Keyword: investment

Found 1239 papers in total
The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
2017,
We study the dynamics of longevity risk across a subset of countries in the...
Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis From Technical and Economic Perspectives
Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis From Technical and Economic Perspectives
2017,
In this article, we study the feasibility of dynamic longevity hedging with...
Robust Mean‐Variance Hedging of Longevity Risk
Robust Mean‐Variance Hedging of Longevity Risk
2017,
Parameter uncertainty and model misspecification can have a significant impact on the...
On the Failure (Success) of the Markets for Longevity Risk Transfer
On the Failure (Success) of the Markets for Longevity Risk Transfer
2017,
Longevity risk is the chance that people will live longer than expected. That...
Quality in management accounting: approach by activities in large companies
Quality in management accounting: approach by activities in large companies
2017,
This study intends to contribute to the knowledge about the approach by activities, a...
Short-Term Stock Price Prediction Based on Limit Order Book Dynamics
Short-Term Stock Price Prediction Based on Limit Order Book Dynamics
2017,
Interaction of capital market participants is a complicated dynamic process. A...
The International Diversification of Banks and the Value of Their Cross-Border M&A Advice
The International Diversification of Banks and the Value of Their Cross-Border M&A Advice
2017,
We examine the impact of the international diversification of banks on the value of...
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform
2017,
We use a new hedge fund data set from a separate account platform to examine (1) how...
Do Unions Affect Innovation?
Do Unions Affect Innovation?
2017,
We examine the effect of unionization on firm innovation, using a regression...
Internationalization and Bank Risk
Internationalization and Bank Risk
2017,
This paper documents a positive relation between internationalization and bank risk....
Costly Control: An Examination of the Trade-off Between Control Investments and Residual Risk in Interfirm Transactions
Costly Control: An Examination of the Trade-off Between Control Investments and Residual Risk in Interfirm Transactions
2017,
Transaction cost economics predicts that investments in management control will enable...
Dynamic Product Rotation in the Presence of Strategic Customers
Dynamic Product Rotation in the Presence of Strategic Customers
2017,
Dynamic product rotation is perceived as a useful lever to increase sales. The effect...
Pricing catastrophe bonds with multistage stochastic programming
Pricing catastrophe bonds with multistage stochastic programming
2017,
In this paper we present a method of pricing catastrophe bonds (cat bonds) using...
Fast binomial procedures for pricing Parisian/ParAsian options
Fast binomial procedures for pricing Parisian/ParAsian options
2017,
The discrete procedures for pricing Parisian/ParAsian options depend, in general, on...
Regularised gradient boosting for financial time-series modelling
Regularised gradient boosting for financial time-series modelling
2017,
Gradient Boosting (GB) learns an additive expansion of simple basis‐models....
Real options approach to explore the effect of organizational change on IoT development project
Real options approach to explore the effect of organizational change on IoT development project
2017,
The emerging information technology of internet of things (IoT) has caught much...
A distance learning university and its economic impact in a country’s peripheries: the case of Hellenic Open University
A distance learning university and its economic impact in a country’s peripheries: the case of Hellenic Open University
2017,
Higher education institutions can contribute into regional growth via the services of...
Modeling corporate entrepreneurship success with ANFIS
Modeling corporate entrepreneurship success with ANFIS
2017,
Albeit the application of Adaptive Neuro‐Fuzzy Inference System (ANFIS) in many...
Convergence of Markovian price processes in a financial market transaction model
Convergence of Markovian price processes in a financial market transaction model
2017,
This paper studies a financial market transaction model and convergence of Markovian...
Inventory system with defective products and investment opportunity for reducing defective proportion
Inventory system with defective products and investment opportunity for reducing defective proportion
2017,
This paper proposes a production‐inventory model with defective items. The...
Factor-based robust index tracking
Factor-based robust index tracking
2017,
We consider a robust optimization approach for the problem of tracking a benchmark...
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
2017,
This paper proposes a multistage stochastic programming approach for the...
Enhanced indexing for risk averse investors using relaxed second order stochastic dominance
Enhanced indexing for risk averse investors using relaxed second order stochastic dominance
2017,
The less efficient markets offer scope for enhanced indexing (EI), an investment...
Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach
Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach
2017,
We propose a market‐consistent approach to the definition and construction of...
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