Keyword: investment

Found 1239 papers in total
Risk mitigation in newsvendor networks: Resource diversification, flexibility, sharing, and hedging
Risk mitigation in newsvendor networks: Resource diversification, flexibility, sharing, and hedging
2007,
This paper studies how judicious resource allocation in networks mitigates risk....
Real options and public sector capital project decision-making
Real options and public sector capital project decision-making
2007,
Capital budgeting decisions are among the most important decisions that a public...
SOR '07 Proceedings
SOR '07 Proceedings
2007,
The Slovenian Society ‘Informatika’ has a section for Operational...
Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models
Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models
2007,
We evaluate forecasting models of US business fixed investment spending growth over...
Studies on a general stock-bond integrated portfolio optimization model
Studies on a general stock-bond integrated portfolio optimization model
2007,
The purpose of this paper is to extend a stock-bond integrated portfolio optimization...
Optimal dynamic portfolio selection with earnings-at-risk
Optimal dynamic portfolio selection with earnings-at-risk
2007,
In this paper we investigate a continuous-time portfolio selection problem. Instead of...
Up close and personal: investor sophistication and the disposition effect
Up close and personal: investor sophistication and the disposition effect
2006,
This paper analyzes the trading records of a major discount brokerage house to...
Static mean–variance analysis with uncertain time horizon
Static mean–variance analysis with uncertain time horizon
2006,
We generalize Markowitz analysis to the situations involving an uncertain exit time....
Robust one-period option hedging
Robust one-period option hedging
2006,
We consider robust optimization to cope with uncertainty about the stock return...
Risk management with benchmarking
Risk management with benchmarking
2006,
Portfolio theory must address the fact that, in reality, portfolio managers are...
An empirical examination of the decision to invest in fulfillment capabilities: a study of internet retailers
An empirical examination of the decision to invest in fulfillment capabilities: a study of internet retailers
2006,
Internet technology has allowed for a higher degree of decoupling between the...
Importance sampling for portfolio credit risk
Importance sampling for portfolio credit risk
2005,
Monte Carlo simulation is widely used to measure the credit risk in portfolios of...
Pricing American-style derivatives with European call options
Pricing American-style derivatives with European call options
2006,
We present a new approach to pricing American-style derivatives that is applicable to...
How does residual income affect investment? The role of prior performance measures
How does residual income affect investment? The role of prior performance measures
2006,
This paper examines whether ‘you get what you pay for’ in firms that...
Downside loss aversion and portfolio management
Downside loss aversion and portfolio management
2006,
Downside loss-averse preferences have seen a resurgence in the portfolio management...
Value implications of investments in information technology
Value implications of investments in information technology
2006,
The year 2000 (Y2K) countdown provided a uniquely visible instance of spending on...
Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model
Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model
2006,
We develop and study efficient Monte Carlo algorithms for pricing path-dependent...
Scanning World Wide Web documents with the vector space model
Scanning World Wide Web documents with the vector space model
2006,
The vector space model used in Information Retrieval is combined with discriminant...
Venture capitalists and cooperative start-up commercialization strategy
Venture capitalists and cooperative start-up commercialization strategy
2006,
This paper examines the possible impact of venture capital (VC) backing on the...
Multistage selection and the financing of new ventures
Multistage selection and the financing of new ventures
2006,
Using a random sample of 221 new Swedish ventures initiated in 1998, we examine why...
Optimal project selection with random fuzzy parameters
Optimal project selection with random fuzzy parameters
2007,
This paper proposes a practical tool of incorporating random fuzzy uncertainty into...
An optimised multiple test framework for project selection in the public sector, with a nuclear waste disposal case-based example
An optimised multiple test framework for project selection in the public sector, with a nuclear waste disposal case-based example
2006,
Since 1967 the real (net of inflation) discount rate used to assess public sector...
Foreign direct investment in Ghana; patterns of activity, distribution and the role of government policy
Foreign direct investment in Ghana; patterns of activity, distribution and the role of government policy
2000,
Foreign Direct Investment (FDI) is playing an increasingly important role in the...
On the timing of CEO stock option awards
On the timing of CEO stock option awards
2005,
This study documents that the abnormal stock returns are negative before unscheduled...
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