Keyword: investment

Found 1239 papers in total
Valuing flexibility: An impulse control framework
Valuing flexibility: An impulse control framework
1993,
This paper presents a general framework for modeling and evaluating investments which...
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
1993,
In this paper, the authors first define risk in an axiomatic way and a class of...
Models for first-pass FMS investment analysis
Models for first-pass FMS investment analysis
1993,
Consider a firm that could choose either an inexpensive product-specific (dedicated)...
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
1993,
Traditional asset allocation of the Markowitz type defines risk to be the variance of...
Complementary modelling approaches for analysing several effects of privatization on electricity investment
Complementary modelling approaches for analysing several effects of privatization on electricity investment
1993,
Through the impacts of higher required rates of return, debt, taxation changes and a...
Mortgages and Markov chains: A simplified evaluation model
Mortgages and Markov chains: A simplified evaluation model
1993,
This paper has two purposes. The first is purely expository: to introduce stochastic...
A microeconomic analysis of investment in just-in-time manufacturing
A microeconomic analysis of investment in just-in-time manufacturing
1993,
This paper presents a fundamental microeconomic analysis of a firm which has made an...
A note on portfolio optimization with path-dependent utility
A note on portfolio optimization with path-dependent utility
1993,
This paper considers the portfolio selection with preferences depending on the history...
The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
1993,
In this study, the authors show that earnings forecasting creates an index-tracking...
The bootstrap approach for testing skewness persistence
The bootstrap approach for testing skewness persistence
1993,
This study presents a new methodology for testing changes in skewness between time...
What is the opportunity cost of mean-variance investment strategies?
What is the opportunity cost of mean-variance investment strategies?
1993,
An analytical framework is set up to evaluate the foregone opportunity cost of...
Solving the project selection problem with a budget constraint
Solving the project selection problem with a budget constraint
1990,
This research refers to a computational program for microcomputers that solves the...
Quality engineering: A new framework applied to justifying and prioritising IT investments
Quality engineering: A new framework applied to justifying and prioritising IT investments
1993,
Quality engineering (QE) is a generic concept developed by the author that is designed...
An application of the Markowitz portfolio model in the Philippine stock market
An application of the Markowitz portfolio model in the Philippine stock market
1993,
The Markowitz model is applied in a set of eight Philippine blue chip stocks. By...
Establishing dominance in multiattribute decision making using an ordered metric method
Establishing dominance in multiattribute decision making using an ordered metric method
1993,
The paper is concerned with establishing dominance in linear decision models, either...
Portfolio selection and asset pricing-Three-parameter framework
Portfolio selection and asset pricing-Three-parameter framework
1993,
Idiosyncratic security risks are modelled as following a joint spherical distribution...
Utilizing risk minimization for portfolio management
Utilizing risk minimization for portfolio management
1992,
Portfolio risk minimization is sought by investment managers with an ideally large...
Model for maximising the return on capital projects under timing uncertainty
Model for maximising the return on capital projects under timing uncertainty
1993,
The use of
A Lagrangean relaxation based procedure for minimizing oil and gas field investment
A Lagrangean relaxation based procedure for minimizing oil and gas field investment
1992,
The problem of minimizing offshore oil, and gas investment is defined here as the...
Subjective modelling and Bayes linear estimation in the U.K. water industry
Subjective modelling and Bayes linear estimation in the U.K. water industry
1992,
In their preparation for privatization, the English and Welsh water authorities were...
Options for public funds managers
Options for public funds managers
1992,
During the early 1980s, it was easy for public funds portfolio managers to earn high...
Net present value rules and hospital investment decisions
Net present value rules and hospital investment decisions
1992,
Current trends in health care financing increasingly place hospitals at risk for their...
Balance and coordination for road and rail
Balance and coordination for road and rail
1992,
The concern here is with coordination and investment balance between road and rail,...
Investment justification of flexible manufacturing technologies: Inferences from field research
Investment justification of flexible manufacturing technologies: Inferences from field research
1992,
The literature offers a variety of different views on the investment decision process...
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