Keyword: financial

Found 1008 papers in total
Does implementing an effective TQM program actually improve operating performance? Empirical evidence from firms that have won quality awards
Does implementing an effective TQM program actually improve operating performance? Empirical evidence from firms that have won quality awards
1997,
This study explores the hypotheses that implementing effective total quality...
Generalising interest rate duration with directional derivatives: Direction X and applications
Generalising interest rate duration with directional derivatives: Direction X and applications
1997,
Conventional (or Fisher–Weil) duration is an ordinary derivative that measures...
Prudent margin levels in the Finnish stock index futures market
Prudent margin levels in the Finnish stock index futures market
1997,
Futures market officials are confronted with the difficult task of setting appropriate...
Domestic competitive position and export strategy of Japanese manufacturing firms: 1971–1985
Domestic competitive position and export strategy of Japanese manufacturing firms: 1971–1985
1997,
This paper analyzes Japanese manufacturing firms' export behavior and their...
A double-layered learning approach to acquiring rules for classification: Integrating genetic algorithms with similarity-based learning
A double-layered learning approach to acquiring rules for classification: Integrating genetic algorithms with similarity-based learning
1994,
In this paper, we describe a machine learning technique based on a double-layered...
A neural network for classifying the financial health of a firm
A neural network for classifying the financial health of a firm
1995,
We present here a neural network applied to a universal business problem: the...
A two-stage least cost credit scoring model
A two-stage least cost credit scoring model
1997,
A least cost two-stage credit scoring model is developed and evaluated. The model is...
Nonlinearities in the relation between the equity risk premium and the term structure
Nonlinearities in the relation between the equity risk premium and the term structure
1997,
This paper investigates the relation between the conditional expected equity risk...
The feasibility of an index-contingent trading mechanism
The feasibility of an index-contingent trading mechanism
1997,
‘Auction’ or ‘call’ trading systems are used in many stock...
Portfolio choice and the Bayesian kelly criterion
Portfolio choice and the Bayesian kelly criterion
1996,
The authors derive optimal gambling and investment policies for cases in which the...
An efficient force planning system using multi-objective linear goal programming
An efficient force planning system using multi-objective linear goal programming
1997,
This article examines the application of multi-objective linear goal programming in...
Anticipative portfolio optimization
Anticipative portfolio optimization
1996,
The authors study a classical stochastic control problem arising in financial...
Quasi-Monte Carlo methods in numerical finance
Quasi-Monte Carlo methods in numerical finance
1996,
This paper introduces and illustrates a new version of the Monte Carlo method that has...
Option pricing with stochastic volatility; Information-time vs. calendar-time
Option pricing with stochastic volatility; Information-time vs. calendar-time
1996,
Empirical evidence has shown that subordinated processes represent well the price...
Towards a new paradigm of investment selection in uncertainty
Towards a new paradigm of investment selection in uncertainty
1996,
The profound changes which are taking place in company activity, as a consequence of...
Competitive tendering strategies in the bus industry
Competitive tendering strategies in the bus industry
1996,
School bus services within the UK are subsidised by the local Passenger Transport...
Analysis of order-up-to-S inventory policies under cash flow market value minimization
Analysis of order-up-to-S inventory policies under cash flow market value minimization
1996,
An appropriate appraisal of inventory policies, taking into account not only expected...
The effects of including bankruptcy on dynamic investment decisions
The effects of including bankruptcy on dynamic investment decisions
1994,
This article evaluates the effects of including the costs of bankruptcy in a dynamic...
Contracting for 21st century infrastructure
Contracting for 21st century infrastructure
1996,
Contracting practice and theory is based upon a legal framework which impedes the...
The development of cash flow weight procedures for maximizing the net present value of a project
The development of cash flow weight procedures for maximizing the net present value of a project
1996,
The authors describe in this paper the development of heuristic procedures for...
Bond portfolio optimization problems and their applications to index tracking: A partial optimization approach
Bond portfolio optimization problems and their applications to index tracking: A partial optimization approach
1996,
The authors will discuss exact and efficient parametric simplex algorithms for solving...
Understanding variations in hospital costs: An economics perspective
Understanding variations in hospital costs: An economics perspective
1996,
This article provides a review of factors that cause hospital costs to vary. Examples...
A comparison of shadow prices and reimbursement rates of hospital services
A comparison of shadow prices and reimbursement rates of hospital services
1996,
The purpose of this paper is to calculate shadow prices of hospital services and...
Applying an interior point algorithm to asset-liability models
Applying an interior point algorithm to asset-liability models
1995,
The development of optimization models for financial planning has drawn an increasing...
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