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On the information content of idiosyncratic equity return variation

Rahman, Md. Arifur - University of Western Sydney; College of Business; … - 2007

Research in this thesis deals with some unexplored, or only partially explored, issues relating to the information content of volatility of the idiosyncratic component of asset returns at the firm and industry-level, both in the context of developed and emerging stock markets. Specific issues we...

Persistent link: https://www.econbiz.de/10009482095

Comparison of the new "econophysics" approach to dealing with problems of financial to traditional econometric methods

Koh, Jason S. H. - University of Western Sydney; College of Business; … - 2008

return. However, the procedure for testing empirical data against a hypothesised power-law distribution using a simple rank …-frequency plot of the data and the data binning process can turn out to be a spurious result for the distribution. As for the …

Persistent link: https://www.econbiz.de/10009482159

Term structure modelling and the dynamics of Australian interest rates

O?Brien, Peter, Banking & Finance, Australian School of … - 2006

This thesis consists of two related parts. In the first part we conduct an empiricalexamination of the dynamics of Australian interest rates of six different maturities,covering the whole yield curve. This direct study of the long rates is quite novel. Weuse maximum likelihood estimation on a...

Persistent link: https://www.econbiz.de/10009484179

Individuals' responses to changes in risk: a person-specific analysis.

Schwartz, Carmit M, Economics, Australian School of … - 2007

In this thesis we consider two comparative statics questions of changes in risk. The first question concerns situations where an individual faces some risk and has no control over the uncertain environment. In these situations we ask what kind of changes in risk will cause the individual's...

Persistent link: https://www.econbiz.de/10009484196

The integration of geographical information systems and multicriteria decision making models for the analysis of branch bank closures

Zhao, Lihua - 2002

as the case study. Decisions to close branches are made by the Bank on the basis of performance indicators that are … researchers have identified as affecting branch viability and performance. A set of 17 spatial variables was used as the criteria …

Persistent link: https://www.econbiz.de/10009484229

Modelling dependent risks for insurer risk management: experimental studies with copulas

Wu, Mei Lan, Actuarial Studies, Australian School of … - 2007

thesis uses numerical experiments to assess the performance of the two common approaches. The second contribution of this …

Persistent link: https://www.econbiz.de/10009484265

Facility planning and value of information using a tank reservoir model : a case study in reserve uncertainty

Jablonowski, Christopher J. (contributor) - 2010

This thesis presents a methodology to incorporate reservoir uncertainties and estimate the loss in project value when facility planning decisions are based on erroneous estimates of input variables. We propose a tank model along with integrated asset development model to simulate the concept...

Persistent link: https://www.econbiz.de/10009429339

The impact of international trade on firms and workers : empirical evidence from Germany

Hesse, Gregor - 2014

In the wake of the Melitz (2003) model of heterogeneous firms in international trade, new theoretical models arose that try to assess the impact of trade on wage inequality within sectors, a feature that neoclassical trade theory cannot sufficiently explain. Based on the predictions of Helpman,...

Persistent link: https://www.econbiz.de/10010405737

Applications of operational research and mathematical models in management

Chalikias, Miltiadis (ed.) - 2020

Factor is 1.747. The papers in this book deal with on R&D performance models, methods for ranking the perspectives and … indicators of a balance scorecard, robust optimization model applications, integrated production and distribution problem solving …

Persistent link: https://www.econbiz.de/10012586619

Performance and management turnover - an empirical study on the efficiency of German supervisory boards

Roos, Stephanie - 2005

Vorständen der DAX100-Gesellschaften über den Zeitraum von 1994 bis 2001. Neben den Turnover-Performance-Beziehungen wird die … the systematic relationship between company performance and turnover in the management boards of the DAX100 companies over … the period from 1994 to 2001. In addition to the turnover performance relationships, the reactions of the capital market …

Persistent link: https://www.econbiz.de/10009433689