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Optimizing the Managerial Decision in Energetic Industry
Dura, Codruta; Isac, Claudia - Volkswirtschaftliche Fakultät, … - 2007
Making a decision is a complex process which must be based upon a method that is able to establish the optimum criteria in choosing an alternative, in evaluating the main effects of implementing the decision which was taken and in estimating the risks involved. The optimizing methods and...
Persistent link: https://www.econbiz.de/10005790371
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Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process
Gan, Jumwu - Volkswirtschaftliche Fakultät, … - 2009
In this paper we present compelling evidence from a detailed analysis of historical prepayment data to demonstrate that a mortgage cohort remembers the level of the previous mortgage rate troughs experienced by the cohort. This is a general property, observed ubiquitously, that inescapably leads...
Persistent link: https://www.econbiz.de/10005668404
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Hedging dynamics with gold futures
Singh, Saurabh; Saharawat, Swati - Volkswirtschaftliche Fakultät, … - 2011
both long/short hedgers. The hedger can do two things for minimizing the risk namely first being either can square off the … position at the time where he can face minimum risk or can gain profit as bonus if he has no margin left in respect of time i …/sell another far month contract for minimizing the risk, according to the movement of Basis and market. …
Persistent link: https://www.econbiz.de/10011258372
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What determines return risks for bank equities in Turkey?
Ozsoz, Emre - Volkswirtschaftliche Fakultät, … - 2011
market risk for bank equities in the case of an emerging market setting, Turkey. The analysis reveals that maturity … volatility of its equity returns. Foreign ownership of a bank also lowers its equity return risk. …
Persistent link: https://www.econbiz.de/10009370837
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Forward dynamic utilities: a new model and new results
Moawia, Alghalith - Volkswirtschaftliche Fakultät, … - 2010
We present a new model of forward dynamic utilities. In doing so, we provide unique (viscosity) solutions. In addition, we introduce Hausdorff-continuous viscosity solutions to the portfolio model.
Persistent link: https://www.econbiz.de/10008633344
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Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
Pinto, Cristian F.; Acuña, Andres A. - Volkswirtschaftliche Fakultät, … - 2011
In this paper we analize the consistency of financial indexes and the ordering of investments based on the mean-variance and the stochastic dominance (SD) approaches. We take 47 mutual funds from the Chilean financial market in order to compute several algorithms that enable us to verify...
Persistent link: https://www.econbiz.de/10009149429
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الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة
Onour, Ibrahim - Volkswirtschaftliche Fakultät, … - 2011
option derivatives as useful risk management tool in commodity markets, while attuned to Islamic Shariah principles. The …
Persistent link: https://www.econbiz.de/10009019726
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Residual income and value creation: An investigation into the lost-capital paradigm
Magni, Carlo Alberto - Volkswirtschaftliche Fakultät, … - 2007
This paper presents a new way of measuring residual income, originally introduced by Magni (2000a, 2000b, 2003). Contrary to the standard residual income, the capital charge is equal to the capital lost by investors. The lost capital may be viewed as (a) the foregone capital, (b) the capital...
Persistent link: https://www.econbiz.de/10011111180
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How does profitability get affected by working capital management in food and beverages industry?
Thapa, Priya Darshini Pun - Volkswirtschaftliche Fakultät, … - 2013
This study examines the working capital management of the Food and Beverage Corporations from the U.S.A. and Canada during the 10 years study period from year 2000 to 2009. Firstly, unlike previous studies which advocate a linear relationship between the working capital management and...
Persistent link: https://www.econbiz.de/10011111356
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Firm Complexity and Post-Earnings-Announcement Drift
Barinov, Alexander; Park, Shawn Saeyeul; Yildizhan, Celim - Volkswirtschaftliche Fakultät, … - 2014
The paper shows that the post earnings announcement drift is stronger for conglomerates, despite conglomerates being larger, more liquid, and more actively researched by investors. We attribute this finding to slower information processing about complex firms and show that the post earnings...
Persistent link: https://www.econbiz.de/10011112497