Search Results - subject:"APM"

Reducing IT costs and ensuring safe operation with application of portfolio management

Mozsár Kovácsné, Alice Lívia - In: Serbian journal of management : an international … 12 (2017) 1, pp. 143-155

Large companies need to give focus on their cost components related to their information technology. Business growths is supported by their IT and hundreds or thousands of applications worldwide. Top level management needs to focus more on their information strategy and the applications they...

Persistent link: https://www.econbiz.de/10011658866

Alternative estimating methodologies of the UK industry cost of equity capital : the impact of 2007 financial crisis and market volatility

Koulafetis, Panayiota - In: International journal of economics and finance 8 (2016) 1, pp. 111-130

Persistent link: https://www.econbiz.de/10011427815

ESMA veröffentlicht Leitlinien zu alternativen Leistungskennzahlen : ein Schritt in die richtige Richtung?

Kleinmanns, Hermann - In: IRZ : Zeitschrift für internationale Rechnungslegung 11 (2016) 3, pp. 131-136

Persistent link: https://www.econbiz.de/10011641132

Reform Raises Efficiency of Oil Refining Public Sector Enterprises in India

DATTA, MADHUSUDAN; NEOGI, CHIRANJIB - In: Indian Economic Review 48 (2013) 2, pp. 239-262

years; one ending in 1999-00 – the APM regime – and the other beginning in the next year – the post-APM regime. The basic … question being asked here is whether undoing of the APM led to improvement in technical efficiency of the public sector … concludes that the relaxation of regulatory constraint on the public sector refineries by undoing the APM has paid off even …

Persistent link: https://www.econbiz.de/10010930562

Reform raises efficiency of oil refining public sector enterprises in India

Datta, Madhusudan; Neogi, Chiranjib - In: Indian economic review : biannual journal of the Delhi … 48 (2013) 2, pp. 239-262

Persistent link: https://www.econbiz.de/10010440405

Equivalent martingale measures for large financial markets in discrete time

Rásonyi, Miklós - In: Mathematical Methods of Operations Research 58 (2003) 3, pp. 401-415

We show that in a discrete-time large financial market the absence of certain asymptotic arbitrage opportunities is equivalent to the existence of martingale measures in a strong sense. We also consider the Arbitrage Pricing Model with stable random variables where we are able to give explicit...

Persistent link: https://www.econbiz.de/10010999912

Equivalent martingale measures for large financial markets in discrete time

Rásonyi, Miklós - In: Computational Statistics 58 (2003) 3, pp. 401-415

Persistent link: https://www.econbiz.de/10010759500

Asymptotic arbitrage in large financial markets

Kabanov, Y.M.; Kramkov, D.O. - In: Finance and Stochastics 2 (1998) 2, pp. 143-172

A large financial market is described by a sequence of standard general models of continuous trading. It turns out that the absence of asymptotic arbitrage of the first kind is equivalent to the contiguity of sequence of objective probabilities with respect to the sequence of upper envelopes of...

Persistent link: https://www.econbiz.de/10005390675

Flugschrift des Allgemeinen Evangelisch-Protestantischen Missionsvereins

Allgemeiner Evangelisch-Protestantischer Missionsverein - Berlin : Haack - Nr. 1.1888 - 10.1900; 2.Ser. Nr. 1.1901 - 6.1905[?]

Persistent link: https://www.econbiz.de/10010451940