Keyword: investment

Found 1239 papers in total
Adjusted robust mean-value-at-risk model: less conservative robust portfolios
Adjusted robust mean-value-at-risk model: less conservative robust portfolios
2017,
We examine the robust mean‐VaR portfolio optimization problem when a parametric...
The contribution of research and innovation to productivity
The contribution of research and innovation to productivity
2017,
This paper examines the impact of investment in research and innovation on Australian...
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?
2017,
This study documents a positive relationship between the option‐implied...
Debt Covenants and Cross-Sectional Equity Returns
Debt Covenants and Cross-Sectional Equity Returns
2017,
This paper investigates the impact of debt covenant protection on the cross section of...
Do Earnings Estimates Add Value to Sell-Side Analysts’ Investment Recommendations?
Do Earnings Estimates Add Value to Sell-Side Analysts’ Investment Recommendations?
2017,
Sell‐side analysts change their stock recommendations when their valuations...
Are Professional Investment Managers Skilled? Evidence from Syndicated Loan Portfolios
Are Professional Investment Managers Skilled? Evidence from Syndicated Loan Portfolios
2017,
Theory predicts that individual investor’s incentives to uncover new information...
A new pricing strategy evaluation model
A new pricing strategy evaluation model
2017,
Academics and practitioners agree that better pricing strategies are important drivers...
Demand for a labor-based drought insurance scheme in Ethiopia: a stated choice experiment approach
Demand for a labor-based drought insurance scheme in Ethiopia: a stated choice experiment approach
2017,
Index‐based weather insurance is increasingly used to manage...
Governments' sequential facility investments and ports' pricing under service differentiation and uncertainty
Governments' sequential facility investments and ports' pricing under service differentiation and uncertainty
2017,
This paper examines optimal facility investments of risk‐averse governments and...
Developing a dynamic portfolio selection model with a self-adjusted rebalancing method
Developing a dynamic portfolio selection model with a self-adjusted rebalancing method
2017,
In this paper, we propose a comprehensive investment strategy for not only selecting...
Contagion in cyber security attacks
Contagion in cyber security attacks
2017,
Systems security is essential for the efficient operation of all organizations....
Regulatory capital decisions in the Context of consumer loan portfolios
Regulatory capital decisions in the Context of consumer loan portfolios
2017,
A topic of interest in recent literature is regulatory capital requirements for...
Optimal production policies for reverse logistic model under time value of money
Optimal production policies for reverse logistic model under time value of money
2017,
One of the important dimensions of environmental protection is the reuse and/or...
Physarum solver: a bio-inspired method for sustainable supply chain network design problem
Physarum solver: a bio-inspired method for sustainable supply chain network design problem
2017,
A supplier of products and services aims to minimize the capacity investment cost and...
An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
2017,
Nowadays, data envelopment analysis (DEA) is a well‐established...
Identification of customer groups in the German term life market: a benefit segmentation
Identification of customer groups in the German term life market: a benefit segmentation
2017,
We run a benefit segmentation of 2017 insurance consumers in order to analyze the...
Solving cardinality constrained mean-variance portfolio problems via MILP
Solving cardinality constrained mean-variance portfolio problems via MILP
2017,
Controlling the number of active assets (cardinality of the portfolio) in a...
The reverse TAL-family of rules for bankruptcy problems
The reverse TAL-family of rules for bankruptcy problems
2017,
This paper analyzes a family of rules for bankruptcy problems that generalizes the...
The impact of covariance misspecification in risk-based portfolios
The impact of covariance misspecification in risk-based portfolios
2017,
The equal‐risk‐contribution, inverse‐volatility weighted,...
An allocation Malmquist index with an application in the China securities industry
An allocation Malmquist index with an application in the China securities industry
2017,
This paper proposes an allocation Malmquist index which is inspired by the work on the...
Institutional Barriers to Growth: Entrepreneurship, Human Capital and Institutional Change
Institutional Barriers to Growth: Entrepreneurship, Human Capital and Institutional Change
2016,
Prior research often focuses on how many entrepreneurial firms are created, rather...
Growing New Corporate Businesses: From Initiation to Graduation
Growing New Corporate Businesses: From Initiation to Graduation
2016,
Large companies initiate many new businesses, but few of them reach scale. The...
Institutional Equivalence: How Industry and Community Peers Influence Corporate Philanthropy
Institutional Equivalence: How Industry and Community Peers Influence Corporate Philanthropy
2016,
This paper explores how organizations respond to simultaneous institutional influences...
A Multilevel Analysis of the Performance Implications of Excess Control in Business Groups
A Multilevel Analysis of the Performance Implications of Excess Control in Business Groups
2016,
A central premise of business groups is that controlling shareholders seize...
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