Keyword: finance & banking

Found 743 papers in total
An application of the AHP to bank strategic planning: The mergers and acquisitions process
An application of the AHP to bank strategic planning: The mergers and acquisitions process
1990,
Strategic planning is one of the most complex and ill-structured tasks faced by banks....
Piecewise linear risk function and portfolio optimization
Piecewise linear risk function and portfolio optimization
1990,
A new portfolio optimization model using a piecewise linear risk function is proposed....
A note on temporal variation of the amount of option trading
A note on temporal variation of the amount of option trading
1991,
The option pricing model is a mathematical model to determine a fair option premium at...
Dynamic firm behavior within an uncertain environment
Dynamic firm behavior within an uncertain environment
1990,
The paper studies the impact of an uncertain environment on the optimal dynamic...
Sensitivity analysis for Mean-Variance portfolio problems
Sensitivity analysis for Mean-Variance portfolio problems
1991,
This paper shows how to perform sensitivity analysis for Mean-Variance (MV) portfolio...
Paradox or at least variance found: A comment on ‘Mean-variance approaches to risk-return relationships in strategy: Paradox lost’
Paradox or at least variance found: A comment on ‘Mean-variance approaches to risk-return relationships in strategy: Paradox lost’
1991,
In general, the problem is that the computed mean-variance relationship for a period...
Reply to Bromiley’s comment and further results: Paradox lost becomes dilemma found
Reply to Bromiley’s comment and further results: Paradox lost becomes dilemma found
1991,
A reply to previous paper.
Public financial management Cirriculum and course design: A response to the National Task Force Report
Public financial management Cirriculum and course design: A response to the National Task Force Report
1991,
This study outlines one approach to the design of a public financial management...
The witch doctor effect: How professionals impress their clients and achieve a high status in society by developing a unique ‘professional mystique’
The witch doctor effect: How professionals impress their clients and achieve a high status in society by developing a unique ‘professional mystique’
1991,
From time immemorial, first the witch doctors, then as societies became more...
Inducing stock screening rules for portfolio construction
Inducing stock screening rules for portfolio construction
1991,
This study describes a technique originated from the emerging field of machine...
Do expert systems have a future? From their adolescence to maturity
Do expert systems have a future? From their adolescence to maturity
1992,
Although knowledge-based systems have dramatically expanded computer efficiency,...
Option evaluation techniques by parallel processes: A review
Option evaluation techniques by parallel processes: A review
1991,
The paper aims to illustrate how parallel processing techniques may be used in solving...
Capital structure, principal/agency-relation and the value of the corporation: A simulation study
Capital structure, principal/agency-relation and the value of the corporation: A simulation study
1991,
The authors assume that a corporation yields an uncertain stream of future earnings...
Estimation of stochastic frontier cost function using data envelopment analysis: An application to the AT&T divestiture
Estimation of stochastic frontier cost function using data envelopment analysis: An application to the AT&T divestiture
1991,
This study develops a new use of data envelopment analysis for estimating a stochastic...
Multidimensional Scaling applied to corporate failure
Multidimensional Scaling applied to corporate failure
1991,
This paper uses Multidimensional Scaling (MDS) techniques to explore the relationship...
Object-oriented model integration in a financial decision support system
Object-oriented model integration in a financial decision support system
1991,
Decision support systems for users without modeling expertise require domain-specific...
An optimization model for modernizing the (U.S.) army’s helicopter fleet
An optimization model for modernizing the (U.S.) army’s helicopter fleet
1991,
The helicopter has grown in military stature for more than 40 years: its ascendancy...
Mean-absolute deviation portfolio optimization model and its applications to Tokyo Stock Market
Mean-absolute deviation portfolio optimization model and its applications to Tokyo Stock Market
1991,
The purpose of this paper is to demonstrate that a portfolio optimization model using...
The valuation and analysis of adjustable rate mortgages
The valuation and analysis of adjustable rate mortgages
1990,
Securities whose payoffs depend upon the actual path of the underlying state variables...
Tax-adjusted discount rates
Tax-adjusted discount rates
1990,
This paper develops models for discount rates that are adjusted for the interest tax...
Gains from international dual listing
Gains from international dual listing
1991,
This study presents an attempt to explain how international dual listing of securities...
A buy-low, sell-high investment methodology: The case of bulk shipping
A buy-low, sell-high investment methodology: The case of bulk shipping
1991,
Investment success in a cyclical market, such as the international bulk shipping...
Simulating discounted costs
Simulating discounted costs
1989,
The authors numerically estimate, via simulation, the expected infinite-horizon...
Information systems strategy formulation in a developing country bank
Information systems strategy formulation in a developing country bank
1990,
This paper describes a case study of information in a developing country bank over a...
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