Keyword: finance & banking

Found 743 papers in total
Credit risk exposure with interest and currency swaps
Credit risk exposure with interest and currency swaps
1996,
The increased use of financial derivatives like interest rate and currency swap...
A survey of business failures with an emphasis on prediction methods and industrial applications
A survey of business failures with an emphasis on prediction methods and industrial applications
1996,
The considerable interest in the prediction of business failures is reflected in the...
Catching the wave: Alertness, responsiveness, and market influence in global electronic networks
Catching the wave: Alertness, responsiveness, and market influence in global electronic networks
1997,
This paper introduces the concepts of alertness and responsiveness as key capabilities...
Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis
Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis
1998,
Practical portfolio investment problems under uncertainty can be modeled well as...
Analyzing risk and performance using the multi-factor concept
Analyzing risk and performance using the multi-factor concept
1996,
In this paper, we present a new model to analyze the risk and the expected level of...
The relation between investor's greediness and the asset price in the mean-variance market
The relation between investor's greediness and the asset price in the mean-variance market
1997,
We will discuss the role of investor's ‘greediness’, i.e. the investor's...
A study on the relationship between expected stock return and volatility
A study on the relationship between expected stock return and volatility
1997,
There have been many studies concerning the relationships between stock returns and...
Hybrid neural network models for bankruptcy predictions
Hybrid neural network models for bankruptcy predictions
1996,
The objective of this paper is to develop the hybrid neural network models for...
Robust optimization of large-scale systems
Robust optimization of large-scale systems
1995,
Mathematical programming models with noisy, erroneous, or incomplete data are common...
A neural network model to predict long-run operating performance of new ventures
A neural network model to predict long-run operating performance of new ventures
1998,
The production of long-run operating performance of new ventures, known as Initial...
Delays in new product introductions and the market value of the firm: The consequences of being late to the market
Delays in new product introductions and the market value of the firm: The consequences of being late to the market
1997,
This paper empirically estimates the impact of not meeting promised new product...
Locating discretionary service facilities, II: Maximizing market size, minimizing inconvenience
Locating discretionary service facilities, II: Maximizing market size, minimizing inconvenience
1995,
Discretionary service facilities are providers of products and/or services that are...
Combination trading with limit orders
Combination trading with limit orders
1997,
We model the exchange of commodities that are contingent upon each other, when traders...
Project management and resources handling in multiproject environments
Project management and resources handling in multiproject environments
1996,
When the same resources are used by more than one project, the problem of guaranteeing...
Determinants of US private foreign direct investments in OPEC nations: From public and non-public policy perspectives
Determinants of US private foreign direct investments in OPEC nations: From public and non-public policy perspectives
1997,
Previous research demonstrates that non-public policy variables (wage rate, raw...
A standard measure of risk and risk-value models
A standard measure of risk and risk-value models
1996,
In this paper we propose a standard measure of risk that is based on the converted...
A stochastic programming model for funding single premium deferred annuities
A stochastic programming model for funding single premium deferred annuities
1996,
Single Premium Deferred Annuities (SPDAs) are investment vehicles, offered to...
Selection criteria for regression models and their application to abnormal event studies in finance
Selection criteria for regression models and their application to abnormal event studies in finance
1996,
This paper, which is concerned with the development of model selection criteria in the...
Automating credit and collections decisions at AT&T Capital Corporation
Automating credit and collections decisions at AT&T Capital Corporation
1997,
AT&T Capital Corporation, the largest publicly held leasing and financing company...
On the relative importance of duration constraints
On the relative importance of duration constraints
1997,
This paper uncovers an implicit assumption, and its implications, made in the process...
National and corporate cultural fit in mergers/acquisitions: An exploratory study
National and corporate cultural fit in mergers/acquisitions: An exploratory study
1996,
While cultural fit has been acknowledged to be a potentially important factor in...
IT-enabled redesign of complex and dynamic business processes: The case of bank credit evaluation
IT-enabled redesign of complex and dynamic business processes: The case of bank credit evaluation
1997,
This paper argues that business process redesign and decision support can be useful...
An examination of risk propensities in an organizational context: Differences by discipline and position
An examination of risk propensities in an organizational context: Differences by discipline and position
1995,
Previous studies of risk-taking suggest there are significant variations across...
Threshold margins, growth, and inflation: Creating real economic value
Threshold margins, growth, and inflation: Creating real economic value
1994,
This paper examines financial strategy by focusing on the minimum operating profit...
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