Works matching DE "MATHEMATICAL models of investments"

Results: 580

Making a distinction between the effect of initial stock and investment in health determinants.

Published in:

2017

By:

Robledo, Esther;
Rodriguez-Alvarez, Ana;
Shmarev, Andrey;
Robledo, Esther Lafuente;
Shmarev, Andrey Shmarev

Publication type:

journal article

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

NUMERICAL METHODS FOR AN OPTIMAL INVESTMENT-CONSUMPTION MODEL.

Published in:

Mathematics of Operations Research, 1991, v. 16, n. 4, p. 823, doi. 10.1287/moor.16.4.823

By:

Fitzpatrick, Ben G.;
Fleming, Wendell H.

Publication type:

Article

AN OPTIMAL INVESTMENT/CONSUMPTION MODEL WITH BORROWING.

Published in:

Mathematics of Operations Research, 1991, v. 16, n. 4, p. 802, doi. 10.1287/moor.16.4.802

By:

Fleming, Wendell H.;
Zariphopoulou, Thaleia

Publication type:

Article

A solvable singular control problem driven by a jump diffusion process with applications.

Published in:

Stochastic Models, 2016, v. 32, n. 1, p. 136, doi. 10.1080/15326349.2015.1090881

By:

Pan, Chen;
Zhang, Shuguang

Publication type:

Article

Risk Decomposition: Variance or Standard Deviation---A Reexamination and Extension.

Published in:

Journal of Financial & Quantitative Analysis, 1987, v. 22, n. 2, p. 237, doi. 10.2307/2330715

By:

van Zijl, Tony

Publication type:

Article

Tests of an American Option Pricing Model on the Foreign Currency Options Market.

Published in:

Journal of Financial & Quantitative Analysis, 1987, v. 22, n. 2, p. 153, doi. 10.2307/2330710

By:

Bodurtha Jr., James N.;
Courtadon, Georges R.

Publication type:

Article

Option Pricing when the Variance Is Changing.

Published in:

Journal of Financial & Quantitative Analysis, 1987, v. 22, n. 2, p. 143, doi. 10.2307/2330709

By:

Johnson, Herb;
Shanno, David

Publication type:

Article

Transaction Data Tests of the Mixture of Distributions Hypothesis.

Published in:

Journal of Financial & Quantitative Analysis, 1987, v. 22, n. 2, p. 127, doi. 10.2307/2330708

By:

Harris, Lawrence

Publication type:

Article

Unit Roots Tests: Evidence from the Foreign Exchange Futures Market.

Published in:

Journal of Financial & Quantitative Analysis, 1987, v. 22, n. 1, p. 101, doi. 10.2307/2330873

By:

Doukas, John;
Rahman, Abdul

Publication type:

Article

Price Changes of Related Securities: The Case of Call Options and Stocks.

Published in:

Journal of Financial & Quantitative Analysis, 1987, v. 22, n. 1, p. 1, doi. 10.2307/2330866

By:

Bhattacharya, Mihir

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

Functional Forms and the Capital Asset Pricing Model.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 3, p. 319, doi. 10.2307/2330723

By:

McDonald, Bill

Publication type:

Article

NECESSARY AND SUFFICIENT CONDITIONS FOR THE MEAN-VARIANCE PORTFOLIO MODEL WITH CONSTANT RISK AVERSION.

Published in:

Journal of Financial & Quantitative Analysis, 1981, v. 16, n. 2, p. 169, doi. 10.2307/2330644

By:

Epps, Thomas W.

Publication type:

Article

CONSUMPTION, INVESTMENT, MARKET PRICE OF RISK, AND THE RISK-FREE RATE.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 5, p. 1025, doi. 10.2307/2330170

By:

Lin, Winston T.;
Jen, Frank C.

Publication type:

Article

THE COST OF INFORMATION AND EQUILIBRIUM IN THE CAPITAL ASSET MARKET.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 3, p. 497, doi. 10.2307/2330397

By:

Owen, Joel;
Rabinovitch, Ramon

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

TOTAL RISK, DIVERSIFIABLE RISK AND NONDIVERSIFIABLE RISK: A PEDAGOGIC NOTE.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 2, p. 289, doi. 10.2307/2330346

By:

Ben-Horim, Moshe;
Levy, Haim

Publication type:

Article

A REEXAMINATION OF THE EX POST RISK-RETURN TRADEOFF ON COMMON STOCKS.

Published in:

Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 2, p. 395, doi. 10.2307/2330511

By:

McEnally, Richard W.;
Upton, David E.

Publication type:

Article

EFFECTS OF UNCERTAIN AND NONSTATIONARY PARAMETERS UPON CAPITAL MARKET EQUILIBRIUM CONDITIONS.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 3, p. 419, doi. 10.2307/2330150

By:

Barry, Christopher B.

Publication type:

Article

IDENTIFYING THE SSD PORTION OF THE EV FRONTIER: A NOTE.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 167, doi. 10.2307/2330531

By:

Perrakis, Stylianos;
Zerbinis, John

Publication type:

Article

MEAN-ABSOLUTE-DEVIATION VERSUS LEAST-SQUARES REGRESSION ESTIMATION OF BETA COEFFICIENTS.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 123, doi. 10.2307/2330527

By:

Cornell, Bradford;
Dietrich, J. Kimball

Publication type:

Article

AN EMPIRICAL EXAMINATION OF INDEX EFFICIENCY: IMPLICATIONS FOR INDEX FUNDS.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 93, doi. 10.2307/2330524

By:

Burgess, Richard C.;
O'Dell, Bruce T.

Publication type:

Article

ON THE BONESS AND BLACK-SCHOLES MODELS FOR VALUATION OF CALL OPTIONS.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 15, doi. 10.2307/2330517

By:

Galai, Dan

Publication type:

Article

ON MULTIPERIOD STOCHASTIC DOMINANCE.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 1, doi. 10.2307/2330516

By:

Huang, C. C.;
Vertinsky, I.;
Ziemba, W. T.

Publication type:

Article

A MONTE CARLO INVESTIGATION OF CHARACTERISTICS OF OPTIMAL GEOMETRIC MEAN PORTFOLIOS.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 2, p. 215, doi. 10.2307/2330431

By:

Maier, Steven F.;
Peterson, David W.;
Vander Weide, James H.

Publication type:

Article

A NOTE ON RISK AVERSION AND INDIFFERENCE CURVES.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 3, p. 509, doi. 10.2307/2330551

By:

Amihud, Yakov

Publication type:

Article

AN ANALYTICAL MODEL OF INTEREST RATE DIFFERENTIALS AND DIFFERENT DEFAULT RECOVERIES.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 3, p. 481, doi. 10.2307/2330547

By:

Yawitz, Jess B.

Publication type:

Article

USING POOLED TIME-SERIES AND CROSS-SECTION DATA TO TEST THE FIRM AND TIME EFFECTS IN FINANCIAL ANALYSES.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 3, p. 457, doi. 10.2307/2330545

By:

Hui-Shyong Chang;
Lee, Cheng F.

Publication type:

Article

A MODEL FOR BOND PORTFOLIO IMPROVEMENT.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 2, p. 243, doi. 10.2307/2330433

By:

Hodges, S. D.;
Schaefer, S. M.

Publication type:

Article

UNRECOVERED INVESTMENT, UNIQUENESS OF THE INTERNAL RATE, AND THE QUESTION OF PROJECT ACCEPTABILITY.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 1, p. 33, doi. 10.2307/2330285

By:

Bernhard, Richard H.

Publication type:

Article

INTEREST RATES, LEVERAGE, AND INVESTOR RATIONALITY.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 1, p. 1, doi. 10.2307/2330283

By:

Krainer, Robert E.

Publication type:

Article

A NOTE ON THE UNIQUENESS OF PORTFOLIO CHOICE.

Published in:

Journal of Financial & Quantitative Analysis, 1976, v. 11, n. 3, p. 481, doi. 10.2307/2330422

By:

Davies, Laurie;
Ronnirtg, Gerd

Publication type:

Article

AN ALGORITHM FOR COUNTING THE NUMBER OF POSSIBLE PORTFOLIOS GIVEN LINEAR RESTRICTIONS ON THE WEIGHTS.

Published in:

Journal of Financial & Quantitative Analysis, 1976, v. 11, n. 3, p. 479, doi. 10.2307/2330421

By:

Hill, Rowland R.

Publication type:

Article

A LINEAR PROGRAMMING FORMULATION OF THE GENERAL PORTFOLIO SELECTION PROBLEM.

Published in:

Journal of Financial & Quantitative Analysis, 1973, v. 8, n. 4, p. 621, doi. 10.2307/2329828

By:

Stone, Bernell K.

Publication type:

Article

COMMENT: A MODEL OF CAPITAL ASSET RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1972, v. 7, n. 2, p. 1673, doi. 10.2307/2329947

By:

Hopewell, Michael H.

Publication type:

Article

UNSYSTEMATIC RISK OVER TIME.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 2, p. 785, doi. 10.2307/2329714

By:

Mokkelbost, Per B.

Publication type:

Article

A LINEAR PROGRAMMING APPROXIMATION FOR THE GENERAL PORTFOLIO ANALYSIS PROBLEM.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 5, p. 1263, doi. 10.2307/2329860

By:

Sharpe, William F.

Publication type:

Article

EFFICIENT PORTFOLIO SELECTIONS BEYOND THE MARKOWITZ FRONTIER.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 5, p. 1207, doi. 10.2307/2329857

By:

Pao Lun Cheng

Publication type:

Article

CALCULATION OF TAX EFFECTIVE YIELDS: A CORRECTION.

Published in:

1971

By:

Colin, J. W.;
Dyl, Edward A.

Publication type:

Correction Notice

ORDINAL PREDICTIONS AND THE SELECTION OF COMMON STOCKS.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 4, p. 1059, doi. 10.2307/2329605

By:

Litzenberger, Robert H.;
Joy, O. Maurice;
Jones, Charles P.

Publication type:

Article

STATISTICAL BIASES AND SECURITY RATES OF RETURN.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 3, p. 977, doi. 10.2307/2329915

By:

Cheng, Pao L.;
Deets, M. King

Publication type:

Article

UTILITY IMPLICATIONS OF PORTFOLIO SELECTION AND PERFORMANCE APPRAISAL MODELS.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 3, p. 913, doi. 10.2307/2329911

By:

Wippern, Ronald F.

Publication type:

Article

ANOTHER LOOK AT MUTUAL FUND PERFORMANCE.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 3, p. 909, doi. 10.2307/2329910

By:

Arditti, Fred D.

Publication type:

Article

REAL ESTATE INVESTMENT AND PORTFOLIO THEORY.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 2, p. 861, doi. 10.2307/2329720

By:

Friedman, Harris C.

Publication type:

Article

TERMINAL VALUE OR PRESENT VALUE IN CAPITAL BUDGETING PROGRAMS.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 1, p. 649, doi. 10.2307/2330134

By:

Jean, William H.

Publication type:

Article

THE MEASUREMENT OF SYSTEMATIC RISK FOR SECURITIES AND PORTFOLIOS: SOME EMPIRICAL RESULTS.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 2, p. 815, doi. 10.2307/2329716

By:

Jacob, Nancy L.

Publication type:

Article

AN EMPIRICAL ANALYSIS OF SOME ASPECTS OF COMMON STOCK DIVERSIFICATION.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 2, p. 797, doi. 10.2307/2329715

By:

Jennings, Edward H.

Publication type:

Article

AN EFFICIENT ALGORITHM FOR SOLVING LARGE-SCALE PORTFOLIO PROBLEMS.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 1, p. 627, doi. 10.2307/2330131

By:

Breen, Willaim;
Jackson, Richard

Publication type:

Article

A NOTE ON PORTFOLIO SELECTION AND INVESTORS' WEALTH.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 1, p. 639, doi. 10.2307/2330132

By:

Levy, Haim;
Sarnat, Marshall

Publication type:

Article