Keyword: financial

Found 1008 papers in total
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
2010,
We study relaxed stochastic control problems where the state equation is a one...
Congestion pricing for schedule-based transit networks
Congestion pricing for schedule-based transit networks
2010,
In this paper, we develop models for adjusting or setting fares on a transit system to...
A real options approach for the valuation of highway concessions
A real options approach for the valuation of highway concessions
2010,
The theory of real options offers an approach for the valuation of investments in real...
Fuzzy multi-objective optimization of finance-based scheduling for construction projects with uncertainties in cost
Fuzzy multi-objective optimization of finance-based scheduling for construction projects with uncertainties in cost
2009,
This article employs a new approach to investigate multi-objective finance-based...
Endogenous selection and moral hazard in compensation contracts
Endogenous selection and moral hazard in compensation contracts
2010,
The two major paradigms in the theoretical agency literature are moral hazard (i.e.,...
Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options
Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options
2010,
In this paper, we provide Laplace transform-based analytical solutions to pricing...
Financing reform and productivity change in Brazilian teaching hospitals: Malmquist approach
Financing reform and productivity change in Brazilian teaching hospitals: Malmquist approach
2010,
This study evaluates the performance and productivity changes for the Brazilian...
Road tunnels construction cost estimation: a structural equation model development and comparison
Road tunnels construction cost estimation: a structural equation model development and comparison
2010,
Sound understanding of technical projects performance is very important at the...
Stochastic dynamic nursing service budgeting
Stochastic dynamic nursing service budgeting
2010,
We address the nursing service budgeting problem from the department manager's point...
Finance and investments
Finance and investments
2009
Cross-countries capital market development;market valuation with the Ohlson...
First- and second-best pricing in stable dynamic models
First- and second-best pricing in stable dynamic models
2009,
This study examined the first- and second-best pricing by stable dynamics in congested...
Analysing the impact of the implementation of lean manufacturing strategies on profitability
Analysing the impact of the implementation of lean manufacturing strategies on profitability
2010,
Under standard cost accounting systems, reductions in inventories lead to falling...
Developing geographical indicators of mileage-related costs: a case study exploring travelling public services in English local areas
Developing geographical indicators of mileage-related costs: a case study exploring travelling public services in English local areas
2010,
The context of this study is the public sector provision of services involving...
Modelling the financial risk associated with U.S. movie box office earnings
Modelling the financial risk associated with U.S. movie box office earnings
2009,
In this paper we use extreme value theory to model the U.S. movie box office returns,...
The dynamics of asset lifetime under technological change
The dynamics of asset lifetime under technological change
2008,
The variable lifetime of assets is analyzed in a serial replacement problem....
Optimal bundle pricing with monotonicity constraint
Optimal bundle pricing with monotonicity constraint
2008,
We consider the problem of pricing (digital) items in order to maximize the revenue...
How different are hospitals' responses to a financial reform? The impact on efficiency of activity-based financing
How different are hospitals' responses to a financial reform? The impact on efficiency of activity-based financing
2010,
For policy-makers the heterogeneity of hospital response to reforms is of crucial...
Adjusting case mix payment amounts for inaccurately reported comorbidity data
Adjusting case mix payment amounts for inaccurately reported comorbidity data
2010,
Case mix methods such as diagnosis related groups have become a basis of payment for...
A multi-objective multi-period stochastic programming model for public debt management
A multi-objective multi-period stochastic programming model for public debt management
2010,
While raising debt on behalf of the government, public debt managers need to consider...
On reserve money for an EOQ model in an inflationary environment under supplier credits
On reserve money for an EOQ model in an inflationary environment under supplier credits
2009,
We propose to derive a deterministic inventory model for a stock with time varying...
End-of-period vs. continuous accounting of inventory-related costs
End-of-period vs. continuous accounting of inventory-related costs
2009,
This paper investigates the effect of using an end-of-period accounting scheme for...
Can properly discounted projects follow geometric Brownian motion?
Can properly discounted projects follow geometric Brownian motion?
2009,
The geometric Brownian motion is routinely used as a dynamic model of underlying...
The subprime mortgage crisis and the possible effects on supplier integration strategies
The subprime mortgage crisis and the possible effects on supplier integration strategies
2010,
The subprime mortgage crisis and the subsequent credit crunch have raised prices and...
Optimal cash flow and operational planning in a company supply chain
Optimal cash flow and operational planning in a company supply chain
2008,
The current paper shows the links and impact between physical flow and financial flow...
Papers per page: