Works matching DE "MATHEMATICAL models of investments"
Results: 577
DOES ETHNICITY PAY? EVIDENCE FROM OVERSEAS CHINESE FDI IN CHINA.
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- Review of Economics & Statistics, 2013, v. 95, n. 3, p. 868, doi. 10.1162/REST_a_00281
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PARTISAN REPRESENTATION IN CONGRESS AND THE GEOGRAPHIC DISTRIBUTION OF FEDERAL FUNDS.
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- Review of Economics & Statistics, 2013, v. 95, n. 1, p. 127, doi. 10.1162/REST_a_00343
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INVESTMENTS IN PHARMACEUTICALS BEFORE AND AFTER TRIPS.
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- Review of Economics & Statistics, 2012, v. 94, n. 4, p. 1157, doi. 10.1162/REST_a_00214
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ROUGHING IT UP: INCLUDING JUMP COMPONENTS IN THE MEASUREMENT, MODELING, AND FORECASTING OF RETURN VOLATILITY.
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- Review of Economics & Statistics, 2007, v. 89, n. 4, p. 701, doi. 10.1162/rest.89.4.701
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THE EFFECT OF LONG MEMORY IN VOLATILITY ON STOCK MARKET FLUCTUATIONS.
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- Review of Economics & Statistics, 2007, v. 89, n. 4, p. 684, doi. 10.1162/rest.89.4.684
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ESTIMATING THE MARGINAL RATE OF SUBSTITUTION IN THE INTERTEMPORAL CAPITAL ASSET PRICING MODEL.
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- Review of Economics & Statistics, 1989, v. 71, n. 3, p. 365, doi. 10.2307/1926892
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THE EFFECTS OF UNCERTAINTY AND ADJUSTMENT COSTS ON INVESTMENT IN THE ALMOND INDUSTRY.
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- Review of Economics & Statistics, 1989, v. 71, n. 2, p. 263, doi. 10.2307/1926972
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The I-r hump: irreversible investment under uncertainty.
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- Oxford Economic Papers, 2000, v. 52, n. 3, p. 626, doi. 10.1093/oep/52.3.626
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An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory.
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- Computational Economics, 2018, v. 52, n. 1, p. 227, doi. 10.1007/s10614-017-9669-5
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BUSINESS GROUPS AND FINANCIAL CONSTRAINTS: EVIDENCE FROM PAKISTANI GROUP AFFILIATED FIRMS.
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- Journal of Developing Areas, 2015, v. 49, n. 2, p. 355, doi. 10.1353/jda.2015.0001
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On the Value Relevance of Asymmetric Financial Reporting Policies.
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- Journal of Accounting Research (Wiley-Blackwell), 2008, v. 46, n. 5, p. 1297, doi. 10.1111/j.1475-679X.2008.00309.x
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Auditor Reputation Building.
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- Journal of Accounting Research (Wiley-Blackwell), 2001, v. 39, n. 3, p. 599, doi. 10.1111/1475-679x.00030
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A Multivariate Analysis of Annual Earnings Forecasts Generated from Quarterly Forecasts of Financial Analysts and Univariate Time-Series Models.
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- Journal of Accounting Research (Wiley-Blackwell), 1980, v. 18, n. 2, p. 390, doi. 10.2307/2490585
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An Empirical Investigation of the Voluntary Disclosure of Corporate Earnings Forecasts.
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- Journal of Accounting Research (Wiley-Blackwell), 1980, v. 18, n. 1, p. 132, doi. 10.2307/2490396
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The API and the Design of Experiments.
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- Journal of Accounting Research (Wiley-Blackwell), 1979, v. 17, n. 2, p. 528, doi. 10.2307/2490517
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On the Variability of Accounting Income Numbers.
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- Journal of Accounting Research (Wiley-Blackwell), 1979, v. 17, n. 2, p. 305, doi. 10.2307/2490506
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The Impact of Price-Level Adjustment in the Context of Risk Assessment.
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- Journal of Accounting Research (Wiley-Blackwell), 1978, v. 16, p. 259, doi. 10.2307/2490437
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Optimal investment with stopping in finite horizon.
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- 2014
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- Abstract
Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange.
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- Dynamic Econometric Models, 2015, v. 15, p. 49, doi. 10.12775/DEM.2015.003
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A Portfolio Approach to Optimal Hedging for a Commercial Cattle Feedlot.
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- Journal of Futures Markets, 1987, v. 7, n. 4, p. 443, doi. 10.1002/fut.3990070407
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DISCUSSION OF: Investor Response to a Reduction in the Dividend Tax Rate: Evidence from the Jobs and Growth Tax Relief Reconciliation Act of 2003.
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- Journal of the American Taxation Association, 2008, v. 30, n. 2, p. 47, doi. 10.2308/jata.2008.30.2.47
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Modeling and Forecasting the Volatility of Oil Futures Using the ARCH Family Models.
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- Lahore Journal of Business, 2012, v. 1, n. 1, p. 79, doi. 10.35536/ljb.2012.v1.i1.a5
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Temporary Increases in Tariffs and Investment: The Chilean Experience.
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- Journal of Business & Economic Statistics, 2009, v. 27, n. 1, p. 113, doi. 10.1198/jbes.2009.0009
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How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?
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- Journal of Business & Economic Statistics, 2009, v. 27, n. 1, p. 95, doi. 10.1198/jbes.2009.0008
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Multivariate Tests of Mean--Variance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach.
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- Journal of Business & Economic Statistics, 2007, v. 25, n. 4, p. 398, doi. 10.1198/073500106000000468
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BERTRAND V s. COURNOT COMPETITION WITH UPSTREAM FIRM INVESTMENT.
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- Bulletin of Economic Research, 2016, v. 68, p. 56, doi. 10.1111/boer.12067
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Financial ratios applied to portfolio selection: Electre III methodology in buy-and-hold strategy.
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- Revista Organizações em Contexto, 2013, v. 9, n. 17, p. 281, doi. 10.15603/1982-8756/roc.v9n17p281-319
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LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL.
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- Macroeconomic Dynamics, 2006, v. 10, n. 3, p. 317, doi. 10.1017/S1365100506050231
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Industrial Structures Components of Finance Theory's CAPM.
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- Review of Industrial Organization, 1992, v. 7, n. 3/4, p. 361, doi. 10.1007/BF00353402
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equity attribution smoothing Method for non-rebalanced Periods.
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- Journal of Performance Measurement, 2016, v. 20, n. 4, p. 30
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Attribution Hears a Who! the case for decision-Maker Based Attribution.
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- Journal of Performance Measurement, 2016, v. 20, n. 3, p. 6
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A calibration algorithm for simulation-based pricing models.
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- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 371, doi. 10.1093/imaman/dpm020
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A minimax portfolio selection rule with linear programming solution.
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- Management Science, 1998, v. 44, n. 5, p. 643, doi. 10.1287/mnsc.44.5.673
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Estimating the cost of capital through time: An analysis of the sources of error.
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- Management Science, 1998, v. 44, n. 4, p. 485, doi. 10.1287/mnsc.44.4.485
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Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market.
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- Management Science, 1995, v. 41, n. 7, p. 1151, doi. 10.1287/mnsc.41.7.1151
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THE CAPM AND THE CALENDAR: EMPIRICAL ANOMALIES AND THE RISK RETURN RELATIONSHIP.
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- Management Science, 1992, v. 38, n. 11, p. 1543, doi. 10.1287/mnsc.38.11.1543
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THE CAPITAL ASSET PRICING MODEL WITH DIVERSE HOLDING PERIODS.
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- Management Science, 1992, v. 38, n. 11, p. 1529
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MEAN LOWER PARTIAL MOMENT VALUATION AND LOGNORMALLY DISTRIBUTED RETURNS.
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- Management Science, 1988, v. 34, n. 4, p. 446, doi. 10.1287/mnsc.34.4.446
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A NOTE ON THE USE OF THE CAPM AS A STRATEGIC PLANNING TOOL.
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- Management Science, 1985, v. 31, n. 12, p. 1589, doi. 10.1287/mnsc.31.12.1589
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OPTIMAL SEQUENTIAL INVESTMENT DECISIONS UNDER CONDITIONS OF UNCERTAINTY.
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- Management Science, 1983, v. 29, n. 1, p. 118, doi. 10.1287/mnsc.29.1.118
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MULTIPERIOD CONSUMPTION AND INVESTMENT BEHAVIOR WITH CONVEX TRANSACTIONS COSTS.
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- Management Science, 1979, v. 25, n. 11, p. 1127, doi. 10.1287/mnsc.25.11.1127
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Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression.
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- Journal of Applied Statistics, 2011, v. 38, n. 2, p. 287, doi. 10.1080/02664760903406462
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Neutrosophic Goal Programming applied to Bank: Three Investment Problem.
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- Neutrosophic Sets & Systems, 2016, v. 12, p. 96
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A NOTE ON RISK AVERSION AND INDIFFERENCE CURVES.
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- Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 3, p. 509, doi. 10.2307/2330551
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AN ANALYTICAL MODEL OF INTEREST RATE DIFFERENTIALS AND DIFFERENT DEFAULT RECOVERIES.
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- Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 3, p. 481, doi. 10.2307/2330547
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USING POOLED TIME-SERIES AND CROSS-SECTION DATA TO TEST THE FIRM AND TIME EFFECTS IN FINANCIAL ANALYSES.
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- Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 3, p. 457, doi. 10.2307/2330545
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A MODEL FOR BOND PORTFOLIO IMPROVEMENT.
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- Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 2, p. 243, doi. 10.2307/2330433
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A MONTE CARLO INVESTIGATION OF CHARACTERISTICS OF OPTIMAL GEOMETRIC MEAN PORTFOLIOS.
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- Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 2, p. 215, doi. 10.2307/2330431
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UNRECOVERED INVESTMENT, UNIQUENESS OF THE INTERNAL RATE, AND THE QUESTION OF PROJECT ACCEPTABILITY.
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- Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 1, p. 33, doi. 10.2307/2330285
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INTEREST RATES, LEVERAGE, AND INVESTOR RATIONALITY.
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- Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 1, p. 1, doi. 10.2307/2330283
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