Keyword: finance & banking

Found 743 papers in total
Neural networks and econometric methodologies for South African exchange rate forecasting
Neural networks and econometric methodologies for South African exchange rate forecasting
1996,
One of the most popular applications of neural networks is the prediction of financial...
The transformation of Birmingham Midshires
The transformation of Birmingham Midshires
1996,
Many who start off their career with a grounding of operational research, later move...
An improved method for developing neural networks: The case of evaluating commercial loan creditworthiness
An improved method for developing neural networks: The case of evaluating commercial loan creditworthiness
1996,
Neural networks have proven to be a worthy alternative to traditional statistical...
A dynamic model of the firm with uncertain earnings and adjustment costs
A dynamic model of the firm with uncertain earnings and adjustment costs
1994,
In this paper a stochastic dynamic model of the firm developed by Bensoussan and...
How well do analysts forecast interest rates?
How well do analysts forecast interest rates?
1996,
This paper examines interest rate forecasts made for the period 1982-90 and examines...
Cost of capital, optimal capital structure, and value of firm: An empirical study of Indian companies
Cost of capital, optimal capital structure, and value of firm: An empirical study of Indian companies
1996,
Academicians and practitioners alike have found it difficult to resolve the issue of...
Personal operations research: Practicing Operational Research OR on ourselves
Personal operations research: Practicing Operational Research OR on ourselves
1996,
Documented cases of people applying Operational Research OR in making personal...
Analysis of investment flexibility: Methodology and application to a sorting center
Analysis of investment flexibility: Methodology and application to a sorting center
1995,
An investment file relies on an analysis of the physical consequences of its...
Quality awards and the market value of the firm: An empirical investigation
Quality awards and the market value of the firm: An empirical investigation
1996,
This paper empirically investigates the impact of winning a quality award on the...
Non-linear forecasting of financial time series: An overview and some new models
Non-linear forecasting of financial time series: An overview and some new models
1996,
This paper provides an overview of the papers contained in this Special Issue of the...
Development of a DSS for fixed-income securities using OOP
Development of a DSS for fixed-income securities using OOP
1996,
The author developed a simplified version of a decision support system for Health Net....
TAEG and fee structure under budget constraints
TAEG and fee structure under budget constraints
1995,
How to succeed in keeping a competitive TAEG while adhering to a profit target is an...
The internal consistency of the CAPM: A test using South African unit trust data
The internal consistency of the CAPM: A test using South African unit trust data
1995,
This paper evaluates the internal consistency of the CAPM. The Gibbons, Ross and...
The Johannesburg Stock Exchange as an efficient market: A review
The Johannesburg Stock Exchange as an efficient market: A review
1995,
This paper reviews the accumulated empirical evidence on the efficiency of the...
A satisficing chance constrained model in the portfolio selection of insurance lines and investments
A satisficing chance constrained model in the portfolio selection of insurance lines and investments
1995,
This paper sets out a model that simultaneously determines insurers’ satisficing...
Efficient markets do not cointegrate
Efficient markets do not cointegrate
1994,
This paper discusses the fact that, for many common situations involving processes...
A mean-variance-skewness portfolio optimization model
A mean-variance-skewness portfolio optimization model
1995,
The authors will propose a mean-variance-skewness portfolio optimziation model, a...
Unreasonable rationality?
Unreasonable rationality?
1995,
This paper explores how fractional demands (the optimal fraction of wealth invested in...
A heuristic for vehicle routing and depot staffing
A heuristic for vehicle routing and depot staffing
1995,
This paper discusses the approach taken in solving a specific depot staffing and...
A fuzzy control model for dynamic portfolio management
A fuzzy control model for dynamic portfolio management
1996,
In the present study the paper continues previous work by recasting the portfolio...
Harmonic analysis, time series variations and the distributional properties of financial ratios
Harmonic analysis, time series variations and the distributional properties of financial ratios
1995,
This paper models the behaviour of financial ratios using the techniques of continuous...
Production organisation and risk control when market instruments are available
Production organisation and risk control when market instruments are available
1995,
A standard result in the theory of production under price risk is that if forward...
Corporate hedging of exchange risk when foreign currency cash flow is uncertain
Corporate hedging of exchange risk when foreign currency cash flow is uncertain
1995,
The paper analyzes hedging policies for a corporation that generates a foreign...
Stock market volatility: Roots and results
Stock market volatility: Roots and results
1995,
Based on measurement of stock market volatility for the period 1935 to 1992, the...
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