Keyword: financial

Found 1008 papers in total
Systemic Influences on Optimal Equity-Credit Investment
Systemic Influences on Optimal Equity-Credit Investment
2017,
We introduce an equity‐credit portfolio framework taking into account the...
Principles-Based Standards and Earnings Attributes
Principles-Based Standards and Earnings Attributes
2017,
This study examines the relation between principles‐based standards and...
Does the location and the institutional background matter in convergence modelling of the EU regions?
Does the location and the institutional background matter in convergence modelling of the EU regions?
2017,
The paper focuses on the testing of regional income convergence of NUTS2 EU regions...
Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated
Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated
2017,
This article investigates the dynamic mean‐variance hedging problem of an...
Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization
Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization
2017,
Multipopulation mortality models play an important role in longevity risk transfers...
Examining Flood Insurance Claims in the United States: Six Key Findings
Examining Flood Insurance Claims in the United States: Six Key Findings
2017,
We undertake the first large‐scale analysis of flood insurance claims in the...
Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs
Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs
2017,
In the aftermath of a natural catastrophe, there is increased demand for skilled...
Optimal Prevention for Multiple Risks
Optimal Prevention for Multiple Risks
2017,
This article analyzes optimal prevention in a situation of multiple, possibly...
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk
2017,
This article provides natural hedging strategies for life insurance and annuity...
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
2017,
We perform Bayesian model averaging across different regressions selected from a set...
Robust estimation of conditional variance of time series using density power divergences
Robust estimation of conditional variance of time series using density power divergences
2017,
Suppose Z t is the square of a time series Y t whose conditional mean is zero. We do...
A systematic comparison of multi-criteria decision making methods for the improvement of project portfolio management in complex organisations
A systematic comparison of multi-criteria decision making methods for the improvement of project portfolio management in complex organisations
2017,
The successful delivery of organisational objectives is significantly linked to the...
Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level
Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level
2017,
This study measures the efficiency of government secondary schools in New South Wales,...
The Effect of Forest Management Strategy on Carbon Storage and Revenue in Western Washington: A Probabilistic Simulation of Tradeoffs
The Effect of Forest Management Strategy on Carbon Storage and Revenue in Western Washington: A Probabilistic Simulation of Tradeoffs
2017,
The objectives of this study are to understand tradeoffs between forest carbon and...
Risk process with a periodic reinsurance: Choosing an optimal reinsurance strategy of a total risk
Risk process with a periodic reinsurance: Choosing an optimal reinsurance strategy of a total risk
2017,
In this work, we study the optimal risk sharing problem for an insurer between himself...
Optimal signaling with cheap talk and money burning
Optimal signaling with cheap talk and money burning
2017,
We study Sender‐optimal signaling equilibria with cheap talk and...
Paths to stability for college admissions with budget constraints
Paths to stability for college admissions with budget constraints
2017,
We study two‐sided matching problem considered in Abizada (Theor Econ 11(2),...
Computing all solutions of linear generalized Nash equilibrium problems
Computing all solutions of linear generalized Nash equilibrium problems
2017,
In this paper we consider linear generalized Nash equilibrium problems, i.e., the cost...
Utility indifference pricing and hedging for structured contracts in energy markets
Utility indifference pricing and hedging for structured contracts in energy markets
2017,
In this paper we study the pricing and hedging of structured products in energy...
Optimal investment strategies for light duty vehicle and electricity generation sectors in a carbon constrained world
Optimal investment strategies for light duty vehicle and electricity generation sectors in a carbon constrained world
2017,
Greenhouse gas emission targets are becoming more stringent for both automakers and...
Mitigating global warming: a real options approach
Mitigating global warming: a real options approach
2017,
Mitigation and adaptation represent two solutions to the issue of global warming....
Vertical integration and supplier finance
Vertical integration and supplier finance
2017,
This paper studies access to finance by suppliers that are linked to a multinational...
The importance of the savings device in precautionary savings: Empirical evidence from rural Bangladesh
The importance of the savings device in precautionary savings: Empirical evidence from rural Bangladesh
2017,
We test if precautionary behavior in the consumption decisions of rural households...
Revisiting the determinants of futures contracts success: the role of market participants
Revisiting the determinants of futures contracts success: the role of market participants
2017,
The Chicago Mercantile Exchange introduced a futures contract for distillers’...
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