Keyword: investment

Found 1239 papers in total
Mortgage Debt Overhang: Reduced Investment by Homeowners at Risk of Default
Mortgage Debt Overhang: Reduced Investment by Homeowners at Risk of Default
2017,
Homeowners at risk of default face a debt overhang that reduces their incentive to...
Attracting Early-Stage Investors: Evidence from a Randomized Field Experiment
Attracting Early-Stage Investors: Evidence from a Randomized Field Experiment
2017,
This paper uses a randomized field experiment to identify which start‐up...
Risk process with a periodic reinsurance: Choosing an optimal reinsurance strategy of a total risk
Risk process with a periodic reinsurance: Choosing an optimal reinsurance strategy of a total risk
2017,
In this work, we study the optimal risk sharing problem for an insurer between himself...
Pricing and clearing combinatorial markets with singleton and swap orders
Pricing and clearing combinatorial markets with singleton and swap orders
2017,
In this article we consider combinatorial markets with valuations only for singletons...
An optimal reinsurance problem in the Cramér‐Lundberg model
An optimal reinsurance problem in the Cramér‐Lundberg model
2017,
In this article we consider the surplus process of an insurance company within the...
Proposing a method for fixed cost allocation using DEA based on the efficiency invariance and common set of weights principles
Proposing a method for fixed cost allocation using DEA based on the efficiency invariance and common set of weights principles
2017,
One of the applications of data envelopment analysis is fixed costs allocation among...
Robust optimal investment and reinsurance problem for a general insurance company under Heston model
Robust optimal investment and reinsurance problem for a general insurance company under Heston model
2017,
In this paper, we study a robust optimal investment and reinsurance problem for a...
Production with Risk Hedging–Optimal Policy and Efficient Frontier
Production with Risk Hedging–Optimal Policy and Efficient Frontier
2017,
Demand for many products may depend on the price of a tradable asset or on the economy...
Modeling Gas Markets with Endogenous Long-Term Contracts
Modeling Gas Markets with Endogenous Long-Term Contracts
2017,
Since its initial development, long‐term contracts have been associated with...
Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market
Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market
2017,
We propose an inverse optimization‐based methodology to determine market...
Exact Simulation of the SABR Model
Exact Simulation of the SABR Model
2017,
The stochastic alpha‐beta‐rho (SABR) model becomes popular in the...
Optimal investment strategies for light duty vehicle and electricity generation sectors in a carbon constrained world
Optimal investment strategies for light duty vehicle and electricity generation sectors in a carbon constrained world
2017,
Greenhouse gas emission targets are becoming more stringent for both automakers and...
Mitigating global warming: a real options approach
Mitigating global warming: a real options approach
2017,
Mitigation and adaptation represent two solutions to the issue of global warming....
Vertical integration and supplier finance
Vertical integration and supplier finance
2017,
This paper studies access to finance by suppliers that are linked to a multinational...
Viewpoint: The human capital approach to inference
Viewpoint: The human capital approach to inference
2017,
The purpose of this essay is to discuss two approaches to inference and how...
Improving logistics performance through investments and policy intervention: a causal loop model
Improving logistics performance through investments and policy intervention: a causal loop model
2017,
Logistics performance is an important factor that affects the competitiveness of...
Does distance matter in mergers and acquisitions?
Does distance matter in mergers and acquisitions?
2017,
Using a sample of mergers and acquisitions from 1985 to 2014, we examine the impact of...
Investment bank expertise in cross-border mergers and acquisitions
Investment bank expertise in cross-border mergers and acquisitions
2017,
We study the influence of country expertise of investment banks in facilitating...
Heterogeneous model ensembles for short-term prediction of stock market trends
Heterogeneous model ensembles for short-term prediction of stock market trends
2016,
Here, we discuss the identification of heterogeneous ensembles for short‐term...
Health State Transitions and Longevity Effects on Retirees’ Optimal Annuitization
Health State Transitions and Longevity Effects on Retirees’ Optimal Annuitization
2017,
The interplay between longevity risk and health state transitions for retirees’...
Hedging Longevity Risk in Life Settlements Using Biomedical Research-Backed Obligations
Hedging Longevity Risk in Life Settlements Using Biomedical Research-Backed Obligations
2017,
In the life settlement market, mortality risk is transferred from life insurance...
Pension Risk Management in the Enterprise Risk Management Framework
Pension Risk Management in the Enterprise Risk Management Framework
2017,
This article presents an enterprise risk management (ERM) model for a firm that is...
Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure
Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure
2017,
Modeling mortality dependence for multiple populations has significant implications...
Pricing Buy-Ins and Buy-Outs
Pricing Buy-Ins and Buy-Outs
2017,
Pension buy‐ins and buy‐outs have become an important aspect of managing...
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