Keyword: investment

Found 1239 papers in total
Research of multiple criteria random data envelopment analysis model and application on evaluation investment
Research of multiple criteria random data envelopment analysis model and application on evaluation investment
2000,
The paper presents a multiple criteria random DEA model by analyzing inputs and...
A model for analyzing limit order trading in index futures markets
A model for analyzing limit order trading in index futures markets
1999,
Open positions in futures are rarely held until expiration. Typically, the position...
Payback is better than its reputation!
Payback is better than its reputation!
1999,
An investor using the payback method needs a criterion which will separate the good...
A framework for maintenance and replacement of a network structured system
A framework for maintenance and replacement of a network structured system
2001,
The asset management problem of a network owner operating in a regulatory climate is...
A note on the valuation of risky corporate bonds
A note on the valuation of risky corporate bonds
1999,
Simple formulas for the prices of corporate discount and coupon bonds are found using...
Portfolio management with stable distributions
Portfolio management with stable distributions
2000,
The aim of this short review is to outline the main directions of stable Paretian...
Interest rate futures and bank hedging
Interest rate futures and bank hedging
1999,
This note examines a situation in which hedging may actually increase a bank's...
Insider trading with uncertain date of publication
Insider trading with uncertain date of publication
1999,
This paper focuses on insider trading and its effect on market liquidity and...
Fuzzy multi-criteria decision-making procedure for evaluating advanced manufacturing system investments
Fuzzy multi-criteria decision-making procedure for evaluating advanced manufacturing system investments
2001,
In this paper, a fuzzy decision algorithm is proposed to select the most suitable...
Artificial neural network models for pricing initial public offerings
Artificial neural network models for pricing initial public offerings
1995,
In recent times, managerial applications of neural networks, especially in the area of...
The dynamic control of risk in optimised portfolios
The dynamic control of risk in optimised portfolios
2000,
This paper presents a theoretical treatment of the statistical properties of optimal...
Portfolio optimization under a minimax rule
Portfolio optimization under a minimax rule
2000,
This paper provides a new portfolio selection rule. The objective is to minimize the...
Analytical valuation of American-style Asian options
Analytical valuation of American-style Asian options
2000,
This article derives the first analytical pricing formulas for American-style Asian...
Risk-constrained dynamic active portfolio management
Risk-constrained dynamic active portfolio management
2000,
Active portfolio management is concerned with objectives related to the outperformance...
Using attribute trade-off information in investment
Using attribute trade-off information in investment
1999,
The paper describes use of trade-off information to create effective stock portfolio...
Path generation for quasi-Monte Carlo simulation of mortgage-backed securities
Path generation for quasi-Monte Carlo simulation of mortgage-backed securities
2000,
Monte Carlo simulation is playing an increasingly important role in the pricing and...
Capital budgeting for volume flexible equipment
Capital budgeting for volume flexible equipment
1996,
Recent advances in technology have created opportunities for firms to invest in...
Information technology and productivity: Evidence from country-level data
Information technology and productivity: Evidence from country-level data
2000,
This paper studies a key driver of the demand for the products and services of the...
Simplicity without reduction: Thinking upstream towards the sustainable society
Simplicity without reduction: Thinking upstream towards the sustainable society
2000,
The natural-step framework is used by over 100 organizations, including many global...
The minimum variance hedge ratio under stochastic interest rates
The minimum variance hedge ratio under stochastic interest rates
2000,
In an environment where interest rates are stochastic, we examine the case of a...
Predictable variation and profitable trading of US equities: A trading simulation using neural networks
Predictable variation and profitable trading of US equities: A trading simulation using neural networks
2000,
A switching rule conditioned on out-of-sample one-step-ahead predictions of returns is...
Modeling train delays in urban networks
Modeling train delays in urban networks
1998,
The reliability of urban passenger trains is a critical performance measure for...
Approximate option pricing
Approximate option pricing
1999,
As increasingly large volumes of sophisticated options are traded in world financial...
An option pricing by eliminating observation noise when the model parameters are unknown
An option pricing by eliminating observation noise when the model parameters are unknown
1997,
The stock price that is observed in the market contains irregular fluctuations that...
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