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Direct preferences for wealth, the risk premium puzzle, growth, and policyeffectiveness
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
Dynamic asset allocation with mean variance preferences and a solvency constraint
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
Growth and welfare effects of monetary volatility
MANCHESTER SCHOOL
Mean-variance efficiency, aggregate shocks and return horizons
MANCHESTER SCHOOL
Java-based mobile asset location
MOBILE NETWORKS & APPLICATIONS
Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
Nonlinear risk
MACROECONOMIC DYNAMICS
Evolution and time horizons in an agent-based stock market
MACROECONOMIC DYNAMICS
Money-hoarding as a behaviour towards uninsured idiosyncratic risks
JAPANESE ECONOMIC REVIEW
The learning organization information system (LOIS): looking for the next generation
INFORMATION SYSTEMS JOURNAL
Explaining variation in institutional integration in the European Union: why firms may prefer European solutions
JOURNAL OF EUROPEAN PUBLIC POLICY
Incomplete markets, transitory shocks, and welfare
REVIEW OF ECONOMIC DYNAMICS
Insurance with frequency trading: A dynamic analysis of efficient insurance markets
REVIEW OF ECONOMIC DYNAMICS
Capital trading, stock trading, and the inflation tax on equity
REVIEW OF ECONOMIC DYNAMICS
Does money always make people happy?'
REVIEW OF ECONOMIC DYNAMICS
Why agency costs explain diversification discounts
REAL ESTATE ECONOMICS
Market, hierarchy, and trust: The knowledge economy and the future of capitalism
ORGANIZATION SCIENCE
Learning to trade via direct reinforcement
IEEE TRANSACTIONS ON NEURAL NETWORKS
Cost functions and model combination for VaR-based asset allocation using neural networks
IEEE TRANSACTIONS ON NEURAL NETWORKS
Bankruptcy prediction for credit risk using neural networks: A survey and new results
IEEE TRANSACTIONS ON NEURAL NETWORKS
Closed-end fund discounts with informed ownership differential
JOURNAL OF FINANCIAL INTERMEDIATION
No arbitrage in discrete time under portfolio constraints
MATHEMATICAL FINANCE
Monetary policy and the stock market: Theory and empirical evidence
JOURNAL OF ECONOMIC SURVEYS
On modelling speculative prices: The empirical literature
JOURNAL OF ECONOMIC SURVEYS
Computable general equilibrium with financial markets
ECONOMIC THEORY
Asymptotic methods for asset market equilibrium analysis
ECONOMIC THEORY
Endogenous uncertainty and market volatility
ECONOMIC THEORY
Asset-selling problems with holding costs
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS
A framework for maintenance and replacement of a network structured system
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS
Institutional factors affecting life-cycle impacts of microcomputers
RESOURCES CONSERVATION AND RECYCLING
An empirical examination of the price-dividend relation with dividend management
JOURNAL OF FINANCIAL SERVICES RESEARCH
Beam-switched rhombic antenna
MICROWAVE AND OPTICAL TECHNOLOGY LETTERS
Amazonian peasants, rain forest use, and income generation: The role of wealth and geographical factors
SOCIETY & NATURAL RESOURCES
An application of yield management for Internet Service Providers
NAVAL RESEARCH LOGISTICS
How does the spirit of capitalism affect stock market prices?
REVIEW OF FINANCIAL STUDIES
Expected returns and habit persistence
REVIEW OF FINANCIAL STUDIES
Optimal portfolio choice and the valuation of illiquid securities
REVIEW OF FINANCIAL STUDIES
The effect of information strength and weight on behavior in financial markets
ORGANIZATIONAL BEHAVIOR AND HUMAN DECISION PROCESSES
Assessing the maintenance in a process using a semi-parametric approach
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL
Risk aversion versus intertemporal substitution: A case study of identification failure in the intertemporal consumption capital asset pricing model
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Structural breaks, incomplete information, and stock prices
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
MCMC analysis of diffusion models with application to finance
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Optimal portfolio selection in a Value-at-Risk framework
JOURNAL OF BANKING & FINANCE
Yield curves and international equity returns
JOURNAL OF BANKING & FINANCE
Price volatility, welfare, and trading hours in asset markets
JOURNAL OF BANKING & FINANCE
Did amakudari undermine the effectiveness of regulator monitoring in Japan?
JOURNAL OF BANKING & FINANCE
Investor heterogeneity, market segmentation, leverage and the equity premium puzzle
JOURNAL OF BANKING & FINANCE
The role of rating agency assessments in less developed countries: Impact of the proposed Basel guidelines
JOURNAL OF BANKING & FINANCE
Immune-endocrine status and coeliac disease in children with Down's syndrome: Relationships with zinc and cognitive efficiency
BRAIN RESEARCH BULLETIN
A partial introduction to financial asset pricing theory
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Dangers of data mining: The case of calendar effects in stock returns
JOURNAL OF ECONOMETRICS
Estimation of affine asset pricing models using the empirical characteristic function
JOURNAL OF ECONOMETRICS
Nonmonotonic Choquet integrals
JOURNAL OF MATHEMATICAL ECONOMICS
Arbitrage and control problems in finance - A presentation
JOURNAL OF MATHEMATICAL ECONOMICS
Equilibrium in a stochastic model with consumption, wages and investment
JOURNAL OF MATHEMATICAL ECONOMICS
Non-linear taxation, tax-arbitrage and equilibrium asset prices
JOURNAL OF MATHEMATICAL ECONOMICS
Default and exogenous collateral in incomplete markets with a continuum ofstates
JOURNAL OF MATHEMATICAL ECONOMICS
An equilibrium model of irreversible investment
JOURNAL OF FINANCIAL ECONOMICS
Evaluating the specification errors of asset pricing models
JOURNAL OF FINANCIAL ECONOMICS
The performance of professional market timers: daily evidence from executed strategies
JOURNAL OF FINANCIAL ECONOMICS
Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability
JOURNAL OF FINANCIAL ECONOMICS
Asset liquidity, capital structure, and secured debt
JOURNAL OF FINANCIAL ECONOMICS
Trading activity and expected stock returns
JOURNAL OF FINANCIAL ECONOMICS
Fiscal shocks and fiscal risk management
JOURNAL OF MONETARY ECONOMICS
Bank net worth, asset prices and economic activity
JOURNAL OF MONETARY ECONOMICS
An aggregate model of firm specific capital with and without commitment
JOURNAL OF MONETARY ECONOMICS
Shifting endpoints in the term structure of interest rates
JOURNAL OF MONETARY ECONOMICS
Stock price volatility and equity premium
JOURNAL OF MONETARY ECONOMICS
Return and volatility dynamics in the spot and futures markets in Australia: An intervention analysis in a bivariate EGARCH-X framework
JOURNAL OF FUTURES MARKETS
Mean-variance efficiency of the market portfolio and futures trading
JOURNAL OF FUTURES MARKETS
The assessment: Household saving - Issues in theory and policy
OXFORD REVIEW OF ECONOMIC POLICY
Jumps and time-varying correlations in daily foreign exchange rates
JOURNAL OF INTERNATIONAL MONEY AND FINANCE
Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate
JOURNAL OF INTERNATIONAL MONEY AND FINANCE
Portfolio selection problem with minimax type risk function
ANNALS OF OPERATIONS RESEARCH
Airline seat management with rejection-for-possible-upgrade decision
TRANSPORTATION RESEARCH PART B-METHODOLOGICAL
On synergies and vertical integration
INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION
Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase
INSURANCE MATHEMATICS & ECONOMICS
Minimization of risks in pension funding by means of contributions and portfolio selection
INSURANCE MATHEMATICS & ECONOMICS
A class of non-expected utility risk measures and implications for asset allocations
INSURANCE MATHEMATICS & ECONOMICS
Laboratory incentive structure and control-test design in an experimental asset market
JOURNAL OF ECONOMIC PSYCHOLOGY
Asset specificity and a firm's borrowing ability: an empirical analysis ofmanufacturing firms
JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION
Accuracy of stochastic perturbation methods: The case of asset pricing models
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
Equilibrium with new investment opportunities
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
On optimal portfolio choice under stochastic interest rates
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
Explaining international comovements of output and asset returns: The roleof money and nominal rigidities
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
Optimal investment with minimum performance constraints
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
Life-cycle consumption under social interactions
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
Asset pricing with a forward-backward stochastic differential utility
ECONOMICS LETTERS
Stochastic dominance and optimal portfolio
ECONOMICS LETTERS
A risk management model for improving operation and maintenance activitiesin electricity transmission networks
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
Outcome-asset impact model: linking outcomes and assets
EVALUATION AND PROGRAM PLANNING
Asset divestiture following horizontal acquisitions: A dynamic view
STRATEGIC MANAGEMENT JOURNAL
Market position, resource profile, and governance: Linking Porter and Williamson in the context of international courier and small package services in Japan
STRATEGIC MANAGEMENT JOURNAL
Risk factors in stock returns of Canadian oil and gas companies
ENERGY ECONOMICS
Revisiting mean-variance optimization
JOURNAL OF PORTFOLIO MANAGEMENT
Asset pricing with stochastic volatility
APPLIED MATHEMATICS AND OPTIMIZATION
The credibility of a threat to nationalize
JOURNAL OF ENVIRONMENTAL ECONOMICS AND MANAGEMENT
Valuing managerial flexibility: An application of real-option theory to mining investments
JOURNAL OF ENVIRONMENTAL ECONOMICS AND MANAGEMENT
A dynamic model for airline seat allocation with passenger diversion and no-shows
TRANSPORTATION SCIENCE
Markowitz revisited: Mean-variance models in financial portfolio analysis
SIAM REVIEW