Keyword: financial

Found 1008 papers in total
An iterated beam search algorithm for the green vehicle routing problem
An iterated beam search algorithm for the green vehicle routing problem
2017,
Green, or, alternative‐fuel vehicles provide opportunities to improve fleet...
Hedging Longevity Risk in Life Settlements Using Biomedical Research-Backed Obligations
Hedging Longevity Risk in Life Settlements Using Biomedical Research-Backed Obligations
2017,
In the life settlement market, mortality risk is transferred from life insurance...
Pension Risk Management in the Enterprise Risk Management Framework
Pension Risk Management in the Enterprise Risk Management Framework
2017,
This article presents an enterprise risk management (ERM) model for a firm that is...
Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure
Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure
2017,
Modeling mortality dependence for multiple populations has significant implications...
The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
2017,
We study the dynamics of longevity risk across a subset of countries in the...
Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis From Technical and Economic Perspectives
Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis From Technical and Economic Perspectives
2017,
In this article, we study the feasibility of dynamic longevity hedging with...
Robust Mean‐Variance Hedging of Longevity Risk
Robust Mean‐Variance Hedging of Longevity Risk
2017,
Parameter uncertainty and model misspecification can have a significant impact on the...
On the Failure (Success) of the Markets for Longevity Risk Transfer
On the Failure (Success) of the Markets for Longevity Risk Transfer
2017,
Longevity risk is the chance that people will live longer than expected. That...
Disasters as Learning Experiences or Disasters as Policy Opportunities? Examining Flood Insurance Purchases after Hurricanes
Disasters as Learning Experiences or Disasters as Policy Opportunities? Examining Flood Insurance Purchases after Hurricanes
2017,
Flood insurance is a critical risk management strategy, contributing to greater...
Community-Based Monitoring and Protected Areas: Towards an Inclusive Model
Community-Based Monitoring and Protected Areas: Towards an Inclusive Model
2017,
Operational, financial and conceptual issues hinder protected area (PA) conservation...
Quality in management accounting: approach by activities in large companies
Quality in management accounting: approach by activities in large companies
2017,
This study intends to contribute to the knowledge about the approach by activities, a...
The Role of Credit in Predicting US Recessions
The Role of Credit in Predicting US Recessions
2017,
We study the role of credit in forecasting US recession periods with probit models. We...
The International Diversification of Banks and the Value of Their Cross-Border M&A Advice
The International Diversification of Banks and the Value of Their Cross-Border M&A Advice
2017,
We examine the impact of the international diversification of banks on the value of...
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform
2017,
We use a new hedge fund data set from a separate account platform to examine (1) how...
Do Unions Affect Innovation?
Do Unions Affect Innovation?
2017,
We examine the effect of unionization on firm innovation, using a regression...
Understanding Bank-Run Contagion
Understanding Bank-Run Contagion
2017,
We study experimental coordination games to examine through which transmission...
Internationalization and Bank Risk
Internationalization and Bank Risk
2017,
This paper documents a positive relation between internationalization and bank risk....
Costly Control: An Examination of the Trade-off Between Control Investments and Residual Risk in Interfirm Transactions
Costly Control: An Examination of the Trade-off Between Control Investments and Residual Risk in Interfirm Transactions
2017,
Transaction cost economics predicts that investments in management control will enable...
Delegated Bidding and the Allocative Effect of Accounting Rules
Delegated Bidding and the Allocative Effect of Accounting Rules
2017,
This paper studies the efficiency and distributive effects of three prominent...
Higher Prices for Larger Quantities? Nonmonotonic Price‐Quantity Relations in B2B Markets
Higher Prices for Larger Quantities? Nonmonotonic Price‐Quantity Relations in B2B Markets
2017,
We study a microprocessor company selling short‐life‐cycle products to a...
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
2017,
This paper proposes a multistage stochastic programming approach for the...
Adjusted robust mean-value-at-risk model: less conservative robust portfolios
Adjusted robust mean-value-at-risk model: less conservative robust portfolios
2017,
We examine the robust mean‐VaR portfolio optimization problem when a parametric...
A note on budget constraints and outside options in common agency
A note on budget constraints and outside options in common agency
2017,
Bernheim and Whinston (Q J Econ 101:1–31, 1986) show that, in a common agency...
Is Operating Flexibility Harmful Under Debt?
Is Operating Flexibility Harmful Under Debt?
2017,
We study the inefficiencies stemming from a firm’s operating flexibility under...
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