Keyword: financial

Found 1008 papers in total
A decision support system for bank credit evaluation under risk
A decision support system for bank credit evaluation under risk
1996,
The loan and credit function is the heart of banking, under the ever-changing market...
Incomplete markets with jumps and informed agents
Incomplete markets with jumps and informed agents
1999,
An asset is considered whose logarithmic price is the sum of a drift term, a Brownian...
Some applications of impulse control in mathematical finance
Some applications of impulse control in mathematical finance
1999,
We consider three applications of impulse control in financial mathematics, a cash...
Valuing operational flexibility under exchange rate risk
Valuing operational flexibility under exchange rate risk
1996,
In this paper, we develop a stochastic dynamic programming formulation for the...
Stock prices as branching processes
Stock prices as branching processes
1996,
An extension of the Bienaymé–Galton–Watson branching process is...
Robust option replication for a Black–Scholes model extended with nondeterministic trends
Robust option replication for a Black–Scholes model extended with nondeterministic trends
1999,
Statistical analysis on various stocks reveals long range dependence behavior of the...
Dependent-chance integer programming applied to capital budgeting
Dependent-chance integer programming applied to capital budgeting
1999,
This paper attempts to model capital budgeting problems by a new technique of...
Optimal project selection: Stochastic knapsack with finite time horizon
Optimal project selection: Stochastic knapsack with finite time horizon
1999,
A time-constrained capital-budgeting problem arises when projects, which can...
Optimizing budget spendings for software implementation and testing
Optimizing budget spendings for software implementation and testing
1999,
This article considers the problem of optimal allocation of the financial budget to a...
Optimal demand for operating lease of aircraft
Optimal demand for operating lease of aircraft
2000,
Operating lease of the aircraft gives the airlines flexibility in capacity management....
Airline failure and distress prediction: A comparison of quantitative and qualitative models
Airline failure and distress prediction: A comparison of quantitative and qualitative models
1999,
In this paper, an exploratory study of failure and distress prediction models is...
Assessing the forecasters: An analysis of the forecasting records of the Treasury, the London Business School and the National Institute
Assessing the forecasters: An analysis of the forecasting records of the Treasury, the London Business School and the National Institute
1999,
This paper analyses the historical inflation and output growth forecasting records of...
Transitory and persistent earnings components as reflected in analysts' short-term and long-term earnings forecasts: Evidence from a nonlinear model
Transitory and persistent earnings components as reflected in analysts' short-term and long-term earnings forecasts: Evidence from a nonlinear model
1999,
This study uses a nonlinear framework to examine the relative proportion of transitory...
Why did forecasters fail to predict the 1990 recession?
Why did forecasters fail to predict the 1990 recession?
1999,
This paper examines the forecasts that were prepared prior to and during the early...
Some basic problems in inventory theory: The financial perspective
Some basic problems in inventory theory: The financial perspective
1999,
The analysis of the standard economic order quantity problem from a financial...
Are tradeoffs inherent in diversification moves? A simultaneous model for type of diversification and mode of expansion decisions
Are tradeoffs inherent in diversification moves? A simultaneous model for type of diversification and mode of expansion decisions
1999,
Drawing on the premise that the diversification decisions are driven by antecedent...
Financial data and the skewed generalized t distribution
Financial data and the skewed generalized t distribution
1998,
This paper develops a skewed extension of the generalized t (GT) distribution,...
Some stationary processes in discrete and continuous time
Some stationary processes in discrete and continuous time
1998,
A number of stationary stochastic processes are presented with properties pertinent to...
Evaluating income streams: A decision analysis approach
Evaluating income streams: A decision analysis approach
1998,
Most important decision problems – virtually all capital investments and...
Portfolio construction through mixed-integer programming at Grantham, Mayo, Van Otterloo and Company
Portfolio construction through mixed-integer programming at Grantham, Mayo, Van Otterloo and Company
1999,
Grantham, Mayo, Van Otterloo and Company LLC uses mixed-integer-programming (MIP)...
Management Science at Merrill Lynch Private Client Group
Management Science at Merrill Lynch Private Client Group
1999,
Merrill Lynch Private Client Group won the 1997 INFORMS Prize for effective use and...
The role of earnings information in corporate dividend decisions
The role of earnings information in corporate dividend decisions
1998,
This paper examines the role of earnings information in the determination of...
Optimal trade-offs of multiple factors in transfer pricing problems
Optimal trade-offs of multiple factors in transfer pricing problems
1998,
Transfer pricing problems have been extensively researched by a number of scholars. It...
Managing value in reverse logistics systems
Managing value in reverse logistics systems
1998,
This research concerns the reverse logistics systems in ferrous scrap of 12 North...
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