Works matching DE "INVESTMENT policy"
Results: 4328
Equilibrium strategies for collective DC pension plans with a delayed retirement under 4/2 stochastic volatility model: Equilibrium strategies for collective DC pension plans...: L. Zhang et al.
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- Computational & Applied Mathematics, 2025, v. 44, n. 3, p. 1, doi. 10.1007/s40314-025-03133-x
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Portfolio and reinsurance optimization under unknown market price of risk.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 217, doi. 10.1080/14697688.2024.2384392
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Optimal timing and proportion in two stages learning investment.
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- Review of Quantitative Finance & Accounting, 2025, v. 64, n. 3, p. 1001, doi. 10.1007/s11156-024-01325-w
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Combining low-volatility and mean-reversion anomalies: Better together?
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- Algorithmic Finance, 2023, v. 10, n. 3/4, p. 70, doi. 10.3233/AF-220441
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Resolving Tensions Between Heterogeneous Investors in a Startup.
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- Management Science, 2025, v. 71, n. 3, p. 2678, doi. 10.1287/mnsc.2022.01724
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The Effect of Foreign Direct Investment, Domestic Investment, and Trade on Economic Growth: Evidence from the Baltic Countries.
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- Economics / Ekonomika, 2024, v. 103, n. 4, p. 129, doi. 10.15388/Ekon.2024.103.4.8
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Rethinking ethics in AI policy: a method for synthesising Graham's critical discourse analysis approaches and the philosophical study of valuation.
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- Critical Discourse Studies, 2025, v. 22, n. 2, p. 210, doi. 10.1080/17405904.2023.2282496
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Time-consistent robust investment-reinsurance strategy with common shock dependence under CEV model.
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- PLoS ONE, 2025, v. 20, n. 2, p. 1, doi. 10.1371/journal.pone.0316649
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Robust two-player differential investment game of defined contribution pension plans under multiple risks.
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- Scandinavian Actuarial Journal, 2025, v. 2025, n. 2, p. 168, doi. 10.1080/03461238.2024.2401399
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A Novel Window Analysis and Its Application to Evaluating High-Frequency Trading Strategies.
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- Computational Economics, 2025, v. 65, n. 2, p. 795, doi. 10.1007/s10614-023-10528-7
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INVESTICIJSKI FONDOVI U FEDERACIJI BOSNI I HERCEGOVINI: TRENUTNO STANJE, IZAZOVI I PERSPEKTIVE.
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- Business Consultant / Poslovni Konsultant, 2024, v. 15, n. 141, p. 60
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Mispricing in linear asset pricing models.
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- Applied Economics, 2025, v. 57, n. 11, p. 1196, doi. 10.1080/00036846.2024.2311733
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Developing Blueprints for Robust Regional Bioeconomy Strategies: The Case of Western Macedonia.
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- Land (2012), 2025, v. 14, n. 2, p. 418, doi. 10.3390/land14020418
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A Rule-Based Stock Trading Recommendation System Using Sentiment Analysis and Technical Indicators.
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- Electronics (2079-9292), 2025, v. 14, n. 4, p. 773, doi. 10.3390/electronics14040773
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Optimization of Fresh Produce Supply Chain Resilience Capacity: An Extension Strategy Generation Method.
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- Symmetry (20738994), 2025, v. 17, n. 2, p. 272, doi. 10.3390/sym17020272
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Optimizing Investment Portfolios with Bacterial Foraging and Robust Risk Management.
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- Algorithms, 2025, v. 18, n. 2, p. 109, doi. 10.3390/a18020109
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The Impact of Gold Returns, Bitcoin Returns, and Rising Food Price on Hedging Capability Against Education Costs in Indonesia.
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- Dinasti International Journal of Economics, Finance & Accounting (DIJEFA), 2025, v. 5, n. 6, p. 5759, doi. 10.38035/dijefa.v5i6.3741
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Efficient Capital Market Theory and its Implications for Investment Decision Making in Financial Markets.
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- Dinasti International Journal of Economics, Finance & Accounting (DIJEFA), 2025, v. 5, n. 6, p. 5963, doi. 10.38035/dijefa.v5i6.3682
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OVERINVESTMENT AND UNDERINVESTMENT PROBLEMS: DETERMINING FACTORS, CONSEQUENCES AND SOLUTIONS.
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- Corporate Ownership & Control, 2007, v. 5, n. 1, p. 79
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Corporate Citizenship in South Africa.
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- Journal of Corporate Citizenship, 2005, n. 18, p. 29, doi. 10.9774/GLEAF.4700.2005.su.00007
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Newspaper quality, content and competition in New Zealand.
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- Pacific Journalism Review: Te Koakoa, 2014, v. 20, n. 1, p. 181, doi. 10.24135/pjr.v20i1.193
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EL PLAN NACIONAL DE DESARROLLO 2018-2022 "PACTO POR COLOMBIA, PACTO POR LA EQUIDAD". REFLEXIONES Y PROPUESTAS.
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- Revista de Economía Institucional, 2020, v. 22, n. 43, p. 195, doi. 10.18601/01245996.v22n43.09
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Data Snooping and Market-Timing Rule Performance.
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- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 550, doi. 10.1093/jjfinec/nbq032
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Shareholder valuation of foreign investment and expansion.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2006, v. 27, n. 12, p. 1123, doi. 10.1002/smj.561
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Direct and interaction effects of top management team and board compositions on R&D investment strategy.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2006, v. 27, n. 11, p. 1081, doi. 10.1002/smj.554
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Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil.
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- Scottish Journal of Political Economy, 2019, v. 66, n. 1, p. 180, doi. 10.1111/sjpe.12177
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BACKGROUND RISK AND UNIVERSITY ENDOWMENT FUNDS.
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- Review of Economics & Statistics, 2012, v. 94, n. 3, p. 789, doi. 10.1162/REST_a_00180
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$100 BILLS ON THE SIDEWALK: SUBOPTIMAL INVESTMENT IN 401(K) PLANS.
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- Review of Economics & Statistics, 2011, v. 93, n. 3, p. 748, doi. 10.1162/REST_a_00100
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ASYMMETRIC EFFECTS OF CORRUPTION ON FDI: EVIDENCE FROM SWEDISH MULTINATIONAL FIRMS.
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- Review of Economics & Statistics, 2008, v. 90, n. 4, p. 627, doi. 10.1162/rest.90.4.627
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OPTIMAL PORTFOLIO CHOICE UNDER LOSS AVERSION.
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- Review of Economics & Statistics, 2004, v. 86, n. 4, p. 973, doi. 10.1162/0034653043125167
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U.S. Investors' Emerging Market Equity Portfolios: A Security-level Analysis.
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- Review of Economics & Statistics, 2004, v. 86, n. 3, p. 691, doi. 10.1162/0034653041811671
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STOCHASTIC OPTIMAL CONTROL BY PSEUDO-INVERSE.
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- Review of Economics & Statistics, 1983, v. 65, n. 2, p. 347, doi. 10.2307/1924504
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The Discontinuation of a Vicious Cycle? The Evolutionary Contour of China's Central–Local Relations, 1978–2018.
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- Issues & Studies, 2020, v. 56, n. 1, p. N.PAG, doi. 10.1142/S1013251120400019
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Does industrial concentration impact on the relationship between policies and volatility?
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- International Review of Applied Economics, 2010, v. 24, n. 2, p. 179, doi. 10.1080/02692170903424315
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Interdependency and adjustments in the European Union.
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- International Review of Applied Economics, 2008, v. 22, n. 1, p. 17, doi. 10.1080/02692170701745879
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Agricultural Decisions after Relaxing Credit and Risk Constraints*.
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- Quarterly Journal of Economics, 2014, v. 129, n. 2, p. 597, doi. 10.1093/qje/qju002
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If prevention is better than cure, why do firms do the opposite?
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- Total Quality Management & Business Excellence, 2009, v. 20, n. 9, p. 905, doi. 10.1080/14783360903181578
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Advancing the multiple streams framework for decision-making: the case of integrating ethics into the Norwegian oil fund strategy.
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- Policy Sciences, 2024, v. 57, n. 1, p. 125, doi. 10.1007/s11077-023-09518-1
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ASSESSING FINANCIAL RISK TOLERANCE OF PORTFOLIO INVESTORS USING DATA ENVELOPMENT ANALYSIS.
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- International Journal of Information Technology & Decision Making, 2005, v. 4, n. 3, p. 491, doi. 10.1142/S0219622005001660
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Expectation errors, uncertainty, and economic activity.
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- Oxford Economic Papers, 2015, v. 67, n. 3, p. 634, doi. 10.1093/oep/gpv003
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Multiple strategies for trading short-term stock index futures based on visual trend bands.
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- Multimedia Tools & Applications, 2021, v. 80, n. 28/29, p. 35481, doi. 10.1007/s11042-020-10496-2
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Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2743, doi. 10.1007/s11009-022-09927-4
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- Article
Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 1021, doi. 10.1007/s11009-022-09942-5
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Robust Optimal Investment Problem with Delay under Heston's Model.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 1271, doi. 10.1007/s11009-021-09885-3
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Optimal Reinsurance and Investment Strategy for an Insurer in a Model with Delay and Jumps.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 777, doi. 10.1007/s11009-019-09734-4
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Exhibiting Abnormal Returns Under a Risk Averse Strategy.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 2, p. 551, doi. 10.1007/s11009-018-9673-9
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Accurate and Robust Numerical Methods for the Dynamic Portfolio Management Problem.
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- Computational Economics, 2017, v. 49, n. 3, p. 433, doi. 10.1007/s10614-016-9569-0
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Intertemporal asset allocation when the underlying factors are unobservable.
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- Computational Economics, 2007, v. 29, n. 3/4, p. 383, doi. 10.1007/s10614-006-9072-0
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Asset Price Dynamics among Heterogeneous Interacting Agents.
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- Computational Economics, 2003, v. 22, n. 2/3, p. 213, doi. 10.1023/A:1026137931041
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Capacity Investment Planning for Multiple Vaccines under Uncertainty 2: Financial Risk Analysis.
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- Food & Bioproducts Processing: Transactions of the Institution of Chemical Engineers Part C, 2007, v. 85, n. 1, p. 129, doi. 10.1205/fbp06002
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