Keyword: financial

Found 1008 papers in total
Parallel replacement under capital rationing constraints
Parallel replacement under capital rationing constraints
1994,
Contrary to serial replacement, parallel replacement problems require a decision maker...
Analysis of correlated risky cash flow
Analysis of correlated risky cash flow
1993,
In the analysis of a single cash-flow profile under risk, between-period dependency...
The effects of incentive compensation contracts on the risk and return performance of commodity trading advisors
The effects of incentive compensation contracts on the risk and return performance of commodity trading advisors
1993,
This paper shows that commodity trading advisors’ (CTAs) investment performance...
Thin trading and estimation of systematic risk: An application of an error-correction model
Thin trading and estimation of systematic risk: An application of an error-correction model
1993,
Financial economics literature indicates that estimates for securities’...
Mortgages and Markov chains: A simplified evaluation model
Mortgages and Markov chains: A simplified evaluation model
1993,
This paper has two purposes. The first is purely expository: to introduce stochastic...
Economic theory, cost accounting and theory of constraints: An examination of relationships and problems
Economic theory, cost accounting and theory of constraints: An examination of relationships and problems
1994,
The theory of constraints (TOC) is a production planning and control system reported...
An interactive multiobjective programming model: The exploration of financing and capital structure alternatives in multinational companies
An interactive multiobjective programming model: The exploration of financing and capital structure alternatives in multinational companies
1992,
The article reports the results of an experience of construction and solution of a...
Laplace-Weibull mixtures for modeling price changes
Laplace-Weibull mixtures for modeling price changes
1993,
B. Mandelbrot and E. Fama in the sixties, and W. Ziemba in the seventies, suggested...
The ambiguous nature of forecasts in project evaluation: Diagnosing the over-optimism of rate-of-return analysis
The ambiguous nature of forecasts in project evaluation: Diagnosing the over-optimism of rate-of-return analysis
1993,
Development projects often have low economic rates of return, despite high ex ante...
The science of muddling through?
The science of muddling through?
1993,
The role of the operational researcher is to solve problems as requested by...
Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model
Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model
1993,
The paper uses a series of monthly IBM product revenues to illustrate the usefulness...
Delay of payments for extraordinary purchases
Delay of payments for extraordinary purchases
1993,
This paper considers the problem of a vendor attempting to dispose of unanticipated...
How to settle an estate
How to settle an estate
1993,
This paper considers the equitable division of a set of assets, all or some of which...
A study of risk-exposed cotton trading
A study of risk-exposed cotton trading
1993,
The international spot-market, risk-exposed, trading of a cotton merchant was studied....
Quadratic programming for portfolio optimization
Quadratic programming for portfolio optimization
1992,
Portfolio optimization is a procedure for generating a portfolio composition which...
The capital asset pricing model with diverse holding periods
The capital asset pricing model with diverse holding periods
1992,
Assuming that assets are traded in discrete time and that risk averse investors differ...
The CAPM and the calendar: Empirical anomalies and the risk-return relationship
The CAPM and the calendar: Empirical anomalies and the risk-return relationship
1992,
Tinic and West argue that a tradeoff between risk and return exists only in January....
Growth versus security in dynamic investment analysis
Growth versus security in dynamic investment analysis
1992,
This paper concerns the problem of optimal dynamic choice in discrete time for an...
Daily stock market volatility: 1928-1989
Daily stock market volatility: 1928-1989
1992,
This paper examines the daily return variability of the S&P 500 and the Dow Jones...
The pricing of Japanese equity warrants
The pricing of Japanese equity warrants
1992,
Discrepancies between the Black-Scholes value of Japanese equity warrants and their...
Stochastic network programming for financial planning problems
Stochastic network programming for financial planning problems
1992,
Several financial planning problems are posed as dynamic generalized network models...
Complete prepayment models for mortgage-backed securities
Complete prepayment models for mortgage-backed securities
1992,
The estimation of prepayment rates for pools of mortgages is a critical component in...
Using microsimulation models for revenue forecasting in developing countries
Using microsimulation models for revenue forecasting in developing countries
1993,
The use of microsimulation models for revenue forecasting in developing countries is...
Bankruptcies prediction model: An application to the Chilean case 1977-1982
Bankruptcies prediction model: An application to the Chilean case 1977-1982
1989,
The purpose of this work is to study the financial behaviour of productive firms in...
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