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Value of Learning and Acting On Customer Information

Cao, H. Henry; Sun, Bao-Hong - 2007

The rapid growth in demand and supply of sophisticated data mining and analytical decision tools calls for research to understand the value of learning, as well as how learning interacts with firms’ day-to-day marketing strategies.In this paper, we consider a market in which the firm can...

Persistent link: https://www.econbiz.de/10009441181

Essays on asset allocation strategies for defined contribution plans

Basu, Anup K. - 2008

Asset allocation is the most influential factor driving investment performance. While researchers have made substantial progress in the field of asset allocation since the introduction of mean-variance framework by Markowitz, there is little agreement about appropriate portfolio choice for...

Persistent link: https://www.econbiz.de/10009437693

Portfolio Optimization with Tail Risk Measures and Non-Normal Returns

Zhu, Minfeng - 2010

The traditional Markowitz mean-variance portfolio optimization theory uses volatility as the sole measure of risk. However, volatility is flawed both intuitively and theoretically: being symmetric it does not differentiate between gains and losses; it does not satisfy an expected utility...

Persistent link: https://www.econbiz.de/10009460768

The impact of unconventional monetary policies on perceptions of extreme events at times of crisis

Alonso Álvarez, Irma

Artículo de revista ; The European Central Bank’s and the Federal Reserve’s announcements of unconventional monetary …

Persistent link: https://www.econbiz.de/10012525349

The impact of heterogeneous unconventional monetary policies on the expectations of market crashes

Alonso Álvarez, Irma; Serrano, Pedro; …

analyzes the impact of the unconventional monetary policies (UMPs) of four major central banks (the Fed, ECB, BoE and BOJ) on …

Persistent link: https://www.econbiz.de/10012606407

The impact of heterogeneous unconventional monetary policies on the expectations of markets crashes

Alonso Álvarez, Irma; Serrano, Pedro; …

Summary of Banco de España Working Paper no. 2127

Persistent link: https://www.econbiz.de/10013267758

The impact of the 2007-09 credit crunch on the funding of public sector infrastructure in the UK

Bailey, Stephen J.; Asenova, Darinka - 2009

out commercial banks and dealing with recession but also for providing better public services. This paper analyses the … affected by the impact of the credit crunch on Private Finance Initiatives (PFIs). Commercial banks are now generally only …

Persistent link: https://www.econbiz.de/10009435323

Optimal provisioning for deposit withdrawals and loan losses in the banking industry / F. Gideon

Gideon, Frednard - 2008

With the acceptance of the new Basel II banking regulation (implemented in South Africa in January 2008) the search for improved ways of modeling the most important banking activities has become very topical. Since the notion of Levy-process was introduced, it has emerged as an important tool...

Persistent link: https://www.econbiz.de/10009456022

Operational risk events in banks and practices for collecting internal loss data

Bostander, D.E. - 2007

banks the most severe operational risk losses are likely to occur (based on the Basel II seven loss event types and eight … in the form of a questionnaire to all registered banks.The second part of the research study’s objective was to assess … researcher’s experience in risk management in banks, the Basel Committee on Banking Supervision’s Sound Practices for the …

Persistent link: https://www.econbiz.de/10009457798

Expansion of banking scale and scope : don't banks know the value of focus

Boot, A.W.A.; Melbourn, T.T.; Thakor, A.V. - 1998

This paper provides an explanation for the urge of banks to merge and expand scope. We build a model where bank … not be too competitive, and could point to a benefit of merging insofar as mergers reduce competition and deepen the banks …

Persistent link: https://www.econbiz.de/10009460365