Keyword: investment

Found 1239 papers in total
Belief rule‐based system for portfolio optimisation with nonlinear cash‐flows and constraints
Belief rule‐based system for portfolio optimisation with nonlinear cash‐flows and constraints
2012,
A belief rule‐based (BRB) system is a generic nonlinear modelling and inference...
Mean–variance asset–liability management: Cointegrated assets and insurance liability
Mean–variance asset–liability management: Cointegrated assets and insurance liability
2012,
The cointegration of major financial markets around the globe is well evidenced with...
Degeneracy Resolution for Bilinear Utility Functions
Degeneracy Resolution for Bilinear Utility Functions
2011,
Loss‐aversion is a phenomenon where investors are particularly sensitive to...
IT assets, organization capital and market power: Contributions to business value
IT assets, organization capital and market power: Contributions to business value
2012,
How much IT capital contributes to the economic value of firms is a relevant but...
Do green supply chain management initiatives impact stock prices of firms?
Do green supply chain management initiatives impact stock prices of firms?
2012,
Although firms have been taking green supply chain management (GSCM) initiatives, it...
Spatial effects of foreign direct investment in US states
Spatial effects of foreign direct investment in US states
2012,
This paper estimates the aggregate productivity effects of Marshallian externalities...
Optimal Decision for Selling an Illiquid Stock
Optimal Decision for Selling an Illiquid Stock
2011,
This paper is concerned with liquidation of an illiquid stock. The stock price follows...
A mean–variance optimization problem for discounted Markov decision processes
A mean–variance optimization problem for discounted Markov decision processes
2012,
In this paper, we consider a mean–variance optimization problem for Markov...
Initial Public Offerings: An Analysis of Theory and Practice
Initial Public Offerings: An Analysis of Theory and Practice
2006,
We survey 336 chief financial officers (CFOs) to compare practice to theory in the...
Competing for Securities Underwriting Mandates: Banking Relationships and Analyst Recommendations
Competing for Securities Underwriting Mandates: Banking Relationships and Analyst Recommendations
2006,
We investigate whether analyst behavior influenced banks' likelihood of winning...
The Cross-Section of Volatility and Expected Returns
The Cross-Section of Volatility and Expected Returns
2006,
We examine the pricing of aggregate volatility risk in the cross-section of stock...
Tractable Almost Stochastic Dominance
Tractable Almost Stochastic Dominance
2012,
LL‐Almost Stochastic Dominance (LL‐ASD) is a relaxation of the...
Arithmetic Brownian motion and real options
Arithmetic Brownian motion and real options
2012,
We treat real option value when the underlying process is arithmetic Brownian motion...
Renewable energy investments under different support schemes: A real options approach
Renewable energy investments under different support schemes: A real options approach
2012,
This paper adopts a real options approach to analyze investment timing and capacity...
Capacity Investment Under Responsive Pricing: Implications of Market Entry Choice*
Capacity Investment Under Responsive Pricing: Implications of Market Entry Choice*
2012,
We consider a manufacturer’s new market entry problem when it already has some...
Effects of growth volatility on economic performance – Empirical evidence from Turkey
Effects of growth volatility on economic performance – Empirical evidence from Turkey
2012,
This paper examines the relationship between growth and growth volatility for a small...
Real options valuation of forest plantation investments in Brazil
Real options valuation of forest plantation investments in Brazil
2012,
In this paper, we consider investments in eucalyptus plantations in Brazil. For such...
A new wavelet‐based denoising algorithm for high‐frequency financial data mining
A new wavelet‐based denoising algorithm for high‐frequency financial data mining
2012,
Denoising analysis imposes new challenge for mining high‐frequency financial...
The Power of Fair Pricing Mechanisms
The Power of Fair Pricing Mechanisms
2012,
We explore the revenue capabilities of truthful, monotone (‘fair’)...
Real options analysis of investment in carbon capture and sequestration technology
Real options analysis of investment in carbon capture and sequestration technology
2012,
Among a comprehensive scope of mitigation measures for climate change, CO 2 capture...
Portfolio value‐at‐risk optimization for asymmetrically distributed asset returns
Portfolio value‐at‐risk optimization for asymmetrically distributed asset returns
2012,
We propose a new approach to portfolio optimization by separating asset return...
Environmental pollution, the public sector and economic growth: A comparison of different scenarios
Environmental pollution, the public sector and economic growth: A comparison of different scenarios
2011,
In this paper we present an endogenous growth model with productive public capital and...
Time Consistency Issue in Multi-Objective Optimization
Time Consistency Issue in Multi-Objective Optimization
2011,
When the conditions for applying Bellman's principle of optimality hold, the...
A Comprehensive Decision Approach for Rubber Tree Planting Management in Africa
A Comprehensive Decision Approach for Rubber Tree Planting Management in Africa
2011,
The main objective of this study is to settle a rigorous field of decision analysis...
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