Works matching DE "MATHEMATICAL finance"

Results: 850

Are large banks less risky?

Published in:

Service Industries Journal, 2011, v. 31, n. 13, p. 2111, doi. 10.1080/02642069.2010.503877

By:

Chen, Chun-Nan;
Li, Ming-YuanLeon;
Chou, Yi;
Chen, Li-Ling;
Liou, Wan-Ru

Publication type:

Article

Cross-country comparison of intellectual capital performance of commercial banks in Asian economies.

Published in:

Service Industries Journal, 2009, v. 29, n. 11, p. 1565, doi. 10.1080/02642060902793284

By:

Young, Chaur-Shiuh;
Su, Hwan-Yann;
Fang, Shih-Chieh;
Fang, Shyh-Rong

Publication type:

Article

Optimal expenditure patterns for risky R&D projects with time-dependent returns.

Published in:

R&D Management, 2000, v. 30, n. 3, p. 247, doi. 10.1111/1467-9310.00175

By:

Messica, Avi;
David, Israel

Publication type:

Article

Minimizing the payments and borrower risk in a mortgage.

Published in:

Automation & Remote Control, 2017, v. 78, n. 12, p. 2222, doi. 10.1134/S0005117917120104

By:

Malakh, S.;
Servakh, V.

Publication type:

Article

Combination of linear discriminant analysis and expert opinion for the construction of credit rating models: The case of SMEs.

Published in:

Cogent Business & Management, 2019, v. 6, n. 1, p. 1, doi. 10.1080/23311975.2019.1685926

By:

Habachi, Mohamed;
Benbachir, Saâd;
McMillan, David

Publication type:

Article

Multidimensional Insurance Model with Risk-Reducing Treaty.

Published in:

Stochastic Models, 2011, v. 27, n. 3, p. 363, doi. 10.1080/15326349.2011.593399

By:

Ramasubramanian, S.

Publication type:

Article

MODELING AND SOLVING ALTERNATIVE FINANCIAL SOLUTIONS SEEKING.

Published in:

Journal of Industrial & Management Optimization, 2015, v. 11, n. 1, p. 145, doi. 10.3934/jimo.2015.11.145

By:

FRÉNOD, EMMANUEL;
GOUIGOUX, JEAN-PHILIPPE;
TOURÉ, LANDRY

Publication type:

Article

DYNAMIC OPTIMIZATION MODELS IN FINANCE: SOME EXTENSIONS TO THE FRAMEWORK, MODELS, AND COMPUTATION.

Published in:

Journal of Industrial & Management Optimization, 2014, v. 10, n. 4, p. 1129, doi. 10.3934/jimo.2014.10.1129

By:

CRAVEN, BRUCE D.;
ISLAM, SARDAR M. N.

Publication type:

Article

AN OPTIMAL FINANCING MODEL: IMPLICATIONS FOR EXISTENCE OF OPTIMAL CAPITAL STRUCTURE.

Published in:

Journal of Industrial & Management Optimization, 2013, v. 9, n. 2, p. 431, doi. 10.3934/jimo.2013.9.431

By:

CRAVEN, B. D.;
ISLAM, SARDAR M. N.

Publication type:

Article

An Empirical Test of the Redistribution Effect in Pure Exchange Mergers.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 547, doi. 10.2307/2330947

By:

Eger, Carol Ellen

Publication type:

Article

The Stationarity of the Conditional Mean of Real Rates of Return on Common Stocks: An Empirical Investigation.

Published in:

Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 2, p. 217, doi. 10.2307/2330899

By:

Scott, Louis O.

Publication type:

Article

A Risk-Return Measure of Hedging Effectiveness.

Published in:

Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 1, p. 101, doi. 10.2307/2331004

By:

Howard, Charles T.;
D'Antonio, Louis J.

Publication type:

Article

Risk-Adjusted Values, Timing of Uncertainty Resolution, and the Measurement of Project Worth.

Published in:

Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 1, p. 83, doi. 10.2307/2331003

By:

Bernhard, Richard H.

Publication type:

Article

Market Resolution and Valuation in Incomplete Markets.

Published in:

Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 1, p. 29, doi. 10.2307/2330999

By:

John, Kose

Publication type:

Article

The Behavior of Stock Returns: Is It Stationary or Evolutionary.

Published in:

Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 1, p. 11, doi. 10.2307/2330998

By:

Hsu, D. A.

Publication type:

Article

On the Robustness of the Roll and Ross Arbitage Pricing Theory.

Published in:

Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 1, p. 1, doi. 10.2307/2330997

By:

Cho, D. Chinhyung;
Elton, Edwin J.;
Gruber, Martin J.

Publication type:

Article

Bond Price Dynamics and Options.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 517, doi. 10.2307/2330945

By:

Ball, Clifford A.;
Torous, Walter N.

Publication type:

Article

Fixed Rate Loan Commitments, Take-Down Risk and the Dynamics of Hedging with Futures.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 499, doi. 10.2307/2330944

By:

Ho, Thomas S.Y.;
Saunders, Anthony

Publication type:

Article

Expectations of Real Interest Rates and Aggregate Consumption: Empirical Tests.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 477, doi. 10.2307/2330943

By:

Ferson, Wayne E.

Publication type:

Article

The Role of Cash Balances in Firm Valuation.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 533, doi. 10.2307/2330946

By:

Morris, James R.

Publication type:

Article

A Reexamination of the Empirical Relationship between Investment and Financing Decisions.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 439, doi. 10.2307/2330939

By:

Peterson, Pamela P.;
Benesh, Gary A.

Publication type:

Article

The Modigliani-Miller Leverage Equation Considered in a Product Market Context.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 425, doi. 10.2307/2330938

By:

Alberts, William W.;
Hite, Gailen L.

Publication type:

Article

Comparative Performance of the Black-Scholes and Roll-Geske-Whaley Option Pricing Models.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 3, p. 345, doi. 10.2307/2330725

By:

Sterk, William E.

Publication type:

Article

Floating Rate Notes and Immunization.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 3, p. 365, doi. 10.2307/2330727

By:

Chance, Don M.

Publication type:

Article

An Analysis of the Performance of Publicly Traded Venture Capital Companies.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 3, p. 401, doi. 10.2307/2330729

By:

Martin, John D.;
Petty, J. William

Publication type:

Article

Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 2, p. 189, doi. 10.2307/2330917

By:

Jobson, J. D.;
Korkie, Bob

Publication type:

Article

A Dynamic Global Portfolio Immunization Strategy in the World of Multiple Interest Rate Changes: A Dynamic Immunization and Minimax Theorem.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 3, p. 355, doi. 10.2307/2330726

By:

Chulsoon Khang

Publication type:

Article

Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 2, p. 229, doi. 10.2307/2330921

By:

Thakor, Anjan V.;
Callaway, Richard

Publication type:

Article

Assumption Financing and Selling Price of Single-Family Homes.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 3, p. 307, doi. 10.2307/2330722

By:

Stacy Sirmans, G.;
Smith, Stanley D.;
Sirmans, C. F.

Publication type:

Article

On the Use of a Covariance Function in a Portfolio Model.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 2, p. 223, doi. 10.2307/2330920

By:

Dalal, Ardeshir J.

Publication type:

Article

The Analytic Relationship between Intervaling and Nontrading Effects in Continuous Time.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 2, p. 199, doi. 10.2307/2330918

By:

Theobald, Michael

Publication type:

Article

Multiperiod Pension Plans and ERISA.

Published in:

1982

By:

Langetieg, T. C.;
Findlay, M. C.;
da Motta, L. F. J.

Publication type:

Conference Paper/Materials

Further Results on the Constant Elasticity of Variance Call Option Pricing Model.

Published in:

1982

By:

Emanuel, David C.;
MacBeth, James D.

Publication type:

Conference Paper/Materials

Agency Theory and Stochastic Dominance.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 3, p. 341, doi. 10.2307/2330834

By:

Hughes, John S.

Publication type:

Article

Timing Decisions and the Behavior of Mutual Fund Systematic Risk.

Published in:

1982

By:

Alexander, Gordon J.;
Benson, P. George;
Eger, Carol E.

Publication type:

Conference Paper/Materials

Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium.

Published in:

1982

By:

Ramakrishnan, Ram T. S.;
Thakor, Anjan V.

Publication type:

Conference Paper/Materials

Empirical Evidence on Dividends as a Signal of Firm Value.

Published in:

1982

By:

Eades, Kenneth M.

Publication type:

Conference Paper/Materials

Fixed Rate or Index-Linked Mortgages from the Borrower's Point of View: A Note.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 3, p. 451, doi. 10.2307/2330840

By:

Statman, Meir

Publication type:

Article

On Valuation, Beta, and the Cost of Equity Capital: A Note.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 3, p. 441, doi. 10.2307/2330839

By:

Yagill, Joe

Publication type:

Article

Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 3, p. 425, doi. 10.2307/2330838

By:

Sen-Nan Chen;
Moore, William T.

Publication type:

Article

The Decision to Establish a Foreign Bank Branch or Subsidiary: An Application of Binary Classification Procedures.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 3, p. 411, doi. 10.2307/2330837

By:

Ball, Clifford A;
Tschoegl, Adrian E.

Publication type:

Article

Measuring Portfolio Risk in Options.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 3, p. 391, doi. 10.2307/2330836

By:

Sears, R. Stephen;
Trennepohl, Gary L.

Publication type:

Article

Growth and Risk.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 3, p. 331, doi. 10.2307/2330833

By:

Senbet, Lemma W.;
Thompson, Howard E.

Publication type:

Article

An Equilibrium Model of Bond Pricing and a Test of Market Efficiency.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 3, p. 301, doi. 10.2307/2330832

By:

Brennan, Michael J.;
Schwartz, Eduardo S.

Publication type:

Article

DIVERGENT RATES, FINANCIAL RESTRICTIONS AND RELATIVE PRICES IN CAPITAL MARKET EQUILIBRIUM.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 3, p. 509, doi. 10.2307/2330398

By:

Cheng, Pao L.

Publication type:

Article

ADDITIONAL EVIDENCE OF HETEROSCEDASTICITY IN THE MARKET MODEL.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 2, p. 299, doi. 10.2307/2330347

By:

Bey, Roger P.;
Pinches, George E.

Publication type:

Article

OPTIMAL EQUITY AND FINANCING MODEL OF KROUSE AND LEE: CORRECTIONS AND EXTENSIONS.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 3, p. 487, doi. 10.2307/2330154

By:

Sethi, Suresh P.

Publication type:

Article

ON THE FINANCIAL APPLICATIONS OF DISCRIMINANT ANALYSIS: COMMENT.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 201, doi. 10.2307/2330536

By:

Scott, Elton

Publication type:

Article

FINANCIAL APPLICATIONS OF DISCRIMINANT ANALYSIS: A CLARIFICATION.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 185, doi. 10.2307/2330534

By:

Altman, Edward I.;
Eisenbeis, Robert A.

Publication type:

Article

EVALUATING NEGATIVE BENEFITS.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 173, doi. 10.2307/2330532

By:

Beedles, William L.

Publication type:

Article