Keyword: financial

Found 1008 papers in total
Preemptive patenting under uncertainty and asymmetric information
Preemptive patenting under uncertainty and asymmetric information
2007,
This paper examines the investment behaviour of an incumbent and a potential entrant...
Return distributions of strategic growth options
Return distributions of strategic growth options
2007,
In this study, we develop implications of imperfect competition on the return...
Real R&D options with time-to-Iearn and learning-by-doing
Real R&D options with time-to-Iearn and learning-by-doing
2007,
We model R&D efforts to enhance the value of a product or technology before final...
Market- and merit-based adjustment of faculty salaries
Market- and merit-based adjustment of faculty salaries
2007,
We describe an exercise in trying to adjust faculty salaries at a national university...
Bounds for in-progress floating-strike Asian options using symmetry
Bounds for in-progress floating-strike Asian options using symmetry
2007,
This paper studies symmetries between fixed and floating-strike Asian options and...
Interest rate options valuation under incomplete information
Interest rate options valuation under incomplete information
2007,
This paper aims at examining the term structure of interest rates and European-type...
Incomplete information equilibria: Separation theorems and other myths
Incomplete information equilibria: Separation theorems and other myths
2007,
The incomplete information financial economic equilibrium (IIE) literature has been...
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions
2007,
This paper proposes generalized parametric models of the short-term interest rate that...
Macaulay durations for nonparallel shifts
Macaulay durations for nonparallel shifts
2007,
Macaulay duration is a well-known and widely used interest rate risk measure. It is...
A portfolio-based evaluation of affine term structure models
A portfolio-based evaluation of affine term structure models
2007,
We focus on affine term structure models as tools for active bond portfolio...
Portfolio selection with probabilistic utility
Portfolio selection with probabilistic utility
2007,
Inspired by statistical physics, we present a probabilistic approach to portfolio...
A conditional-SGT-VaR approach with alternative GARCH models
A conditional-SGT-VaR approach with alternative GARCH models
2007,
This paper proposes a conditional technique for the estimation of VaR and expected...
Model combination for credit risk assessment: A stacked generalization approacb
Model combination for credit risk assessment: A stacked generalization approacb
2007,
The development of credit risk assessment models is often considered within a...
The effect of depreciation allowances on the timing of investment and government tax revenue
The effect of depreciation allowances on the timing of investment and government tax revenue
2007,
We develop a model of the behavior of a potential investor (under uncertainty and in a...
A multicriteria discrimination approach to model qualified audit reports
A multicriteria discrimination approach to model qualified audit reports
2004,
This study investigates the contribution of financial and non-financial information to...
Adapting support vector machine methods for horserace odds prediction
Adapting support vector machine methods for horserace odds prediction
2007,
The methodology of Support Vector Machine Methods is adapted in a straightforward...
Resource allocation among simulation time steps
Resource allocation among simulation time steps
2003,
Motivated by the problem of efficient estimation of expected cumulative rewards or...
Bertrand supertraps
Bertrand supertraps
2005,
We study oligopoly price competition between multiproduct firms – firms whose...
Hedging dairy production losses using weather-based index insurance
Hedging dairy production losses using weather-based index insurance
2007,
This article proposes a temperature–humidity index insurance product and...
Medical savings accounts: opportunities for cost savings?
Medical savings accounts: opportunities for cost savings?
2006,
Interest in medical savings accounts (MSAs) as a potential tool to reduce healthcare...
Unified discount pricing models of a two-echelon channel with a monopolistic manufacturer and heterogeneous retailers
Unified discount pricing models of a two-echelon channel with a monopolistic manufacturer and heterogeneous retailers
2006,
This paper considers a two-echelon channel in which a monopolistic manufacturer...
A mixture model approach to updating payment weights with an application to ICD-10 implementation
A mixture model approach to updating payment weights with an application to ICD-10 implementation
2006,
Case mix reimbursement and performance measurement are widely implemented in health...
Cost-effectiveness of referrals to high-volume hospitals: An analysis based on a probabilistic Markov model for hip fracture surgeries
Cost-effectiveness of referrals to high-volume hospitals: An analysis based on a probabilistic Markov model for hip fracture surgeries
2006,
Previous studies suggest that German hospitals that perform a high volume of hip...
Using value-focused thinking to select innovative force protection ideas
Using value-focused thinking to select innovative force protection ideas
2004,
The United States Air Force has seven battlelabs, including the Force Protection...
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