Keyword: investment

Found 1239 papers in total
Pricing diagnostic information
Pricing diagnostic information
2005,
Diagnostic information allows an agent to predict the state of nature about the...
Suckers are born but markets are made: individual rationality, arbitrage, and market efficiency on an electronic futures market
Suckers are born but markets are made: individual rationality, arbitrage, and market efficiency on an electronic futures market
2004,
The Iowa Electronic Markets are specially designed futures markets that appear to...
Pre-IPO (initial public offering) operational and financial decisions
Pre-IPO (initial public offering) operational and financial decisions
2004,
Many owners of growing privately held firms make operational and financial decisions...
Generalized Extreme Value distribution for fitting opening/closing asset prices and returns in stock-exchange
Generalized Extreme Value distribution for fitting opening/closing asset prices and returns in stock-exchange
2006,
Robust estimation of stock-exchange fluctuations is a challenging problem. The...
How rewarding is technical analysis? Evidence from Athens Stock Exchange
How rewarding is technical analysis? Evidence from Athens Stock Exchange
2006,
The purpose of this paper is to investigate the performance of various technical...
Investment in the aquatic environment II: Comparison of two techniques for evaluating environmental benefits
Investment in the aquatic environment II: Comparison of two techniques for evaluating environmental benefits
1999,
Two methodologies for evaluating environmental benefits arising from investment in the...
Fuzziness and randomness in investment project risk appraisal
Fuzziness and randomness in investment project risk appraisal
2007,
Risk quantification is one of the most difficult tasks associated with investment...
Valuation and optimal timing of the investment in next generation telecommunication service using real options
Valuation and optimal timing of the investment in next generation telecommunication service using real options
2006,
We evaluate the economic value and the optimal investment timing of IMT-2000 in Korea,...
Bounds for in-progress floating-strike Asian options using symmetry
Bounds for in-progress floating-strike Asian options using symmetry
2007,
This paper studies symmetries between fixed and floating-strike Asian options and...
Interest rate options valuation under incomplete information
Interest rate options valuation under incomplete information
2007,
This paper aims at examining the term structure of interest rates and European-type...
Incomplete information equilibria: Separation theorems and other myths
Incomplete information equilibria: Separation theorems and other myths
2007,
The incomplete information financial economic equilibrium (IIE) literature has been...
A portfolio-based evaluation of affine term structure models
A portfolio-based evaluation of affine term structure models
2007,
We focus on affine term structure models as tools for active bond portfolio...
The effect of depreciation allowances on the timing of investment and government tax revenue
The effect of depreciation allowances on the timing of investment and government tax revenue
2007,
We develop a model of the behavior of a potential investor (under uncertainty and in a...
The informational content of insider trading disclosures: empirical results for the Polish stock market
The informational content of insider trading disclosures: empirical results for the Polish stock market
2007,
In this paper, we try to answer the question as to whether insider trading disclosures...
Simultaneous analysis of production and investment performance of Canadian life and health insurance companies using data envelopment analysis
Simultaneous analysis of production and investment performance of Canadian life and health insurance companies using data envelopment analysis
2007,
A new data envelopment analysis (DEA) model is created to provide valuable managerial...
Robust pricing of the American put option: a note on Richardson extrapolation and the early exercise premium
Robust pricing of the American put option: a note on Richardson extrapolation and the early exercise premium
2003,
This paper presents a detailed analysis of the numerical implementation of the...
Good reasons sell: reason-based choice among group and individual investors in the stock market
Good reasons sell: reason-based choice among group and individual investors in the stock market
2003,
In this paper, we compare the investment decisions of groups (stock clubs) and...
Intelligent Investor: an intelligent decision support system for portfolio management
Intelligent Investor: an intelligent decision support system for portfolio management
2004,
Intelligent Investor is an intelligent system which aims to support investment...
Pricing American options: a duality approach
Pricing American options: a duality approach
2004,
We develop a new method for pricing American options. The main practical contribution...
Public works, investments and their regional economic effects
Public works, investments and their regional economic effects
2004,
This paper presents the possibility of planning Public Works and Investments in...
Scenario optimization asset and liability modelling for individual investors
Scenario optimization asset and liability modelling for individual investors
2007,
We develop a scenario optimization model for asset and liability management of...
Capacity allocation with traditional and internet channels
Capacity allocation with traditional and internet channels
2006,
In this paper we study a capacity allocation problem for two firms, each of which has...
Stochastic optimization algorithms for pricing American put options under regime-switching models
Stochastic optimization algorithms for pricing American put options under regime-switching models
2006,
This work provides a Markov-modulated stochastic approximation based approach for...
Public sector investment failures: theoretical contributions from new institutional and Austrian economic theory
Public sector investment failures: theoretical contributions from new institutional and Austrian economic theory
2006,
This paper illustrates how two contemporary economic traditions – New...
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