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- Gong, LT; Zou, HF

Direct preferences for wealth, the risk premium puzzle, growth, and policyeffectiveness*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Nguyen, P; Portait, R

Dynamic asset allocation with mean variance preferences and a solvency constraint*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Evans, L; Kenc, T

Growth and welfare effects of monetary volatility*MANCHESTER SCHOOL*

- Fraser, P; Groenewold, N

Mean-variance efficiency, aggregate shocks and return horizons*MANCHESTER SCHOOL*

- Deri, L

Java-based mobile asset location*MOBILE NETWORKS & APPLICATIONS*

- 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*

- Chauvet, M; Potter, S

Nonlinear risk*MACROECONOMIC DYNAMICS*

- LeBaron, B

Evolution and time horizons in an agent-based stock market*MACROECONOMIC DYNAMICS*

- Kitagawa, A

Money-hoarding as a behaviour towards uninsured idiosyncratic risks*JAPANESE ECONOMIC REVIEW*

- Williamson, A; Iliopoulos, C

The learning organization information system (LOIS): looking for the next generation*INFORMATION SYSTEMS JOURNAL*

- Weber, K; Hallerberg, M

Explaining variation in institutional integration in the European Union: why firms may prefer European solutions*JOURNAL OF EUROPEAN PUBLIC POLICY*

- Kubler, F; Schmedders, K

Incomplete markets, transitory shocks, and welfare*REVIEW OF ECONOMIC DYNAMICS*

- Zuasti, JSP

Insurance with frequency trading: A dynamic analysis of efficient insurance markets*REVIEW OF ECONOMIC DYNAMICS*

- Chami, R; Cosimano, TF; Fullenkamp, C

Capital trading, stock trading, and the inflation tax on equity*REVIEW OF ECONOMIC DYNAMICS*

- Kitagawa, A

Does money always make people happy?'*REVIEW OF ECONOMIC DYNAMICS*

- Cronqvist, H; Hogfeldt, P; Nilsson, M

Why agency costs explain diversification discounts*REAL ESTATE ECONOMICS*

- Adler, PS

Market, hierarchy, and trust: The knowledge economy and the future of capitalism*ORGANIZATION SCIENCE*

- Moody, J; Saffell, M

Learning to trade via direct reinforcement*IEEE TRANSACTIONS ON NEURAL NETWORKS*

- Chapados, N; Bengio, Y

Cost functions and model combination for VaR-based asset allocation using neural networks*IEEE TRANSACTIONS ON NEURAL NETWORKS*

- Atiya, AF

Bankruptcy prediction for credit risk using neural networks: A survey and new results*IEEE TRANSACTIONS ON NEURAL NETWORKS*

- Grullon, G; Wang, FA

Closed-end fund discounts with informed ownership differential*JOURNAL OF FINANCIAL INTERMEDIATION*

- Carassus, L; Pham, H; Touzi, N

No arbitrage in discrete time under portfolio constraints*MATHEMATICAL FINANCE*

- Sellin, P

Monetary policy and the stock market: Theory and empirical evidence*JOURNAL OF ECONOMIC SURVEYS*

- Andreou, E; Pittis, N; Spanos, A

On modelling speculative prices: The empirical literature*JOURNAL OF ECONOMIC SURVEYS*

- Kubler, F

Computable general equilibrium with financial markets*ECONOMIC THEORY*

- Judd, KL; Guu, SM

Asymptotic methods for asset market equilibrium analysis*ECONOMIC THEORY*

- Kurz, M; Motolese, M

Endogenous uncertainty and market volatility*ECONOMIC THEORY*

- David, I; Levi, O

Asset-selling problems with holding costs*INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS*

- Scarf, PA; Martin, HH

A framework for maintenance and replacement of a network structured system*INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS*

- Andrews, CJ; Swain, M

Institutional factors affecting life-cycle impacts of microcomputers*RESOURCES CONSERVATION AND RECYCLING*

- Ackert, LF; Hunter, WC

An empirical examination of the price-dividend relation with dividend management*JOURNAL OF FINANCIAL SERVICES RESEARCH*

- Fusco, VF; Li, R

Beam-switched rhombic antenna*MICROWAVE AND OPTICAL TECHNOLOGY LETTERS*

- Takasaki, Y; Barham, BL; Coomes, OT

Amazonian peasants, rain forest use, and income generation: The role of wealth and geographical factors*SOCIETY & NATURAL RESOURCES*

- Nair, SK; Bapna, R

An application of yield management for Internet Service Providers*NAVAL RESEARCH LOGISTICS*

- Smith, WT

How does the spirit of capitalism affect stock market prices?*REVIEW OF FINANCIAL STUDIES*

- Li, YM

Expected returns and habit persistence*REVIEW OF FINANCIAL STUDIES*

- Longstaff, FA

Optimal portfolio choice and the valuation of illiquid securities*REVIEW OF FINANCIAL STUDIES*

- 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*

- 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*

- 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*

- Timmermann, A

Structural breaks, incomplete information, and stock prices*JOURNAL OF BUSINESS & ECONOMIC STATISTICS*

- Eraker, B

MCMC analysis of diffusion models with application to finance*JOURNAL OF BUSINESS & ECONOMIC STATISTICS*

- Campbell, R; Huisman, R; Koedijk, K

Optimal portfolio selection in a Value-at-Risk framework*JOURNAL OF BANKING & FINANCE*

- McCown, JR

Yield curves and international equity returns*JOURNAL OF BANKING & FINANCE*

- Smith, RT

Price volatility, welfare, and trading hours in asset markets*JOURNAL OF BANKING & FINANCE*

- Horiuchi, A; Shimizu, K

Did amakudari undermine the effectiveness of regulator monitoring in Japan?*JOURNAL OF BANKING & FINANCE*

- Ebrahim, MS; Mathur, I

Investor heterogeneity, market segmentation, leverage and the equity premium puzzle*JOURNAL OF BANKING & FINANCE*

- 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*

- 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*

- Protter, P

A partial introduction to financial asset pricing theory*STOCHASTIC PROCESSES AND THEIR APPLICATIONS*

- Sullivan, R; Timmermann, A; White, H

Dangers of data mining: The case of calendar effects in stock returns*JOURNAL OF ECONOMETRICS*

- Singleton, KJ

Estimation of affine asset pricing models using the empirical characteristic function*JOURNAL OF ECONOMETRICS*

- De Waegenaere, A; Wakker, PP

Nonmonotonic Choquet integrals*JOURNAL OF MATHEMATICAL ECONOMICS*

- Jouini, E

Arbitrage and control problems in finance - A presentation*JOURNAL OF MATHEMATICAL ECONOMICS*

- Chiarolla, MB; Haussmann, UG

Equilibrium in a stochastic model with consumption, wages and investment*JOURNAL OF MATHEMATICAL ECONOMICS*

- Basak, S; Croitoru, B

Non-linear taxation, tax-arbitrage and equilibrium asset prices*JOURNAL OF MATHEMATICAL ECONOMICS*

- Orrillo, J

Default and exogenous collateral in incomplete markets with a continuum ofstates*JOURNAL OF MATHEMATICAL ECONOMICS*

- Kogan, L

An equilibrium model of irreversible investment*JOURNAL OF FINANCIAL ECONOMICS*

- Hodrick, RJ; Zhang, XY

Evaluating the specification errors of asset pricing models*JOURNAL OF FINANCIAL ECONOMICS*

- Chance, DM; Hemler, ML

The performance of professional market timers: daily evidence from executed strategies*JOURNAL OF FINANCIAL ECONOMICS*

- Lynch, AW

Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability*JOURNAL OF FINANCIAL ECONOMICS*

- Morellec, E

Asset liquidity, capital structure, and secured debt*JOURNAL OF FINANCIAL ECONOMICS*

- Chordia, T; Subrahmanyam, A; Anshuman, VR

Trading activity and expected stock returns*JOURNAL OF FINANCIAL ECONOMICS*

- Lloyd-Ellis, H; Zhu, X

Fiscal shocks and fiscal risk management*JOURNAL OF MONETARY ECONOMICS*

- Chen, NK

Bank net worth, asset prices and economic activity*JOURNAL OF MONETARY ECONOMICS*

- Kwok, C

An aggregate model of firm specific capital with and without commitment*JOURNAL OF MONETARY ECONOMICS*

- Kozicki, S; Tinsley, PA

Shifting endpoints in the term structure of interest rates*JOURNAL OF MONETARY ECONOMICS*

- Brennan, MJ; Xia, YH

Stock price volatility and equity premium*JOURNAL OF MONETARY ECONOMICS*

- 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*

- Lioui, A; Poncet, P

Mean-variance efficiency of the market portfolio and futures trading*JOURNAL OF FUTURES MARKETS*

- Attanasio, OP; Banks, J

The assessment: Household saving - Issues in theory and policy*OXFORD REVIEW OF ECONOMIC POLICY*

- Chang, KH; Kim, MJ

Jumps and time-varying correlations in daily foreign exchange rates*JOURNAL OF INTERNATIONAL MONEY AND FINANCE*

- 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*

- Teo, KL; Yang, XQ

Portfolio selection problem with minimax type risk function*ANNALS OF OPERATIONS RESEARCH*

- You, PS

Airline seat management with rejection-for-possible-upgrade decision*TRANSPORTATION RESEARCH PART B-METHODOLOGICAL*

- Schmitz, PW; Sliwka, D

On synergies and vertical integration*INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION*

- Blake, D; Cairns, AJG; Dowd, K

Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase*INSURANCE MATHEMATICS & ECONOMICS*

- Josa-Fombellida, R; Rincon-Zapatero, JP

Minimization of risks in pension funding by means of contributions and portfolio selection*INSURANCE MATHEMATICS & ECONOMICS*

- van der Hoek, J; Sherris, M

A class of non-expected utility risk measures and implications for asset allocations*INSURANCE MATHEMATICS & ECONOMICS*

- Brandouy, O

Laboratory incentive structure and control-test design in an experimental asset market*JOURNAL OF ECONOMIC PSYCHOLOGY*

- Mocnik, D

Asset specificity and a firm's borrowing ability: an empirical analysis ofmanufacturing firms*JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION*

- Collard, F; Juillard, M

Accuracy of stochastic perturbation methods: The case of asset pricing models*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Wang, T

Equilibrium with new investment opportunities*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Lioui, A; Poncet, P

On optimal portfolio choice under stochastic interest rates*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Kollmann, R

Explaining international comovements of output and asset returns: The roleof money and nominal rigidities*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Tepla, L

Optimal investment with minimum performance constraints*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Binder, M; Pesaran, MH

Life-cycle consumption under social interactions*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Antonelli, F; Barucci, E; Mancino, ME

Asset pricing with a forward-backward stochastic differential utility*ECONOMICS LETTERS*

- Dachraoui, K; Dionne, G

Stochastic dominance and optimal portfolio*ECONOMICS LETTERS*

- Tummala, VMR; Mak, CL

A risk management model for improving operation and maintenance activitiesin electricity transmission networks*JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY*

- Reed, CS; Brown, RE

Outcome-asset impact model: linking outcomes and assets*EVALUATION AND PROGRAM PLANNING*

- Capron, L; Mitchell, W; Swaminathan, A

Asset divestiture following horizontal acquisitions: A dynamic view*STRATEGIC MANAGEMENT JOURNAL*

- 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*

- Sadorsky, P

Risk factors in stock returns of Canadian oil and gas companies*ENERGY ECONOMICS*

- Uysal, E; Trainer, FH; Reiss, J

Revisiting mean-variance optimization*JOURNAL OF PORTFOLIO MANAGEMENT*

- Kallianpur, G; Xiong, J

Asset pricing with stochastic volatility*APPLIED MATHEMATICS AND OPTIMIZATION*

- Davis, GA

The credibility of a threat to nationalize*JOURNAL OF ENVIRONMENTAL ECONOMICS AND MANAGEMENT*

- Slade, ME

Valuing managerial flexibility: An application of real-option theory to mining investments*JOURNAL OF ENVIRONMENTAL ECONOMICS AND MANAGEMENT*

- Zhao, W; Zheng, YS

A dynamic model for airline seat allocation with passenger diversion and no-shows*TRANSPORTATION SCIENCE*

- Steinbach, MC

Markowitz revisited: Mean-variance models in financial portfolio analysis*SIAM REVIEW*

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Documento generato il 27/01/21 alle ore 22:04:03