in attitudes towards perceived risk
1998,
In this study, respondents from the P.R.C., USA, Germany, and Poland were found to...
Chance constrained integer programming models for capital budgeting in fuzzy environments
Chance constrained integer programming models for capital budgeting in fuzzy environments
1998,
This paper attempts to model capital budgeting problems by chance constrained integer...
The generalization of the Geske-formula for compound options to stochastic interest rates is not trivial – a note
The generalization of the Geske-formula for compound options to stochastic interest rates is not trivial – a note
1998,
This note refers to the paper by German et al ., in which an extension of the...
On the optimal management of project risk
On the optimal management of project risk
1998,
The uncertainty of project networks has been mainly considered as the randomness of...
A multicriteria approach for selecting a portfolio manager
A multicriteria approach for selecting a portfolio manager
1998,
This paper introduces the application of the multicriteria method Promethee II to the...
Strategic and organizational determinants of information system sophistication: An analysis of the uptake of database marketing in the financial services industry
Strategic and organizational determinants of information system sophistication: An analysis of the uptake of database marketing in the financial services industry
1997,
This paper investigates strategic and organizational determinants of...
Valuing oil properties: Integrating option pricing and decision analysis approaches
Valuing oil properties: Integrating option pricing and decision analysis approaches
1998,
There are two major competing procedures for evaluating risky projects where...
Estimating the cost of capital through time: An analysis of the sources of error
Estimating the cost of capital through time: An analysis of the sources of error
1998,
Practitioners needing estimates of a firm's equity cost of capital have long relied on...
Appraising the effectiveness of Goal Programming (GP) in incorporating the Decision Makers' (DM's) preferences
Appraising the effectiveness of Goal Programming (GP) in incorporating the Decision Makers' (DM's) preferences
1998,
There are several difficulties with GP. This paper is an appraisal of the...
Service unreliability and bus subsidy
Service unreliability and bus subsidy
1998,
This paper addresses the link between the degree of unreliability of bus services and...
Asymmetric information: A laboratory experimental analysis
Asymmetric information: A laboratory experimental analysis
1997,
Modern information systems technology, including expanded availability of local area...
Twenty five years of floating: Some observations
Twenty five years of floating: Some observations
1998,
Since the collapse of the Bretton Woods System, countries have adopted a variety of...
Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
1998,
We use Dickey–Fuller tests, threshold autoregressive unit-root tests, median...
A GARCH model of the implied volatility of the Swiss market index from option prices
A GARCH model of the implied volatility of the Swiss market index from option prices
1998,
This paper estimates the implied stochastic process of the volatility of the Swiss...
The stock price–volume relationship in emerging stock markets: the case of Latin America
The stock price–volume relationship in emerging stock markets: the case of Latin America
1998,
This paper examines the stock price–volume in a set of Latin American markets....
Fundamental information and share prices in Japan: evidence from earning surprises and management predictions
Fundamental information and share prices in Japan: evidence from earning surprises and management predictions
1998,
Over the period 1985–1993, company-specific earnings fundamentals play a...
A case study in applying neural networks to predicting insolvency for property and casualty insurers
A case study in applying neural networks to predicting insolvency for property and casualty insurers
1997,
This paper presents a neural network artificial intelligence model developed in...
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