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The newsvendor problem : the role of prospect theory and feedback

Surti, Chirag; Celani, Anthony; Gajpal, Yuvraj - In: European journal of operational research : EJOR 287 (2020) 1, pp. 251-261

Persistent link: https://www.econbiz.de/10012293760

Alternative risk-averse approaches for airline network revenue management

Terciyanlı, Erman; Avṣar, Zeynep Müge - In: Transportation research / E : an international journal 125 (2019), pp. 27-46

Persistent link: https://www.econbiz.de/10012022179

Herding in smart-beta investment products

Krkoska, Eduard; Schenk-Hoppé, Klaus Reiner - In: Journal of risk and financial management : JRFM 12 (2019) 1/47, pp. 1-14

We highlight herding of investors as one major risk factor that is typically ignored in statistical approaches to … portfolio modelling and risk management. Our survey focuses on smart-beta investing where such methods and investor herding seem … modelling herding risk which merit empirical analysis. This financial economists' perspective supplements the vast statistical …

Persistent link: https://www.econbiz.de/10012022287

Estado del arte en teoría de portafolios : del análisis individual de acciones a la optimización multiobjetivo

Ramírez Carmona, Natalie; García Salgado, Oswaldo - In: Economía coyuntural : revista de temas de conyunctura … 1 (2016) 4, pp. 101-144

Persistent link: https://www.econbiz.de/10012022908

Commercial bank capital and risk in India : does financial crisis matter?

Mohanty, Seba; Mahakud, Jitendra - In: Cogent economics & finance 6 (2018) 1, pp. 1-23

This study investigates the relationship between bank capital and risk in the Indian banking sector. The sample … causality test to find out the relationship between risk and capital. The result signifies that there is a unidirectional … causality, i.e. risk is causing capital for all the three types of commercial banks. Furthermore, we examine the impact of risk …

Persistent link: https://www.econbiz.de/10012023171

Application of discriminant analysis to diagnose the financial distress

Soni, Rashmi - In: Theoretical economics letters 9 (2019) 4, pp. 1197-1209

Persistent link: https://www.econbiz.de/10012023294

Dividend catering, life-cycle, and policy : evidence from Indonesia

Budiarso, Novi Swandari; Subroto, Bambang; Sutrisno Sutrisno - In: Cogent economics & finance 7 (2019) 1, pp. 1-15

that pseudo R-squared and confidence improve under the dividend policy when controlling for risk and dividend payers. We …

Persistent link: https://www.econbiz.de/10012023394

A study on volatility of selected public sector banks with BSE bank index

Balaji, Ch.; Kumar, G. Praveen - In: Mudra : journal of finance and accounting 5 (2018) 2, pp. 85-96

Persistent link: https://www.econbiz.de/10012026045

Electricity market operation : transitioning from a free market to a single buyer structure

Daglish, Toby; Bragança, Gabriel Godofredo Fiuza de; … - 2016

We examine electricity market reform in Brazil: from the 1990s till 2004 the largely hydro-powered market cleared using a market mechanism, and in March 2004 reformed to a single buyer structure. We model monthly log price differences using a two-state Markov Switching model, allowing water...

Persistent link: https://www.econbiz.de/10012059460

A general framework for studying contests

Bastani, Spencer; Giebe, Thomas; Gürtler, Oliver - 2019

We develop a general framework to study contests, containing the well-known models of Tullock (1980) and Lazear & Rosen (1981) as special cases. The contest outcome depends on players' effort and skill, the latter being subject to symmetric uncertainty. The model is tractable, because a...

Persistent link: https://www.econbiz.de/10012138813