Keyword: investment

Found 1239 papers in total
Interactivity and soft computing in portfolio management: Should farmers own food and agribusiness stocks?
Interactivity and soft computing in portfolio management: Should farmers own food and agribusiness stocks?
2002,
This article proposes a fully integrated and interactive...
Forest conservation in Costa Rica when nonuse benefits are uncertain but rising
Forest conservation in Costa Rica when nonuse benefits are uncertain but rising
2002,
Stochastic dynamic programming is used to investigate optimal holding of primary...
A model of investment under uncertainty: Modern irrigation technology and emerging markets in water
A model of investment under uncertainty: Modern irrigation technology and emerging markets in water
2002,
This article develops a stochastic dynamic model of irrigation technology adoption. It...
Pricing options on scalar diffusions: An eigenfunction expansion approach
Pricing options on scalar diffusions: An eigenfunction expansion approach
2003,
This paper develops an eigenfunction expansion approach to pricing options on scalar...
An algorithm for solving bond pricing problem
An algorithm for solving bond pricing problem
2002,
The nonlinear bond pricing problem has been extensively studied in the literature....
Inventory control and investment policy
Inventory control and investment policy
2003,
The idea underlying this paper is to consider inventory control as part of a wider...
A stochastic inventory model of dual sourced supply chain with lead-time reduction
A stochastic inventory model of dual sourced supply chain with lead-time reduction
2003,
Recently, the amount of literature on analyzing the effects of investment strategies...
Pricing and hedging path-dependent options under the CEV process
Pricing and hedging path-dependent options under the CEV process
2001,
Much of the work on path-dependent options assumes that the underlying asset price...
A jump-diffusion model for option pricing
A jump-diffusion model for option pricing
2002,
Brownian motion and normal distribution have been widely used in the...
Dynamic programming to determine optimum investments in information technology on dairy farms
Dynamic programming to determine optimum investments in information technology on dairy farms
1999,
The feasibility of integrating the information about a number of information...
Modelling the long-term effects on farm net worth of investments in pasture fertilizer under constraints of family expenditure
Modelling the long-term effects on farm net worth of investments in pasture fertilizer under constraints of family expenditure
2000,
A simple dynamic farm model is developed and used to analyse the net worth of a family...
An optimization model for guiding the petrochemical industry development in Saudi Arabia
An optimization model for guiding the petrochemical industry development in Saudi Arabia
2002,
A mixed integer linear programming model is formulated for determining the optimum...
Aggregate social discount rate derived from individual discount rates
Aggregate social discount rate derived from individual discount rates
2002,
In the economic evaluation of large public-sector projects, an aggregate social...
Assessing risky public investments with MUSTARD
Assessing risky public investments with MUSTARD
2001,
This paper presents a practical implementation of multicriteria methodologies based on...
Underwriting and calls of convertible bonds
Underwriting and calls of convertible bonds
2000,
We model convertible bond calls under asymmetric information where, unlike Harris and...
The long-run stock price performance of firms with effective total quality management programs
The long-run stock price performance of firms with effective total quality management programs
2001,
This paper documents the long-run stock price performance of firms with effective...
Long term capacity decisions in uncertain markets for advanced manufacturing systems incorporating scope economies
Long term capacity decisions in uncertain markets for advanced manufacturing systems incorporating scope economies
2002,
By examining the literature in the field of manufacturing flexibility many researchers...
Bayesian interpretation of continuous-time universal portfolios
Bayesian interpretation of continuous-time universal portfolios
2002,
Under the continuous-time framework with incomplete information on asset price...
An investment planning model for a new north-central railway in Brazil
An investment planning model for a new north-central railway in Brazil
2001,
This paper presents a method for determining the optimal timing and economic...
The benchmark effect in long-run event studies
The benchmark effect in long-run event studies
2001,
An important step in long-horizon event studies is the choice of the benchmark that is...
Determinants of success of German venture capital investments
Determinants of success of German venture capital investments
2001,
Based on literature reviews, I formulated 10 hypotheses for a wide range of...
Valuing corporate debt: The effect of cross-holdings of stock and debt
Valuing corporate debt: The effect of cross-holdings of stock and debt
2002,
We have developed a simple approach to valuing risky corporate debt when corporations...
Distribution model of assets in the asset–liability management of banks
Distribution model of assets in the asset–liability management of banks
2001,
This paper analyzes the characteristics and the defects of current research, and...
Investment planning for electricity generation expansion in a hydro dominated environment
Investment planning for electricity generation expansion in a hydro dominated environment
2001,
This paper presents the investment planning model, which has been developed to...
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