Keyword: finance & banking

Found 743 papers in total
Combining exchange rate forecasts: What is the optimal consensus measure?
Combining exchange rate forecasts: What is the optimal consensus measure?
1994,
In this paper a high-quality disaggregate database is utilized to examine whether...
Team theory and neural networks for dynamic routing in traffic and communciation networks
Team theory and neural networks for dynamic routing in traffic and communciation networks
1993,
The dynamic-routing problem in traffic and communication networks is addressed....
Applications and solution algorithms for dynamic programming
Applications and solution algorithms for dynamic programming
1994,
Dynamic programming is a very flexible approach to sequential decision problems, which...
An analysis of the risk in discretely rebalanced option hedges and delta-based techniques
An analysis of the risk in discretely rebalanced option hedges and delta-based techniques
1994,
The stochastic properties of discretely rebalanced option hedges have been studied...
Validating an expert system for financial statement planning
Validating an expert system for financial statement planning
1993,
Validation is often considered the cornerstone of expert systems evaluation....
A study on the development of multiple experts’ knowledge combining algorithm by using fuzzy cognitive map
A study on the development of multiple experts’ knowledge combining algorithm by using fuzzy cognitive map
1994,
The objectives of this paper are to apply fuzzy cognitive map (FCM)-related techniques...
The generating process and an extension of Jewitt’s location independent risk concept
The generating process and an extension of Jewitt’s location independent risk concept
1994,
A generating process of Jewitt’s location independent risk concept is derived in...
Marginal Conditional Stochastic Dominance
Marginal Conditional Stochastic Dominance
1994,
This paper introduces the concept of Marginal Conditional Stochastic Dominance (MCSD),...
A lot-size model for exponentially decaying inventory when delay in payments is permissible
A lot-size model for exponentially decaying inventory when delay in payments is permissible
1993,
An inventory model is developed for exponentially decaying inventory when suppliers...
A practical derived lease rate algorithm
A practical derived lease rate algorithm
1993,
Underlying the widely used multiple-investment-sinking fund (MISF) method for lease...
Estimation methods in portfolio selection and the effectiveness of short sales restrictions: U.K. evidence
Estimation methods in portfolio selection and the effectiveness of short sales restrictions: U.K. evidence
1994,
Forecasting the mean returns vector and the covariance matrix is a key feature in...
The valuation of path dependent contracts on the average
The valuation of path dependent contracts on the average
1993,
This article values option contracts based on the average price realized over a finite...
Valuation and analysis of Collateralized Mortgage Obligations
Valuation and analysis of Collateralized Mortgage Obligations
1993,
This study develops a model for the valuation of Collateralized Mortgage Obligations...
Federal credit guarantees and the problem of discount rate selection
Federal credit guarantees and the problem of discount rate selection
1993,
The selection of appropriate discount rates is critical in order to account correctly...
The impact of changing intergovernmental relations on municipal capital outlays: A time series analysis
The impact of changing intergovernmental relations on municipal capital outlays: A time series analysis
1993,
New patterns of fiscal relations between the federal, State and local governments...
Resolution methods of failed thrift institutions: Before and after FIRREA
Resolution methods of failed thrift institutions: Before and after FIRREA
1993,
This paper compares and evaluates the resolution technique used by the Federal Savings...
Forecasting state welfare caseloads: Alternative methodologies
Forecasting state welfare caseloads: Alternative methodologies
1993,
This paper uses experience in the State of Delaware to explore the application of...
Were the returns from stocks and bonds of different countries really different in the 1980s?
Were the returns from stocks and bonds of different countries really different in the 1980s?
1993,
The authors analyzed the total equity returns of indexes from Australia, Canada,...
Massaging mean-variance inputs: Returns from alternative global investment strategies in the 1980s
Massaging mean-variance inputs: Returns from alternative global investment strategies in the 1980s
1993,
This paper explores the impact of adjustments to the inputs on total returns, terminal...
On the use of mean-variance and quadratic approximations in implementing dynamic investment strategies: A comparision of returns and investment policies
On the use of mean-variance and quadratic approximations in implementing dynamic investment strategies: A comparision of returns and investment policies
1993,
This paper compares two approximation schemes for calculating the optimal portfolios...
Effects of innovativeness and venture stage on venture capitalist-entrepreneur relations
Effects of innovativeness and venture stage on venture capitalist-entrepreneur relations
1993,
Innovative new ventures constitute a disproportionately large source of economic...
A comparative study on the bankruptcy prediction power of statistical models and AI models: MDA, inductive learning and neural networks
A comparative study on the bankruptcy prediction power of statistical models and AI models: MDA, inductive learning and neural networks
1993,
This paper is concerned with analyzing the bankruptcy prediction power of three...
Bond index funds-A duration approach
Bond index funds-A duration approach
1993,
Index funds can be used by investment managers as a method of ensuring that their...
Evaluation of bank branches by means of data envelopment analysis
Evaluation of bank branches by means of data envelopment analysis
1993,
Details a data envelopment analysis study of bank branches, where the bank branches...
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