Keyword: investment

Found 1239 papers in total
A diagnostic model for improving the efficiency of an existing portfolio
A diagnostic model for improving the efficiency of an existing portfolio
1994,
This paper focuses on one particular aspect of portfolio revision, that is, the case...
A market utility approach to investment valuation
A market utility approach to investment valuation
1994,
The paper presents a unified approach for determining the market value of any generic...
Multicriteria decision support for integral evaluation of investments-Case study: Metallic surface cleaning systems
Multicriteria decision support for integral evaluation of investments-Case study: Metallic surface cleaning systems
1997,
The assessment of production processes under ecological, technical and economic...
Option pricing with stochastic volatility; Information-time vs. calendar-time
Option pricing with stochastic volatility; Information-time vs. calendar-time
1996,
Empirical evidence has shown that subordinated processes represent well the price...
Pollution control and the dynamics of the firm: The effects of market-based instruments on optimal firm investments
Pollution control and the dynamics of the firm: The effects of market-based instruments on optimal firm investments
1996,
This contribution belongs to a category of papers that attempts to determine the...
Capital budgeting in Dutch central government
Capital budgeting in Dutch central government
1997,
In Dutch central government, the unified budget has been adopted in the Government...
Modelling a railway freight transport system
Modelling a railway freight transport system
1995,
In this paper the authors formulate the railway freight transportation problem (RFTP)...
A note on testing for skewness persistence
A note on testing for skewness persistence
1996,
This paper shows that the tests of skewness persistence considered by Muralidhar far...
The AIM game: Learning investment management principles through Monte Carlo simulation
The AIM game: Learning investment management principles through Monte Carlo simulation
1996,
In surveys, computer simulation nearly always tops lists of the most frequently used...
Numerical valuation of high dimensional multivariate European securities
Numerical valuation of high dimensional multivariate European securities
1995,
The paper considers the problem of pricing a contingent claim whose payoff depends on...
Pricing a class of American and European path dependent securities
Pricing a class of American and European path dependent securities
1995,
Path dependent securities depend on current and past values of underlying state...
American put options with a finite-set of exercisable time epochs
American put options with a finite-set of exercisable time epochs
1995,
The ordinary American put option assumes that investors can exercise their right at...
Note on adjustments to analysts’ earnings forecasts based upon systematic cross-sectional components of prior-period errors
Note on adjustments to analysts’ earnings forecasts based upon systematic cross-sectional components of prior-period errors
1995,
This study assesses the effectiveness of using systematic components of...
A comparative study of downside risk and volatility in asset allocation
A comparative study of downside risk and volatility in asset allocation
1994,
Risk management plays a central role in portfolio theory. In order to capture the...
A contextual uncertainty condition for behavior under risk
A contextual uncertainty condition for behavior under risk
1995,
Suppose that your choice between uncertain financial prospects is made more difficult...
Mean-variance-instability portfolio analysis: A case of Taiwan’s stock market
Mean-variance-instability portfolio analysis: A case of Taiwan’s stock market
1995,
This paper applies Talpaz, Harpaz, and Penson’s (THP) mean-variance-instability...
The effect of information in separable Bayesian semi-Markov control models and its application to investment planning
The effect of information in separable Bayesian semi-Markov control models and its application to investment planning
1995,
The paper considers a separable Bayesian semi-Markov control model to describe...
A study of capacity expansion problems based on fuzzy dynamic programming
A study of capacity expansion problems based on fuzzy dynamic programming
1995,
This paper discusses capacity expansion problems for telecommunication network...
Production organisation and risk control when market instruments are available
Production organisation and risk control when market instruments are available
1995,
A standard result in the theory of production under price risk is that if forward...
Insider trading, earnings changes, and stock prices
Insider trading, earnings changes, and stock prices
1995,
This study empirically examines the relation between reportable insider trading and...
Quadratic-variation-based dynamic strategies
Quadratic-variation-based dynamic strategies
1995,
The paper analyzes a family of dynamic trading strategies which do not rely on any...
Valuing risky projects: Option pricing theory and decision analysis
Valuing risky projects: Option pricing theory and decision analysis
1995,
In the academic literature and professional practice, there are a number of...
Risk, return, and utility
Risk, return, and utility
1995,
Expected utility theory is widely acknowledged to be a rational approach to making...
Asset/liability management under uncertainty for fixed-income securities
Asset/liability management under uncertainty for fixed-income securities
1995,
Short-sighted asset/liability strategies of the seventies left financial...
Papers per page: