Keyword: investment

Found 1239 papers in total
Scenario modeling for the management of international bond portfolios
Scenario modeling for the management of international bond portfolios
1999,
We address the problem of portfolio management in the international bond markets....
The practice of portfolio replication – a practical overview of forward and inverse problems
The practice of portfolio replication – a practical overview of forward and inverse problems
1999,
Portfolio replication is a powerful tool that has proven in practice its applicability...
Quality and competition
Quality and competition
1998,
In recent years, the practitioner literature in operations management has seen a...
The efficiency analysis of skyscrapers based on the inner traffic
The efficiency analysis of skyscrapers based on the inner traffic
1997,
The effectiveness of investment on a skyscraper exists as a problem because a...
A minimax portfolio selection rule with linear programming solution
A minimax portfolio selection rule with linear programming solution
1998,
A new principle for choosing portfolios based on historical returns data is...
The determination of timing and technology level of an abatement investment
The determination of timing and technology level of an abatement investment
1998,
The main contribution of this paper is to reveal WHEN firms, in general, invest in...
The performance of external pension fund management companies in South Africa
The performance of external pension fund management companies in South Africa
1997,
This paper uses the parametric and nonparametric procedures developed by Henriksson...
A note on the riskiness of long term investment on the JSE
A note on the riskiness of long term investment on the JSE
1997,
This note focuses on the risk of longer term investment in equity on the Johannesburg...
A decision-support model for investment decisions in new ventures
A decision-support model for investment decisions in new ventures
1996,
The decision to invest in new ventures is characterized by incomplete information,...
Optimal investment strategies for renewable facilities
Optimal investment strategies for renewable facilities
1998,
Although a large literature exists on the repair and deterioration of machines, the...
Autocorrelated returns and optimal intertemporal portfolio choice
Autocorrelated returns and optimal intertemporal portfolio choice
1997,
In recent years it has been shown empirically that stock returns exhibit positive or...
Intraday volatility in international stock index futures markets: Meteor showers or heat waves?
Intraday volatility in international stock index futures markets: Meteor showers or heat waves?
1997,
The international transmission of intraday price volatility among the United States,...
Path-dependent options: Extending the Monte Carlo simulation approach
Path-dependent options: Extending the Monte Carlo simulation approach
1997,
Monte Carlo simulation has been used to value options since Boyle's seminal paper....
The multi-item setup-reduction investment-allocation problem with continuous investment-cost functions
The multi-item setup-reduction investment-allocation problem with continuous investment-cost functions
1997,
In this note, we analyze investment priorities for setup-reduction programs in a...
A dynamic, globally diversified, index neutral synthetic asset allocation strategy
A dynamic, globally diversified, index neutral synthetic asset allocation strategy
1997,
An investor with the ability to assess the prospective return and risk structure of...
Prudent margin levels in the Finnish stock index futures market
Prudent margin levels in the Finnish stock index futures market
1997,
Futures market officials are confronted with the difficult task of setting appropriate...
Estimation risk in portfolio selection: The mean variance model versus the mean absolute deviation model
Estimation risk in portfolio selection: The mean variance model versus the mean absolute deviation model
1997,
Konno and Yamazaki propose the mean absolute deviation model as an alternative to the...
Public investment, productivity, and economic growth in developing countries
Public investment, productivity, and economic growth in developing countries
1997,
This paper estimates a neoclassical model of growth in which investment is separated...
A stochastic programming model for money management
A stochastic programming model for money management
1995,
Portfolio managers in the new fixed-income securities have to cope with various forms...
A qualitative study of the disaggregated long-wave model
A qualitative study of the disaggregated long-wave model
1997,
We present a contribution to the study of the disaggregated economic long-wave model...
A standard measure of risk and risk-value models
A standard measure of risk and risk-value models
1996,
In this paper we propose a standard measure of risk that is based on the converted...
Decreasing absolute risk aversion and option pricing bounds
Decreasing absolute risk aversion and option pricing bounds
1997,
In this paper efficient bounds for the price of a call option are obtained using the...
A simple algorithm to incorporate transactions costs in quadratic optimisation
A simple algorithm to incorporate transactions costs in quadratic optimisation
1994,
Quantitative fund management invariably involves portfolio performance being measured...
The feasibility of an index-contingent trading mechanism
The feasibility of an index-contingent trading mechanism
1997,
‘Auction’ or ‘call’ trading systems are used in many stock...
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