Works matching DE "MATHEMATICAL finance"

Results: 851

The Analyses of Risk Premium and the Model Revisions About Capital Asset Pricing Models.

Published in:

Journal of Systems Science & Information, 2006, v. 4, n. 2, p. 381

By:

Zetao Yan;
Linjie Sun;
Chuanliang Jia;
Lei Ji

Publication type:

Article

ESTIMATION OF GLOBAL BETA AND TESTS OF CAPITAL ASSET PRICING MODELS.

Published in:

International Journal of Finance, 2006, v. 18, n. 4, p. 4161

By:

Leyuan You;
Ghai, Gauri L.;
Welch, William W.

Publication type:

Article

Are Financial Development and Trade Openness Complements or Substitutes?

Published in:

Southern Economic Journal, 2010, v. 76, n. 3, p. 827, doi. 10.4284/sej.2010.76.3.827

By:

Dong-Hyeon Kim;
Shu-Chin Lin;
Yu-Bo Suen

Publication type:

Article

The Platonic Foundations of Finance and the Interpretation of Finance Models.

Published in:

Journal of Behavioral Finance, 2006, v. 7, n. 1, p. 43, doi. 10.1207/s15427579jpfm0701_5

By:

McGoun, Elton G.;
Zielonka, Piotr

Publication type:

Article

Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 33, doi. 10.1007/s10690-010-9119-z

By:

Liang, Jin;
Ma, Jun;
Wang, Tao;
Ji, Qin

Publication type:

Article

'Down-Side Risk' Probability Minimization Problem with Cox-Ingersoll-Ross's Interest Rates.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 69, doi. 10.1007/s10690-010-9121-5

By:

Hata, Hiroaki

Publication type:

Article

A Multifactor Model of Credit Spreads.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 105, doi. 10.1007/s10690-010-9123-3

By:

Bhar, Ramaprasad;
Handzic, Nedim

Publication type:

Article

Solutions and Simulations of Some One-Dimensional Stochastic Differential Equations.

Published in:

Asia-Pacific Financial Markets, 2010, v. 17, n. 4, p. 365, doi. 10.1007/s10690-009-9109-1

By:

Klebaner, F. C.;
Azmy, E.

Publication type:

Article

SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS.

Published in:

Advances in Complex Systems, 2011, v. 14, n. 3, p. 359, doi. 10.1142/S0219525911002949

By:

IRLE, ALBRECHT;
KAUSCHKE, JONAS;
LUX, THOMAS;
MILAKOVIĆ, MISHAEL

Publication type:

Article

Financial Data and the Skewed Generalized T Distribution.

Published in:

Management Science, 1998, v. 44, n. 12, p. 1650, doi. 10.1287/mnsc.44.12.1650

By:

Theodossiou, Panayiotis

Publication type:

Article

Estimating the cost of capital through time: An analysis of the sources of error.

Published in:

Management Science, 1998, v. 44, n. 4, p. 485, doi. 10.1287/mnsc.44.4.485

By:

Ferson, Wayne E.;
Locke, Dennis H.

Publication type:

Article

Some Results in the CAPM with Nontraded Endowments.

Published in:

Management Science, 1996, v. 42, n. 2, p. 286, doi. 10.1287/mnsc.42.2.286

By:

Oh, Gyutaeg

Publication type:

Article

COMPLETE PREPAYMENT MODELS FOR MORTGAGE-BACKED SECURITIES.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1665, doi. 10.1287/mnsc.38.11.1665

By:

Kang, Pan;
Zenios, Stavros A.

Publication type:

Article

THE CAPM AND THE CALENDAR: EMPIRICAL ANOMALIES AND THE RISK RETURN RELATIONSHIP.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1543, doi. 10.1287/mnsc.38.11.1543

By:

Bram Cadsby, Charles

Publication type:

Article

A REDUCTION METHOD APPLICABLE TO COMPOUND OPTION FORMULAS.

Published in:

Management Science, 1989, v. 35, n. 7, p. 823, doi. 10.1287/mnsc.35.7.823

By:

Schroder, Mark

Publication type:

Article

MEAN LOWER PARTIAL MOMENT VALUATION AND LOGNORMALLY DISTRIBUTED RETURNS.

Published in:

Management Science, 1988, v. 34, n. 4, p. 446, doi. 10.1287/mnsc.34.4.446

By:

Lee, Wayne Y.;
Rao, Ramesh K. S.

Publication type:

Article

BETA IN LINEAR RISK TOLERANCE ECONOMIES.

Published in:

Management Science, 1985, v. 31, n. 11, p. 1390, doi. 10.1287/mnsc.31.11.1390

By:

Grauer, Robert R.

Publication type:

Article

A non-destructive method for estimating woody biomass and carbon stocks of Vitellaria paradoxa in southern Mali, West Africa.

Published in:

Agroforestry Systems, 2021, v. 95, n. 1, p. 135, doi. 10.1007/s10457-020-00578-3

By:

Sanogo, Kapoury;
Bayala, Jules;
Villamor, Grace B.;
Dodiomon, Soro;
van Noordwijk, Meine

Publication type:

Article

Global Dynamics of Rational Difference Equations xn+1=xn+xn-1/q+ynyn-1 and yn+1=yn+yn-1/p+xnxn-1.

Published in:

Discrete Dynamics in Nature & Society, 2017, p. 1, doi. 10.1155/2017/1295089

By:

Liu, Keying;
Li, Peng;
Zhong, Weizhou

Publication type:

Article

Methodological Eclecticism in the Interpretation of the Essence of Financial System.

Published in:

Journal of International Economic Policy, 2014, v. 21, n. 2, p. 95

By:

SNIZHKO, OKSANA

Publication type:

Article

What Is the Cost of Financial Flexibility? Theory and Evidence for Make-Whole Call Provisions.

Published in:

Financial Management (Wiley-Blackwell), 2008, v. 37, n. 3, p. 485, doi. 10.1111/j.1755-053X.2008.00022.x

By:

Powers, Eric;
Tsyplakov, Sergey

Publication type:

Article

‘The Meaning of Internal Balance’ Thirty Years On.

Published in:

Economic Journal, 2009, v. 119, n. 541, p. F442, doi. 10.1111/j.1468-0297.2009.02315.x

By:

Bean, Charles

Publication type:

Article

NEAR-RATIONAL BEHAVIOUR AND FINANCIAL MARKET FLUCTUATIONS.

Published in:

Economic Journal, 1993, v. 103, n. 421, p. 1462, doi. 10.2307/2234477

By:

Yong Wang

Publication type:

Article

THE CAPITAL ASSET PRICING MODEL: THEORY AND EMPIRICISM.

Published in:

Economic Journal, 1983, v. 93, n. 369, p. 145, doi. 10.2307/2232170

By:

Levy, Haim

Publication type:

Article

On the Measurement of Market Power in the Banking Industry.

Published in:

Journal of Business Finance & Accounting, 2008, v. 35, n. 7/8, p. 1023, doi. 10.1111/j.1468-5957.2008.02098.x

By:

Delis, Manthos D.;
Staikouras, K. Christos;
Varlagas, Panagiotis T.

Publication type:

Article

Return Predictability of Higher-Moment CAPM Market Models.

Published in:

Journal of Business Finance & Accounting, 2008, v. 35, n. 7/8, p. 998, doi. 10.1111/j.1468-5957.2008.02102.x

By:

Hung, Chi-Hsiou

Publication type:

Article

The Impact of Mergers and Acquisitions on the Efficiency of the US Banking Industry: Further Evidence.

Published in:

Journal of Business Finance & Accounting, 2008, v. 35, n. 1/2, p. 50, doi. 10.1111/j.1468-5957.2007.02059.x

By:

Al-Sharkas, Adel A.;
Hassan, M. Kabir;
Lawrence, Shari

Publication type:

Article

The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds.

Published in:

Journal of Business Finance & Accounting, 2008, v. 35, n. 1/2, p. 200, doi. 10.1111/j.1468-5957.2007.02054.x

By:

Lucas, André;
Siegmann, Arjen

Publication type:

Article

Selecting a Bond-Pricing Model for Trading: Benchmarking, Pooling, and Other Issues.

Published in:

Journal of Business Finance & Accounting, 2008, v. 35, n. 1/2, p. 250, doi. 10.1111/j.1468-5957.2007.02061.x

By:

Sercu, Piet;
Vinaimont, Tom

Publication type:

Article

Managing Earnings with Intercorporate Investments.

Published in:

Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 671, doi. 10.1111/j.1468-5957.2006.00592.x

By:

Bøhren, Øyvind;
Haug, Jørgen

Publication type:

Article

The Price of UK Commercial Credit Lines: A Research Note.

Published in:

Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 932, doi. 10.1111/j.1468-5957.2006.00603.x

By:

Hanley, Aoife;
Ennew, Christine;
Binks, Martin

Publication type:

Article

The Effect of the Private Securities Litigation Reform Act on Analyst Forecast Properties: The Impact of Firm Size and Growth Opportunities.

Published in:

Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 767, doi. 10.1111/j.1468-5957.2006.00020.x

By:

Leung, Sidney;
Srinidhi, Bin

Publication type:

Article

Voluntary Disclosure of Information in a Setting in which Endowment of Information has Productive Value.

Published in:

Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 793, doi. 10.1111/j.1468-5957.2006.00604.x

By:

Frantz, Pascal;
Instefjord, Norvald

Publication type:

Article

Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?

Published in:

Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 839, doi. 10.1111/j.1468-5957.2006.00003.x

By:

Antoniou, Antonios;
Galariotis, Emilios C.;
Spyrou, Spyros I.

Publication type:

Article

Intra-Industry Effects of Earnings Restatements Due to Accounting Irregularities.

Published in:

Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 696, doi. 10.1111/j.1468-5957.2006.00607.x

By:

Tan Xu;
Najand, Mohammad;
Ziegenfuss, Douglas

Publication type:

Article

Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market.

Published in:

Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 885, doi. 10.1111/j.1468-5957.2006.00608.x

By:

Abad-Romero, Pilar;
Robles-Fernandez, M. Dolores

Publication type:

Article

An Exploration of the Conditional Timing Performance of UK Unit Trusts.

Published in:

Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 816, doi. 10.1111/j.1468-5957.2006.00617.x

By:

Byrne, Alistair;
Fletcher, Jonathan;
Ntozi, Patricia

Publication type:

Article

Decimal Pricing and Information-Based Trading: Tick Size and Informational Efficiency of Asset Price.

Published in:

Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 753, doi. 10.1111/j.1468-5957.2006.00622.x

By:

Xin Zhao;
Chung, Kee H.

Publication type:

Article

Discussion ofCost of Capital, Strategic Disclosures and Accounting Choice.

Published in:

Journal of Business Finance & Accounting, 2005, v. 32, n. 3/4, p. 635, doi. 10.1111/j.0306-686X.2005.00607.x

By:

Ashton, David

Publication type:

Article

The Pricing of Dividends in Equity Valuation.

Published in:

Journal of Business Finance & Accounting, 2005, v. 32, n. 3/4, p. 435, doi. 10.1111/j.0306-686X.2005.00600.x

By:

Hand, John R. M.;
Landsman, Wayne R.

Publication type:

Article

A UK Test of an Inflation-Adjusted Ohlson Model.

Published in:

Journal of Business Finance & Accounting, 2005, v. 32, n. 3/4, p. 487, doi. 10.1111/j.0306-686X.2005.00602.x

By:

Gregory, Alan;
Saleh, Walid;
Tucker, Jon

Publication type:

Article

ESTIMATING A FIRM'S COST OF CAPITAL: AN OPTION PRICING APPROACH.

Published in:

Journal of Business Finance & Accounting, 1991, v. 18, n. 2, p. 281, doi. 10.1111/j.1468-5957.1991.tb00594.x

By:

Chi-Cheng Hsia

Publication type:

Article

AN EMPIRICAL EVALUATION OF THE INTERTEMPORAL CAPITAL ASSET PRICING MODEL: THE STOCK MARKET IN SPAIN.

Published in:

Journal of Business Finance & Accounting, 1989, v. 16, n. 5, p. 729, doi. 10.1111/j.1468-5957.1989.tb00050.x

By:

Rubio, Gonzalo

Publication type:

Article

MARKET IMPERFECTIONS AND THE CAPITAL ASSET PRICING MODEL.

Published in:

Journal of Business Finance & Accounting, 1977, v. 4, n. 3, p. 327, doi. 10.1111/j.1468-5957.1977.tb00717.x

By:

Turnbull, S.M.

Publication type:

Article

CORPORATE FINANCE AND NORMALISED PRICE.

Published in:

Journal of Business Finance & Accounting, 1976, v. 3, n. 2, p. 115, doi. 10.1111/j.1468-5957.1976.tb00962.x

By:

Findlay III, M. Chapman

Publication type:

Article

The Valuation of Stock Warrants: A Reply.

Published in:

Journal of Business Finance & Accounting, 1975, v. 2, n. 3, p. 395, doi. 10.1111/j.1468-5957.1975.tb00951.x

By:

Bird, A. P.

Publication type:

Article

The Valuation of Stock Warrants: A Comment on the Bird Model.

Published in:

Journal of Business Finance & Accounting, 1975, v. 2, n. 3, p. 389, doi. 10.1111/j.1468-5957.1975.tb00950.x

By:

Skerratt, L. C. L.

Publication type:

Article

Application of the Capital Asset Pricing Model to Multi-period Investments.

Published in:

Journal of Business Finance & Accounting, 1975, v. 2, n. 3, p. 327, doi. 10.1111/j.1468-5957.1975.tb00943.x

By:

Bierman Jr., Harold;
Smidt, Seymour

Publication type:

Article

Managing Acquisitions of Strategic Business Units with the Aid of the Arbitrage Pricing Model.

Published in:

Academy of Management Review, 1987, v. 12, n. 4, p. 676, doi. 10.5465/AMR.1987.4306719

By:

Kroll, Mark;
Caples, Stephen

Publication type:

Article

The Global System of Finance.

Published in:

American Journal of Economics & Sociology, 2006, v. 65, n. 1, p. 189, doi. 10.1111/j.1536-7150.2006.00447.x

By:

Hessling, Alexandra;
Pahl, Hanno

Publication type:

Article