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La ricerca find articoli where soggetti phrase all words 'ASSET' sort by level,fasc_key/DESCEND, pagina_ini_num/ASCEND ha restituito 763 riferimenti
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    1. Gong, LT; Zou, HF
      Direct preferences for wealth, the risk premium puzzle, growth, and policyeffectiveness

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    2. Nguyen, P; Portait, R
      Dynamic asset allocation with mean variance preferences and a solvency constraint

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    3. Evans, L; Kenc, T
      Growth and welfare effects of monetary volatility

      MANCHESTER SCHOOL
    4. Fraser, P; Groenewold, N
      Mean-variance efficiency, aggregate shocks and return horizons

      MANCHESTER SCHOOL
    5. Deri, L
      Java-based mobile asset location

      MOBILE NETWORKS & APPLICATIONS
    6. Barndorff-Nielsen, OE; Shephard, N
      Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics

      JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
    7. Chauvet, M; Potter, S
      Nonlinear risk

      MACROECONOMIC DYNAMICS
    8. LeBaron, B
      Evolution and time horizons in an agent-based stock market

      MACROECONOMIC DYNAMICS
    9. Kitagawa, A
      Money-hoarding as a behaviour towards uninsured idiosyncratic risks

      JAPANESE ECONOMIC REVIEW
    10. Williamson, A; Iliopoulos, C
      The learning organization information system (LOIS): looking for the next generation

      INFORMATION SYSTEMS JOURNAL
    11. Weber, K; Hallerberg, M
      Explaining variation in institutional integration in the European Union: why firms may prefer European solutions

      JOURNAL OF EUROPEAN PUBLIC POLICY
    12. Kubler, F; Schmedders, K
      Incomplete markets, transitory shocks, and welfare

      REVIEW OF ECONOMIC DYNAMICS
    13. Zuasti, JSP
      Insurance with frequency trading: A dynamic analysis of efficient insurance markets

      REVIEW OF ECONOMIC DYNAMICS
    14. Chami, R; Cosimano, TF; Fullenkamp, C
      Capital trading, stock trading, and the inflation tax on equity

      REVIEW OF ECONOMIC DYNAMICS
    15. Kitagawa, A
      Does money always make people happy?'

      REVIEW OF ECONOMIC DYNAMICS
    16. Cronqvist, H; Hogfeldt, P; Nilsson, M
      Why agency costs explain diversification discounts

      REAL ESTATE ECONOMICS
    17. Adler, PS
      Market, hierarchy, and trust: The knowledge economy and the future of capitalism

      ORGANIZATION SCIENCE
    18. Moody, J; Saffell, M
      Learning to trade via direct reinforcement

      IEEE TRANSACTIONS ON NEURAL NETWORKS
    19. Chapados, N; Bengio, Y
      Cost functions and model combination for VaR-based asset allocation using neural networks

      IEEE TRANSACTIONS ON NEURAL NETWORKS
    20. Atiya, AF
      Bankruptcy prediction for credit risk using neural networks: A survey and new results

      IEEE TRANSACTIONS ON NEURAL NETWORKS
    21. Grullon, G; Wang, FA
      Closed-end fund discounts with informed ownership differential

      JOURNAL OF FINANCIAL INTERMEDIATION
    22. Carassus, L; Pham, H; Touzi, N
      No arbitrage in discrete time under portfolio constraints

      MATHEMATICAL FINANCE
    23. Sellin, P
      Monetary policy and the stock market: Theory and empirical evidence

      JOURNAL OF ECONOMIC SURVEYS
    24. Andreou, E; Pittis, N; Spanos, A
      On modelling speculative prices: The empirical literature

      JOURNAL OF ECONOMIC SURVEYS
    25. Kubler, F
      Computable general equilibrium with financial markets

      ECONOMIC THEORY
    26. Judd, KL; Guu, SM
      Asymptotic methods for asset market equilibrium analysis

      ECONOMIC THEORY
    27. Kurz, M; Motolese, M
      Endogenous uncertainty and market volatility

      ECONOMIC THEORY
    28. David, I; Levi, O
      Asset-selling problems with holding costs

      INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS
    29. Scarf, PA; Martin, HH
      A framework for maintenance and replacement of a network structured system

      INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS
    30. Andrews, CJ; Swain, M
      Institutional factors affecting life-cycle impacts of microcomputers

      RESOURCES CONSERVATION AND RECYCLING
    31. Ackert, LF; Hunter, WC
      An empirical examination of the price-dividend relation with dividend management

      JOURNAL OF FINANCIAL SERVICES RESEARCH
    32. Fusco, VF; Li, R
      Beam-switched rhombic antenna

      MICROWAVE AND OPTICAL TECHNOLOGY LETTERS
    33. Takasaki, Y; Barham, BL; Coomes, OT
      Amazonian peasants, rain forest use, and income generation: The role of wealth and geographical factors

      SOCIETY & NATURAL RESOURCES
    34. Nair, SK; Bapna, R
      An application of yield management for Internet Service Providers

      NAVAL RESEARCH LOGISTICS
    35. Smith, WT
      How does the spirit of capitalism affect stock market prices?

      REVIEW OF FINANCIAL STUDIES
    36. Li, YM
      Expected returns and habit persistence

      REVIEW OF FINANCIAL STUDIES
    37. Longstaff, FA
      Optimal portfolio choice and the valuation of illiquid securities

      REVIEW OF FINANCIAL STUDIES
    38. Nelson, MW; Bloomfield, R; Hales, JW; Libby, R
      The effect of information strength and weight on behavior in financial markets

      ORGANIZATIONAL BEHAVIOR AND HUMAN DECISION PROCESSES
    39. Ansell, J; Archibald, T; Dagpunar, J; Thomas, L; Abell, P; Duncalf, D
      Assessing the maintenance in a process using a semi-parametric approach

      QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL
    40. Neely, CJ; Roy, A; Whiteman, CH
      Risk aversion versus intertemporal substitution: A case study of identification failure in the intertemporal consumption capital asset pricing model

      JOURNAL OF BUSINESS & ECONOMIC STATISTICS
    41. Timmermann, A
      Structural breaks, incomplete information, and stock prices

      JOURNAL OF BUSINESS & ECONOMIC STATISTICS
    42. Eraker, B
      MCMC analysis of diffusion models with application to finance

      JOURNAL OF BUSINESS & ECONOMIC STATISTICS
    43. Campbell, R; Huisman, R; Koedijk, K
      Optimal portfolio selection in a Value-at-Risk framework

      JOURNAL OF BANKING & FINANCE
    44. McCown, JR
      Yield curves and international equity returns

      JOURNAL OF BANKING & FINANCE
    45. Smith, RT
      Price volatility, welfare, and trading hours in asset markets

      JOURNAL OF BANKING & FINANCE
    46. Horiuchi, A; Shimizu, K
      Did amakudari undermine the effectiveness of regulator monitoring in Japan?

      JOURNAL OF BANKING & FINANCE
    47. Ebrahim, MS; Mathur, I
      Investor heterogeneity, market segmentation, leverage and the equity premium puzzle

      JOURNAL OF BANKING & FINANCE
    48. Ferri, G; Liu, LG; Majnoni, G
      The role of rating agency assessments in less developed countries: Impact of the proposed Basel guidelines

      JOURNAL OF BANKING & FINANCE
    49. Licastro, F; Mariani, RA; Faldella, G; Carpene, E; Guidicini, G; Rangoni, A; Grilli, T; Bazzocchi, G
      Immune-endocrine status and coeliac disease in children with Down's syndrome: Relationships with zinc and cognitive efficiency

      BRAIN RESEARCH BULLETIN
    50. Protter, P
      A partial introduction to financial asset pricing theory

      STOCHASTIC PROCESSES AND THEIR APPLICATIONS
    51. Sullivan, R; Timmermann, A; White, H
      Dangers of data mining: The case of calendar effects in stock returns

      JOURNAL OF ECONOMETRICS
    52. Singleton, KJ
      Estimation of affine asset pricing models using the empirical characteristic function

      JOURNAL OF ECONOMETRICS
    53. De Waegenaere, A; Wakker, PP
      Nonmonotonic Choquet integrals

      JOURNAL OF MATHEMATICAL ECONOMICS
    54. Jouini, E
      Arbitrage and control problems in finance - A presentation

      JOURNAL OF MATHEMATICAL ECONOMICS
    55. Chiarolla, MB; Haussmann, UG
      Equilibrium in a stochastic model with consumption, wages and investment

      JOURNAL OF MATHEMATICAL ECONOMICS
    56. Basak, S; Croitoru, B
      Non-linear taxation, tax-arbitrage and equilibrium asset prices

      JOURNAL OF MATHEMATICAL ECONOMICS
    57. Orrillo, J
      Default and exogenous collateral in incomplete markets with a continuum ofstates

      JOURNAL OF MATHEMATICAL ECONOMICS
    58. Kogan, L
      An equilibrium model of irreversible investment

      JOURNAL OF FINANCIAL ECONOMICS
    59. Hodrick, RJ; Zhang, XY
      Evaluating the specification errors of asset pricing models

      JOURNAL OF FINANCIAL ECONOMICS
    60. Chance, DM; Hemler, ML
      The performance of professional market timers: daily evidence from executed strategies

      JOURNAL OF FINANCIAL ECONOMICS
    61. Lynch, AW
      Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability

      JOURNAL OF FINANCIAL ECONOMICS
    62. Morellec, E
      Asset liquidity, capital structure, and secured debt

      JOURNAL OF FINANCIAL ECONOMICS
    63. Chordia, T; Subrahmanyam, A; Anshuman, VR
      Trading activity and expected stock returns

      JOURNAL OF FINANCIAL ECONOMICS
    64. Lloyd-Ellis, H; Zhu, X
      Fiscal shocks and fiscal risk management

      JOURNAL OF MONETARY ECONOMICS
    65. Chen, NK
      Bank net worth, asset prices and economic activity

      JOURNAL OF MONETARY ECONOMICS
    66. Kwok, C
      An aggregate model of firm specific capital with and without commitment

      JOURNAL OF MONETARY ECONOMICS
    67. Kozicki, S; Tinsley, PA
      Shifting endpoints in the term structure of interest rates

      JOURNAL OF MONETARY ECONOMICS
    68. Brennan, MJ; Xia, YH
      Stock price volatility and equity premium

      JOURNAL OF MONETARY ECONOMICS
    69. Bhar, R
      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
    70. Lioui, A; Poncet, P
      Mean-variance efficiency of the market portfolio and futures trading

      JOURNAL OF FUTURES MARKETS
    71. Attanasio, OP; Banks, J
      The assessment: Household saving - Issues in theory and policy

      OXFORD REVIEW OF ECONOMIC POLICY
    72. Chang, KH; Kim, MJ
      Jumps and time-varying correlations in daily foreign exchange rates

      JOURNAL OF INTERNATIONAL MONEY AND FINANCE
    73. Cao, M
      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
    74. Teo, KL; Yang, XQ
      Portfolio selection problem with minimax type risk function

      ANNALS OF OPERATIONS RESEARCH
    75. You, PS
      Airline seat management with rejection-for-possible-upgrade decision

      TRANSPORTATION RESEARCH PART B-METHODOLOGICAL
    76. Schmitz, PW; Sliwka, D
      On synergies and vertical integration

      INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION
    77. Blake, D; Cairns, AJG; Dowd, K
      Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase

      INSURANCE MATHEMATICS & ECONOMICS
    78. Josa-Fombellida, R; Rincon-Zapatero, JP
      Minimization of risks in pension funding by means of contributions and portfolio selection

      INSURANCE MATHEMATICS & ECONOMICS
    79. van der Hoek, J; Sherris, M
      A class of non-expected utility risk measures and implications for asset allocations

      INSURANCE MATHEMATICS & ECONOMICS
    80. Brandouy, O
      Laboratory incentive structure and control-test design in an experimental asset market

      JOURNAL OF ECONOMIC PSYCHOLOGY
    81. Mocnik, D
      Asset specificity and a firm's borrowing ability: an empirical analysis ofmanufacturing firms

      JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION
    82. Collard, F; Juillard, M
      Accuracy of stochastic perturbation methods: The case of asset pricing models

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    83. Wang, T
      Equilibrium with new investment opportunities

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    84. Lioui, A; Poncet, P
      On optimal portfolio choice under stochastic interest rates

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    85. Kollmann, R
      Explaining international comovements of output and asset returns: The roleof money and nominal rigidities

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    86. Tepla, L
      Optimal investment with minimum performance constraints

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    87. Binder, M; Pesaran, MH
      Life-cycle consumption under social interactions

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    88. Antonelli, F; Barucci, E; Mancino, ME
      Asset pricing with a forward-backward stochastic differential utility

      ECONOMICS LETTERS
    89. Dachraoui, K; Dionne, G
      Stochastic dominance and optimal portfolio

      ECONOMICS LETTERS
    90. Tummala, VMR; Mak, CL
      A risk management model for improving operation and maintenance activitiesin electricity transmission networks

      JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
    91. Reed, CS; Brown, RE
      Outcome-asset impact model: linking outcomes and assets

      EVALUATION AND PROGRAM PLANNING
    92. Capron, L; Mitchell, W; Swaminathan, A
      Asset divestiture following horizontal acquisitions: A dynamic view

      STRATEGIC MANAGEMENT JOURNAL
    93. Nickerson, JA; Hamilton, BH; Wada, T
      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
    94. Sadorsky, P
      Risk factors in stock returns of Canadian oil and gas companies

      ENERGY ECONOMICS
    95. Uysal, E; Trainer, FH; Reiss, J
      Revisiting mean-variance optimization

      JOURNAL OF PORTFOLIO MANAGEMENT
    96. Kallianpur, G; Xiong, J
      Asset pricing with stochastic volatility

      APPLIED MATHEMATICS AND OPTIMIZATION
    97. Davis, GA
      The credibility of a threat to nationalize

      JOURNAL OF ENVIRONMENTAL ECONOMICS AND MANAGEMENT
    98. Slade, ME
      Valuing managerial flexibility: An application of real-option theory to mining investments

      JOURNAL OF ENVIRONMENTAL ECONOMICS AND MANAGEMENT
    99. Zhao, W; Zheng, YS
      A dynamic model for airline seat allocation with passenger diversion and no-shows

      TRANSPORTATION SCIENCE
    100. Steinbach, MC
      Markowitz revisited: Mean-variance models in financial portfolio analysis

      SIAM REVIEW


ASDD Area Sistemi Dipartimentali e Documentali, Università di Bologna, Catalogo delle riviste ed altri periodici
Documento generato il 27/01/21 alle ore 22:04:03