Keyword: financial

Found 1008 papers in total
The valuation of American options for a class of diffusion processes
The valuation of American options for a class of diffusion processes
2002,
We present an integral equation approach for the valuation of American-style...
Return on assets loss from situational and contingency misfits
Return on assets loss from situational and contingency misfits
2002,
We develop a rule-based contingency misfit model and related hypotheses to test...
What do we know about variance in accounting profitability?
What do we know about variance in accounting profitability?
2002,
In this paper, we analyze the variance of accounting profitability among a broad...
Financial implications of the decision to increase reliance on contingent labor
Financial implications of the decision to increase reliance on contingent labor
2001,
This paper provides the first systematic examination of the financial implications...
On continuous-time optimal advertising under S-shaped response
On continuous-time optimal advertising under S-shaped response
2001,
Continuous-time monopolistic models of advertising expenditure that rely on strict...
Physician and hospital funding options in a public system with decreasing resources
Physician and hospital funding options in a public system with decreasing resources
2003,
Methods of physician and hospital reimbursement have been the subject of many debates...
Asymptotic behavior of an allocation policy for revenue management
Asymptotic behavior of an allocation policy for revenue management
2002,
Revenue management has become an important tool in the airline, hotel, and rental car...
Exotic options for interruptible electricity supply contracts
Exotic options for interruptible electricity supply contracts
2002,
This paper presents the design and pricing of financial contracts for the supply and...
Bayesian interpretation of continuous-time universal portfolios
Bayesian interpretation of continuous-time universal portfolios
2002,
Under the continuous-time framework with incomplete information on asset price...
An optimal trading strategy for participating policies
An optimal trading strategy for participating policies
2002,
I consider a participating policy as a contingent claim whose payoff is similar to a...
Ranking state financial management: A multilevel fuzzy rule-based system
Ranking state financial management: A multilevel fuzzy rule-based system
2000,
In 1996 the Alan K. Campbell Institute in the Maxwell School of Citizenship and Public...
Generating scenario trees for multistage decision problems
Generating scenario trees for multistage decision problems
2001,
In models of decision making under uncertainty we often are faced with the problem of...
Quasirandom tree method for pricing American style derivatives
Quasirandom tree method for pricing American style derivatives
2002,
Pricing American options is a difficult task due to the early exercise opportunities,...
Comparative analyses of expected shortfall and value-at-risk
Comparative analyses of expected shortfall and value-at-risk
2002,
This paper summarizes the authors' papers on the comparative analyses of expected...
Optimizing the manager structure in a downside risk framework
Optimizing the manager structure in a downside risk framework
2002,
To decide the investment policy of a pension fund, a plan sponsor first conducts an...
Semi-autonomous planning using linear programming in the Chilean General Treasury
Semi-autonomous planning using linear programming in the Chilean General Treasury
2002,
The Chilean General Treasury is the governmental institution that, among other...
Environmental effects of a kilometre charge in road transport: An investigation for the Netherlands
Environmental effects of a kilometre charge in road transport: An investigation for the Netherlands
2002,
This study discusses the potential environmental effects of a kilometre charge for car...
Creating high-frequency national accounts with state-space modelling: A Monte Carlo experiment
Creating high-frequency national accounts with state-space modelling: A Monte Carlo experiment
2001,
This paper assesses a new technique for producing high-frequency data from lower...
The effect of income on car ownership: Evidence of asymmetry
The effect of income on car ownership: Evidence of asymmetry
2001,
The paper examines the effect of income on car ownership, and specifically the...
Profitability and welfare gain of private toll roads in a network with heterogeneous users
Profitability and welfare gain of private toll roads in a network with heterogeneous users
2002,
The recent worldwide tendency towards the introduction of commercially and privately...
The benchmark effect in long-run event studies
The benchmark effect in long-run event studies
2001,
An important step in long-horizon event studies is the choice of the benchmark that is...
Superreplication of European multiasset derivatives with bounded stochastic volatility
Superreplication of European multiasset derivatives with bounded stochastic volatility
2002,
In this paper we analyze the superreplication approach in stochastic volatility models...
Revenue impacts of fare input and demand forecast accuracy in airline yield management
Revenue impacts of fare input and demand forecast accuracy in airline yield management
2002,
Most airline yield management seat allocation models require inputs of the expected...
Environmental charges in airline markets
Environmental charges in airline markets
2002,
Over the last two decades many airline markets have been deregulated, resulting in...
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