Works matching DE "INVESTMENT analysis -- Mathematical models"

Results: 49

Day-of-the-week effect on the Tunisian stock market return and volatility.

Published in:

Cogent Business & Management, 2016, v. 3, n. 1, p. 1, doi. 10.1080/23311975.2016.1147111

By:

Derbali, Abdelkader;
Hallara, Slaheddine;
McMillan, David

Publication type:

Article

Giving Credit Where Credit Is Due.

Published in:: Financial Executive, 1999, v. 15, n. 1, p. 10
Publication type:: Article

Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds.

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 675, doi. 10.1093/rfs/hhq074

By:

Da, Zhi;
Gao, Pengjie;
Jagannathan, Ravi

Publication type:

Article

The Price Impact of Institutional Herding.

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 892, doi. 10.1093/rfs/hhq137

By:

Dasgupta, Amil;
Prat, Andrea;
Verardo, Michela

Publication type:

Article

Inheriting Losers.

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 786, doi. 10.1093/rfs/hhq084

By:

Jin, Li;
Scherbina, Anna

Publication type:

Article

Price Efficiency and Short Selling.

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 821, doi. 10.1093/rfs/hhq124

By:

Saffi, Pedro A. C.;
Sigurdsson, Kari

Publication type:

Article

Biases in Decomposing Holding-Period Portfolio Returns.

Published in:

Review of Financial Studies, 2008, v. 21, n. 5, p. 2243, doi. 10.1093/rfs/hhl034

By:

Weimin Liu;
Strong, Norman

Publication type:

Article

Good IPOs Draw in Bad: Inelastic Banking Capacity and Hot Markets.

Published in:

Review of Financial Studies, 2008, v. 21, n. 5, p. 1873, doi. 10.1093/rfs/hhm018

By:

Khanna, Naveen;
Noe, Thomas H.;
Sonti, Ramana

Publication type:

Article

A Model for Building a Lower-Cost Portfolio Using Active, Passive, and Smart Beta Products.

Published in:

Journal of Financial Planning, 2017, v. 30, n. 6, p. 40

By:

Pittman, Sam

Publication type:

Article

Can a Hybrid Method Improve Equity Valuation? An Empirical Evaluation of the Ohlson and Johannesson (2016) Model.

Published in:

Accounting Review, 2019, v. 94, n. 6, p. 227, doi. 10.2308/accr-52415

By:

Gao, Zhan;
Myers, James N.;
Myers, Linda A.;
Wu, Wan-Ting

Publication type:

Article

Understanding the Business Value of Information Technology Investments: Theoretical Evidence from Alternative Market and Cost Structures.

Published in:

Journal of Management Information Systems, 2004, v. 21, n. 2, p. 61, doi. 10.1080/07421222.2004.11045804

By:

THATCHER, MATT E.;
PINGRY, DAVID E.

Publication type:

Article

Prioritizing a Portfolio of Information Technology Investment Projects.

Published in:

Journal of Management Information Systems, 2004, v. 21, n. 2, p. 33, doi. 10.1080/07421222.2004.11045803

By:

BARDHAN, INDRANIL;
BAGCHI, SUGATO;
SOUGSTAD, RYAN

Publication type:

Article

A Framework for Assessing the Business Value of Information Technology Infrastructures.

Published in:

Journal of Management Information Systems, 2004, v. 21, n. 2, p. 11, doi. 10.1080/07421222.2004.11045801

By:

KUMAR, RAM L.

Publication type:

Article

The Complementarity of Information Technology Infrastructure and E-Commerce Capability: A Resource-Based Assessment of Their Business Value.

Published in:

Journal of Management Information Systems, 2004, v. 21, n. 1, p. 167, doi. 10.1080/07421222.2004.11045794

By:

ZHU, KEVIN

Publication type:

Article

Reexamining the Value Relevance of E-Commerce Initiatives.

Published in:

Journal of Management Information Systems, 2004, v. 21, n. 1, p. 55, doi. 10.1080/07421222.2004.11045788

By:

DEHNING, BRUCE;
RICHARDSON, VERNON J.;
URBACZEWSKI, ANDREW;
WELLS, JOHN D.

Publication type:

Article

Determinants of Industrial Production in Turkey.

Published in:

European Journal of Economic & Political Studies, 2014, v. 7, n. 1, p. 1

By:

ÖZTÜRK, Mustafa;
AĞAN, Yavuz

Publication type:

Article

TIME VARIABILITY IN MARKET RISK AVERSION.

Published in:

Journal of Financial Research, 2009, v. 32, n. 3, p. 285, doi. 10.1111/j.1475-6803.2009.01251.x

By:

Berger, Dave;
Turtle, H. J.

Publication type:

Article

Stale Prices and the Performance Evaluation of Mutual Funds.

Published in:

Journal of Financial & Quantitative Analysis, 2011, v. 46, n. 2, p. 369, doi. 10.1017/S0022109010000773

By:

Qian, Meijun

Publication type:

Article

Holdings Data, Security Returns, and the Selection of Superior Mutual Funds.

Published in:

Journal of Financial & Quantitative Analysis, 2011, v. 46, n. 2, p. 341, doi. 10.1017/S0022109011000019

By:

Elton, Edwin J.;
Gruber, Martin J.;
Blake, Christopher R.

Publication type:

Article

Nonparametric Estimation of the Short Rate Diffusion Process from a Panel of Yields.

Published in:

Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 5, p. 1197, doi. 10.1017/S0022109009990330

By:

Sam, Abdoul G.;
Jiang, George J.

Publication type:

Article

International Cross-Listing and Visibility.

Published in:

Journal of Financial & Quantitative Analysis, 2002, v. 37, n. 3, p. 495, doi. 10.2307/3594990

By:

Baker, H. Kent;
Nofsinger, John R.;
Weaver, Daniel G.

Publication type:

Article

The Impact of the Degrees of Operating and Financial Leverage on Systematic Risk of Common Stock.

Published in:

Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 1, p. 45, doi. 10.2307/2331000

By:

Mandelker, Gershon N.;
Rhee, S. Ghon

Publication type:

Article

Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 411, doi. 10.2307/2330937

By:

Aivazian, Varouj A.;
Callen, Jeffrey L.;
Krinsky, Itzhak;
Kwan, Clarence C.Y.

Publication type:

Article

Abnormal Returns from Merger Profiles.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 2, p. 149, doi. 10.2307/2330914

By:

Wansley, James W.;
Roenfeldt, Rodney L.;
Cooley, Philip L.

Publication type:

Article

INTERTEMPORAL CROSS-DEPENDENCE IN SECURITIES DAILY RETURNS AND THE SHORT-RUN INTERVALING EFFECT ON SYSTEMATIC RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 1, p. 139, doi. 10.2307/2979023

By:

Hawawini, Gabriel A.

Publication type:

Article

ANALYSIS OF THE WARRANT HEDGE IN A STABLE PARETIAN MARKET.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 1, p. 85, doi. 10.2307/2330289

By:

Hilliard, Jimmy E.;
Leitch, Robert A.

Publication type:

Article

ON THE RELATIVE EFFECTIVENESS OF STOCHASTIC DOMINANCE RULES: EXTENSION TO DECREASINGLY RISK-AVERSE UTILITY FUNCTIONS.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 1, p. 73, doi. 10.2307/2330288

By:

Vickson, R. G.;
Altmann, M.

Publication type:

Article

FUNCTIONAL FORM, SKEWNESS EFFECT AND THE RISK-RETURN RELATIONSHIP.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 1, p. 55, doi. 10.2307/2330287

By:

Lee, Cheng F.

Publication type:

Article

CAPITAL INVESTMENT UNDER UNCERTAINTY WITH ABANDONMENT OPTIONS.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 1, p. 39, doi. 10.2307/2330286

By:

Bonini, Charles P.

Publication type:

Article

OPTIMAL FINANCIAL POLICY IN IMPERFECT MARKETS.

Published in:

Journal of Financial & Quantitative Analysis, 1975, v. 10, n. 3, p. 457, doi. 10.2307/2330491

By:

Lloyd-Davies, Peter R.

Publication type:

Article

A CHANCE-CONSTRAINED APPROACH TO CAPITAL BUDGETING WITH PORTFOLIO TYPE PAYBACK AND LIQUIDITY CONSTRAINTS AND HORIZON POSTURE CONTROLS.

Published in:

Journal of Financial & Quantitative Analysis, 1967, v. 2, n. 4, p. 339, doi. 10.2307/2330080

By:

Byrne, R.;
Charnes, A.;
Cooper, W. W.;
Kortanek, K.

Publication type:

Article

YIELDS ON RECENTLY ISSUED CORPORATE BONDS: A NEW INDEX.

Published in:

Journal of Finance (Wiley-Blackwell), 1962, v. 17, n. 1, p. 81, doi. 10.2307/2977687

By:

KAPLAN, MORTIMER

Publication type:

Article

A decision model for the analysis of ergonomic investments.

Published in:

International Journal of Production Research, 2009, v. 47, n. 21, p. 6109, doi. 10.1080/00207540802165809

By:

Morse, Matthew;
Kros, John F.;
Scott Nadler, S.

Publication type:

Article

A Closer Look at Stochastic Dominance and Risk in Financial Economics.

Published in:

International Journal of Intelligent Technologies & Applied Statistics, 2010, v. 3, n. 1, p. 1

By:

Songsak Sriboonchitta;
Nguyen, Hung T.

Publication type:

Article

Centralization, Delegation, and Shared Responsibility in the Assignment of Capital Investment Decision Rights.

Published in:

Journal of Accounting Research (Wiley-Blackwell), 1995, v. 33, p. 135, doi. 10.2307/2491379

By:

BAIMAN, STANLEY;
RAJAN, MADHAV V.

Publication type:

Article

APLICACIÓN DEL MODELO ANFIS PARA PREDICCIÓN DE SERIES DE TIEMPO.

Published in:

Lámpsakos, 2013, v. 9, n. 1, p. 12, doi. 10.21501/21454086.927

By:

Correa Henao, Gabriel Jaime;
Montoya Suárez, Lina María

Publication type:

Article

The Limits to Minimum-Variance Hedging.

Published in:

Journal of Business Finance & Accounting, 2010, v. 37, n. 5/6, p. 737, doi. 10.1111/j.1468-5957.2009.02170.x

By:

Harris, Richard D. F.;
Shen, Jian;
Stoja, Evarist

Publication type:

Article

The Frequency of Financial Analysts' Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information.

Published in:

Journal of Business Finance & Accounting, 2008, v. 35, n. 7/8, p. 860, doi. 10.1111/j.1468-5957.2008.02108.x

By:

Holden, Craig W.;
Stuerke, Pamela S.

Publication type:

Article

Using the Capital Assets Pricing Model for risk management-A tool for multinational corporation managers.

Published in:

Thunderbird International Business Review, 2011, v. 53, n. 2, p. 145, doi. 10.1002/tie.20397

By:

Malul, Miki;
Rosenboim, Mosi;
Tarba, Shlomo Yedidia

Publication type:

Article

Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach.

Published in:

Review of Financial Studies, 2017, v. 30, n. 4, p. 1382, doi. 10.1093/rfs/hhx001

By:

Xuemin (Sterling) Yan;
Lingling Zheng

Publication type:

Article

Portable Alpha and Beta Strategies in the Euro Zone.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 204, doi. 10.3905/jpm.2004.204

By:

Amenc, Noël;
Malaise, Philippe;
Martellini, Lionel;
Sfeir, Daphné

Publication type:

Article

Optimal Credit Allocation for Buy-and-Hold Investors.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 73, doi. 10.3905/jpm.2004.73

By:

Dynkin, Lev;
Hyman, Jay;
Phelps, Bruce D.

Publication type:

Article

Active versus Passive Strategies for EAFE and the S&P 500.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 51, doi. 10.3905/jpm.2004.51

By:

Arshanapalli, Bala;
Switzer, Lorne N.;
Hung, Loretta T. S.

Publication type:

Article

Optimal Active Risk Budgeting Model.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 22, doi. 10.3905/jpm.2004.22

By:

Figelman, Ilya

Publication type:

Article

Liability-Relative Investing.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 8, doi. 10.3905/jpm.2004.8

By:

Waring, M. Barton

Publication type:

Article

Determination of the optimal ordering policy for the retailer with limited capitals when a supplier offers 2 levels of trade credit.

Published in:

Mathematical Methods in the Applied Sciences, 2017, v. 40, n. 18, p. 7686, doi. 10.1002/mma.4554

By:

Liao, Jui‐Jung;
Huang, Kuo‐Nan;
Chung, Kun‐Jen;
Lin, Shy‐Der;
Ting, Pin‐Shou;
Srivastava, H.M.

Publication type:

Article

Invariant Probabilistic Sensitivity Analysis.

Published in:

Management Science, 2013, v. 59, n. 11, p. 2536, doi. 10.1287/mnsc.2013.1719

By:

Baucells, Manel;
Borgonovo, Emanuele

Publication type:

Article

Software Development Outsourcing Contract: Structure and Business Value.

Published in:

Journal of Management Information Systems, 1993, v. 10, n. 1, p. 57, doi. 10.1080/07421222.1993.11517990

By:

Richmond, William B.;
Seidmann, Abraham

Publication type:

Article

Socially responsible investment fund performance: the impact of screening intensity.

Published in:

Accounting & Finance, 2010, v. 50, n. 2, p. 351, doi. 10.1111/j.1467-629X.2009.00336.x

By:

Lee, Darren D.;
Humphrey, Jacquelyn E.;
Benson, Karen L.;
Ahn, Jason Y. K.

Publication type:

Article