Keyword: investment

Found 1239 papers in total
Municipal bond investors and bureaucrats: An analysis of economic and political incentives
Municipal bond investors and bureaucrats: An analysis of economic and political incentives
1995,
A municipal bond market model and a capital spending model are developed to examine...
Strategic investment to reduce setup times in the Economic Lot Scheduling Problem
Strategic investment to reduce setup times in the Economic Lot Scheduling Problem
1995,
This article considers the Economic Lot Scheduling Problem where setup times and costs...
Modelling stock price changes
Modelling stock price changes
1992,
Stock prices have been observed to follow a random pattern of ups and downs through...
Selecting the best baseball cards for investment
Selecting the best baseball cards for investment
1992,
Baseball cards can be analysed for investment purposes like any other investments....
Assessing marginal impacts of investments on the performance of organisational units
Assessing marginal impacts of investments on the performance of organisational units
1995,
This paper develops a data envelopment analysis (DEA) based method for targeting...
Joint investment in quality improvement and setup reduction
Joint investment in quality improvement and setup reduction
1995,
Given a limited investment, the authors provide a general solution procedure that...
Capturing the correlations of fixed-income instruments
Capturing the correlations of fixed-income instruments
1994,
This paper develops a framework for managing portfolios of fixed income instruments...
Valuing Asian and portfolio options by conditioning on the geometric mean price
Valuing Asian and portfolio options by conditioning on the geometric mean price
1994,
The valuation of Asian, or average price, options and of European options on...
Hierarchical decomposition of production and capacity investment decisions in stochastic manufacturing systems
Hierarchical decomposition of production and capacity investment decisions in stochastic manufacturing systems
1994,
This paper is concerned with hierarchical decisions regarding production and...
Optimal investment and lot-sizing policies for improved productivity and quality
Optimal investment and lot-sizing policies for improved productivity and quality
1995,
Productivity and quality are an integrated component of the operational strategy of...
Investment in knowledge: A generalization of learning by experience
Investment in knowledge: A generalization of learning by experience
1994,
Learning is often perceived as a cost-reducing endogenous by-product of production...
The effect of financing decisions on the choice of manufacturing technologies
The effect of financing decisions on the choice of manufacturing technologies
1994,
This paper demonstrates the importance of jointly considering financing and technology...
Efficient algorithms for stochastic dominance tests based on financial market data
Efficient algorithms for stochastic dominance tests based on financial market data
1994,
It is known that when the random variables being compared have a uniform probability...
An asset-liability investment system
An asset-liability investment system
1994,
The Pacific Financial Asset Management Company uses stochastic optimization to...
Investing in the turn-of-the-year effect in the U.S. futures markets
Investing in the turn-of-the-year effect in the U.S. futures markets
1994,
Security markets have consistent patterns of a seasonal or fundamental nature that...
SuperUnits and SuperShares
SuperUnits and SuperShares
1994,
In the fourth quarter of 1992, new instruments called SuperUnits and SuperShares were...
Marginal Conditional Stochastic Dominance
Marginal Conditional Stochastic Dominance
1994,
This paper introduces the concept of Marginal Conditional Stochastic Dominance (MCSD),...
Fortune favors the prepared firm
Fortune favors the prepared firm
1994,
A critical factor in industrial competitiveness is the ability of firms to exploit new...
Contract-based motivation for keeping records of a manager’s reporting and budgeting history
Contract-based motivation for keeping records of a manager’s reporting and budgeting history
1994,
This paper analyzes the role of the agent’s bankruptcy constraints in...
The effect of a large shareholder on corporate value
The effect of a large shareholder on corporate value
1993,
This article analyzes the value of a corporation as a function of its ownership...
The effects of incentive compensation contracts on the risk and return performance of commodity trading advisors
The effects of incentive compensation contracts on the risk and return performance of commodity trading advisors
1993,
This paper shows that commodity trading advisors’ (CTAs) investment performance...
Stochastic dedication: Designing fixed income portfolios using massively parallel Benders decomposition
Stochastic dedication: Designing fixed income portfolios using massively parallel Benders decomposition
1993,
Drawing on recent developments in discrete time fixed income options theory, the...
Valuation and analysis of Collateralized Mortgage Obligations
Valuation and analysis of Collateralized Mortgage Obligations
1993,
This study develops a model for the valuation of Collateralized Mortgage Obligations...
Human capital development in the UAE: Analysis of budgetary conflicts in an era of relative austerity
Human capital development in the UAE: Analysis of budgetary conflicts in an era of relative austerity
1993,
This paper examines the manner in which the government of the United Arab Emirates...
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