Keyword: investment

Found 1239 papers in total
An examination of the small-firm effect on the basis of skewness preference
An examination of the small-firm effect on the basis of skewness preference
1987,
This paper tests the hypothesis that the small‐firm effect can be explained on...
The effect of voluntary corporate liquidation on shareholder wealth
The effect of voluntary corporate liquidation on shareholder wealth
1987,
This paper presents an analysis of the shareholder wealth effect of voluntary...
Optimal management of wind and solar energy resources
Optimal management of wind and solar energy resources
2016,
This paper presents a portfolio‐based approach to the harvesting of renewable...
Electricity storage systems in the future German energy sector
Electricity storage systems in the future German energy sector
2016,
Due to the growing feed-in of electricity based on renewables, electricity storage...
Lending decisions with limits on capital available: The polygamous marriage problem
Lending decisions with limits on capital available: The polygamous marriage problem
2016,
In order to stimulate or subdue the economy, banking regulators have sought to impose...
Instance-based credit risk assessment for investment decisions in P2P lending
Instance-based credit risk assessment for investment decisions in P2P lending
2016,
Recent years have witnessed increased attention on peer‐to‐peer (P2P)...
Strategic entry in a triopoly market of firms with asymmetric cost structures
Strategic entry in a triopoly market of firms with asymmetric cost structures
2016,
This paper examines the strategic investment timing decision in a triopoly market...
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
2016,
While our society began to recognize the importance to balance the risk performance...
Competitive investments in cost reducing process improvement: The role of managerial incentives and spillover learning
Competitive investments in cost reducing process improvement: The role of managerial incentives and spillover learning
2015,
We study the rivalry between two firms and consider the effect of spillovers when the...
Airport congestion pricing and terminal investment: Effects of terminal congestion, passenger types, and concessions
Airport congestion pricing and terminal investment: Effects of terminal congestion, passenger types, and concessions
2015,
None of the airport-pricing studies have differentiated the congestion incurred in the...
The effects of analyst forecast properties and country-level institutions on the cost of debt
The effects of analyst forecast properties and country-level institutions on the cost of debt
2015,
We investigate the link between analyst forecast characteristics and the cost of debt...
In search of cash-flow pricing
In search of cash-flow pricing
2015,
There are varying views on the relative importance of cash flow versus earnings in the...
Financial transactions within bank holding companies
Financial transactions within bank holding companies
1984,
This study explores financial transactions within bank holding companies in both a...
Returns on high-quality and low-quality preferred stocks in periods of common-stock dividend reductions
Returns on high-quality and low-quality preferred stocks in periods of common-stock dividend reductions
1984,
This study compares the pre‐event return behavior of low‐quality and...
Bond beta and default risk
Bond beta and default risk
1984,
The purpose of this paper is to investigate the relationship between bond betas and...
Coskewness, dividend yield and capital asset pricing
Coskewness, dividend yield and capital asset pricing
1984,
The coskewness and dividend yield effects on capital asset prices have been...
An empirical study of the diffusion process of securities and portfolios
An empirical study of the diffusion process of securities and portfolios
1984,
The nature of the stochastic process generating the path of security prices through...
Moving stochastic dominance: an alternative method for testing market efficiency
Moving stochastic dominance: an alternative method for testing market efficiency
1984,
The purposes of this study are: (1) to propose a more general method–moving...
Nonstationarity of beta and tests of market efficiency
Nonstationarity of beta and tests of market efficiency
1984,
Conclusions from event type studies are usually supported by data generated from some...
The geometry of asset adjustment with adjustment costs
The geometry of asset adjustment with adjustment costs
1984,
This paper provides a geometric analysis of asset adjustment behavior in response to...
Mitigating supply chain disruptions through the assessment of trade-offs among risks, costs and investments in capabilities
Mitigating supply chain disruptions through the assessment of trade-offs among risks, costs and investments in capabilities
2016,
One of the central questions in supply chain design is how to properly invest in...
3D extreme value analysis for stock return, interest rate and speed of mean reversion
3D extreme value analysis for stock return, interest rate and speed of mean reversion
2016,
It is important to analyze extreme cases of stock return, interest rate and speed of...
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option
2016,
We propose a second order accurate numerical finite difference method to replace the...
Regulatory influences on portfolio performance: short selling and regulation T
Regulatory influences on portfolio performance: short selling and regulation T
1982,
Several models are developed to examine the portfolio effect of short selling. Three...
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