Keyword: investment

Found 1239 papers in total
How Much Is a Win Worth? An Application to Intercollegiate Athletics
How Much Is a Win Worth? An Application to Intercollegiate Athletics
2017,
Intercollegiate athletics in the United States have become a...
Newsvendor Mergers
Newsvendor Mergers
2017,
This paper studies a merger between price‐setting newsvendors in an...
The Strategic Role of Business Insurance
The Strategic Role of Business Insurance
2017,
The use of business insurance has been traditionally studied in a single‐firm...
Factors Associated with the Year-End Decline in Working Capital
Factors Associated with the Year-End Decline in Working Capital
2017,
Working capital is an important indicator of firm operational efficiency. All else...
Unemployment Risks and Optimal Retirement in an Incomplete Market
Unemployment Risks and Optimal Retirement in an Incomplete Market
2016,
We develop a new approach for solving the optimal retirement problem for an individual...
Combining Spot and Futures Markets: A Hybrid Market Approach to Dynamic Spectrum Access
Combining Spot and Futures Markets: A Hybrid Market Approach to Dynamic Spectrum Access
2016,
Dynamic spectrum access is a new paradigm of secondary spectrum utilization and...
Tax-Aware Dynamic Asset Allocation
Tax-Aware Dynamic Asset Allocation
2016,
We consider dynamic asset allocation problems where the agent is required to pay...
Capacity Investment with Demand Learning
Capacity Investment with Demand Learning
2017,
We study a firm’s optimal strategy to adjust its capacity using demand...
Assessing Risk in Graphically Presented Financial Series
Assessing Risk in Graphically Presented Financial Series
2016,
It has been argued that traders use their natural sensitivity to the fractal...
Optimal dynamics in a two-sector model with natural resources and foreign direct investments
Optimal dynamics in a two-sector model with natural resources and foreign direct investments
2016,
In this paper we analyze the optimal dynamics in an economy with three factors of...
Mean percentage of returns for stock market linked savings accounts
Mean percentage of returns for stock market linked savings accounts
2016,
Stock market linked savings accounts have become more and more popular. The returns of...
Dynamic portfolio management with views at multiple horizons
Dynamic portfolio management with views at multiple horizons
2016,
We introduce Dynamic Entropy Pooling, a quantitative technique to perform dynamic...
Resist or Comply: The Power Dynamics of Organizational Routines during Mergers
Resist or Comply: The Power Dynamics of Organizational Routines during Mergers
2016,
The role of power and agency in the development of organizational routines is...
Regulation as Country-Specific (Dis-)Advantage: Smoking Bans and the Location of Foreign Direct Investment in the Tobacco Industry
Regulation as Country-Specific (Dis-)Advantage: Smoking Bans and the Location of Foreign Direct Investment in the Tobacco Industry
2016,
This paper seeks to examine the relationship between smoking bans and the propensity...
Network Positions and the Probability of Being Acquired: An Empirical Analysis in the Biopharmaceutical Industry
Network Positions and the Probability of Being Acquired: An Empirical Analysis in the Biopharmaceutical Industry
2016,
This paper examines the relationship between the firm's direct ties, its...
Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility
Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility
2016,
Volatility is a key variable in option pricing, trading, and hedging strategies. The...
Multi-Unit Bayesian Auction with Demand or Budget Constraints
Multi-Unit Bayesian Auction with Demand or Budget Constraints
2016,
We consider the problem of revenue maximization on multi‐unit auctions where...
Lost in Translation: Which Stock Prices Bear the Burden to Adjust to Exchange Rates?
Lost in Translation: Which Stock Prices Bear the Burden to Adjust to Exchange Rates?
2016,
We examine the role of competing exchanges to restore price parity following currency...
Trade Size Clustering in the E-Mini Index Futures Markets
Trade Size Clustering in the E-Mini Index Futures Markets
2016,
We compare trade size clustering of morning, afternoon, and after‐hours trades...
Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
2016,
We present empirical evidence from the primary market for cat bonds, which provides...
Interactions Between Risk Taking, Capital, and Reinsurance for Property‐Liability Insurance Firms
Interactions Between Risk Taking, Capital, and Reinsurance for Property‐Liability Insurance Firms
2016,
Financial theory has long recognized the structural relationship between capital and...
Net Contribution, Liquidity, and Optimal Pension Management
Net Contribution, Liquidity, and Optimal Pension Management
2016,
This article presents an optimal portfolio balancing strategy for a pension fund...
Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns
Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns
2016,
We investigate the effect major catastrophes are expected to have on equilibrium price...
Managing Weather Risks: The Case of J. League Soccer Teams in Japan
Managing Weather Risks: The Case of J. League Soccer Teams in Japan
2016,
Weather‐related risks present significant concerns for businesses worldwide....
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