Works about MATHEMATICAL models of investments

Results: 580

The Impact of U.S. Individual and Institutional Investor Sentiment on Foreign Stock Markets.

Published in:

Journal of Behavioral Finance, 2006, v. 7, n. 3, p. 128, doi. 10.1207/s15427579jpfm0703_2

By:

Verma, Raul;
Soydemir, Gökçe

Publication type:

Article

Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach.

Published in:

Management Science, 2007, v. 53, n. 1, p. 135, doi. 10.1287/mnsc.1060.0596

By:

Briec, Walter;
Kerstens, Kristiaan;
Jokung, Octave

Publication type:

Article

A minimax portfolio selection rule with linear programming solution.

Published in:

Management Science, 1998, v. 44, n. 5, p. 643, doi. 10.1287/mnsc.44.5.673

By:

Young, Martin R.

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

Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market.

Published in:

Management Science, 1995, v. 41, n. 7, p. 1151, doi. 10.1287/mnsc.41.7.1151

By:

Lee, Shawin;
Chang, Kuo-Ping

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

THE CAPITAL ASSET PRICING MODEL WITH DIVERSE HOLDING PERIODS.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1529

By:

Samuelson, Paul A.

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

A NOTE ON THE USE OF THE CAPM AS A STRATEGIC PLANNING TOOL.

Published in:

Management Science, 1985, v. 31, n. 12, p. 1589, doi. 10.1287/mnsc.31.12.1589

By:

Boardman, Anthony E.;
Carruthers, Norman E.

Publication type:

Article

OPTIMAL SEQUENTIAL INVESTMENT DECISIONS UNDER CONDITIONS OF UNCERTAINTY.

Published in:

Management Science, 1983, v. 29, n. 1, p. 118, doi. 10.1287/mnsc.29.1.118

By:

Prastacos, Gregory P.

Publication type:

Article

Optimal investment with stopping in finite horizon.

Published in:

2014

By:

Xiongfei Jian;
Xun Li;
Fahuai Yi

Publication type:

Abstract

Intertemporal Cournot and Walras Equilibria: An Illustration.

Published in:

International Economic Review, 2002, v. 43, n. 1, p. 137, doi. 10.1111/1468-2354.t01-1-00006

By:

Cordella, Tito;
Datta, Manjira

Publication type:

Article

The effect on optimal portfolios of changing the return to a risky asset: The case of dependent...

Published in:

International Economic Review, 1994, v. 35, n. 3, p. 603, doi. 10.2307/2527076

By:

Meyer, Jack;
Ormiston, Michael B.

Publication type:

Article

SPANNING, PARENTO OPTIMALITY, AND THE MEAN-VARIANCE MODEL.

Published in:

International Economic Review, 1983, v. 24, n. 3, p. 649, doi. 10.2307/2648792

By:

Bosshardt, Donald I.

Publication type:

Article

Risk Premia in the Futures and Forward Markets.

Published in:

Journal of Futures Markets, 1993, v. 13, n. 4, p. 357, doi. 10.1002/fut.3990130404

By:

Cooper, Rick

Publication type:

Article

Graphical portfolio analysis.

Published in:

Financial Review, 1996, v. 31, n. 4, p. 869, doi. 10.1111/j.1540-6288.1996.tb00901.x

By:

Rodriguez, Ricardo J.

Publication type:

Article

The binomial model and risk neutrality: Some important details.

Published in:

Financial Review, 1995, v. 30, n. 3, p. 605, doi. 10.1111/j.1540-6288.1995.tb00848.x

By:

Nawalkha, Sanjay K.;
Chambers, Donald R.

Publication type:

Article

Identifying factors consistently related to Value Line earnings predictability.

Published in:

Financial Review, 1995, v. 30, n. 3, p. 445, doi. 10.1111/j.1540-6288.1995.tb00841.x

By:

Luttman, Suzanne M.;
Silhan, Peter

Publication type:

Article

A test of Stultz's overinvestment hypothesis.

Published in:

Financial Review, 1995, v. 30, n. 3, p. 387, doi. 10.1111/j.1540-6288.1995.tb00838.x

By:

Klock, Mark;
Thies, Clifford F.

Publication type:

Article

Mean-Variance Preferences and Investor Behaviour.

Published in:

Economic Journal, 2001, v. 111, n. 474, p. 849, doi. 10.1111/1468-0297.00662

By:

Ormiston, Michael B.;
Schlee, Edward E.

Publication type:

Article

Core Earnings Uncertainty, Dividend Change Announcements and the Reduction of Covariance Component Risks.

Published in:

Journal of Business Finance & Accounting, 2015, v. 42, n. 9/10, p. 1175, doi. 10.1111/jbfa.12129

By:

Dempsey, Stephen J.;
Harrison, David M.;
Sheng, Hainan

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

STOCHASTIC DOMINANCE OPTIMUMS AND THE CAPITAL ASSET PRICING MODEL.

Published in:

Journal of Business Finance & Accounting, 1992, v. 19, n. 1, p. 103, doi. 10.1111/j.1468-5957.1992.tb00612.x

By:

Jean, William H.

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

AN ARBITRAGE RATIONALE FOR TESTS OF MUTUAL FUND PERFORMANCE.

Published in:

Journal of Business Finance & Accounting, 1979, v. 6, n. 3, p. 373, doi. 10.1111/j.1468-5957.1979.tb01098.x

By:

Peasnell, K. V.;
Skerratt, L. C. L.;
Taylor, P. A.

Publication type:

Article

Portfolio Performance with Lending or Borrowing.

Published in:

Journal of Business Finance & Accounting, 1975, v. 2, n. 3, p. 341, doi. 10.1111/j.1468-5957.1975.tb00944.x

By:

Matulich, Serge

Publication type:

Article

POLISH OPEN-END PENSION FUNDS PERFORMANCE AND ITS PERSISTANCE.

Published in:

Acta Scientiarum Polonorum. Oeconomia, 2016, v. 15, n. 1, p. 15

By:

Karpio, Andrzej;
Żebrowska-Suchodolska, Dorota

Publication type:

Article

A REAL OPTIONS LOGIC FOR INITIATING TECHNOLOGY POSITIONING INVESTMENTS.

Published in:

Academy of Management Review, 1997, v. 22, n. 4, p. 974, doi. 10.5465/AMR.1997.9711022113

By:

McGrath, Rita Gunther

Publication type:

Article

Investment Decision Making: Behavioural Biases.

Published in:

SCMS Journal of Indian Management, 2017, v. 14, n. 1, p. 60

By:

Das, Udayan;
Mohapatra, Shakti Ranjan

Publication type:

Article

The Black and Scholes Model.

Published in:

Strategic Finance, 2002, v. 84, n. 4, p. 53

By:

RUBASH, KEVIN R.

Publication type:

Article

Options Can Be Valued.

Published in:

Strategic Finance, 2002, v. 84, n. 4, p. 50

By:

KING, ALFRED M.;
PARRISH, SUMMER

Publication type:

Article

Accounting's Phoenix.

Published in:

Strategic Finance, 2002, v. 84, n. 4, p. 45

By:

MINTER, FRANK C.

Publication type:

Article

How Dumb Is Smart Beta? Analyzing the Growth of Fundamental Indexing.

Published in:

Journal of Financial Planning, 2015, v. 28, n. 3, p. 49

By:

Dubil, Robert

Publication type:

Article

End the Charade: Replacing the Efficient Frontier with the Efficient Range.

Published in:

Journal of Financial Planning, 2013, v. 26, n. 7, p. 42

By:

Statman, Meir;
Clark, Joni L.

Publication type:

Article

A Decision Model for Non-Qualified Stock Options.

Published in:

Journal of Financial Planning, 2012, v. 25, n. 10, p. 58

By:

Ballentine, Roy C.

Publication type:

Article

The Saving Behaviour of a Two-person Household.

Published in:

Scandinavian Journal of Economics, 2000, v. 102, n. 2, p. 235, doi. 10.1111/1467-9442.00197

By:

Browning, Martin

Publication type:

Article

Inefficient Credit Booms.

Published in:

Review of Economic Studies, 2008, v. 75, n. 3, p. 809, doi. 10.1111/j.1467-937X.2008.00494.x

By:

LORENZONI, GUIDO

Publication type:

Article

On the Nature of Capital Adjustment Costs.

Published in:

Review of Economic Studies, 2006, v. 73, n. 3, p. 611, doi. 10.1111/j.1467-937X.2006.00389.x

By:

COOPER, RUSSELL W.;
HALTIWANGER, JOHN C.

Publication type:

Article

Asset Market Equilibrium with Short-Selling.

Published in:

Review of Economic Studies, 1989, v. 56, n. 3, p. 467, doi. 10.2307/2297559

By:

Nielsen, LarsTyge

Publication type:

Article

Taxes, Investment and Q.

Published in:

Review of Economic Studies, 1985, v. 52, n. 4, p. 665, doi. 10.2307/2297738

By:

Edwards, J. S. S.;
Keen, M. J.

Publication type:

Article

MULTIPERIOD CONSUMPTION AND INVESTMENT BEHAVIOR WITH CONVEX TRANSACTIONS COSTS.

Published in:

Management Science, 1979, v. 25, n. 11, p. 1127, doi. 10.1287/mnsc.25.11.1127

By:

Constantinides, George M.

Publication type:

Article

RISK AVERSION IN CHANCE CONSTRAINED PORTFOLIO SELECTION.

Published in:

Management Science, 1971, v. 18, n. 3, p. 218, doi. 10.1287/mnsc.18.3.218

By:

Pyle, David H.;
Turnovsky, Stephen J.

Publication type:

Article

MEAN-ABSOLUTE-DEVIATION CHARACTERISTIC LINES FOR SECURITIES AND PORTFOLIOS.

Published in:

Management Science, 1971, v. 18, n. 2, p. B-1, doi. 10.1287/mnsc.18.2.B1

By:

Sharpe, William F.

Publication type:

Article

ON THE APPLICATION OF THE LAPLACE TRANSFORM TO CERTAIN ECONOMIC PROBLEMS.

Published in:

Management Science, 1967, v. 13, n. 7, p. 558

By:

Grubbstrom, Robert W.

Publication type:

Article

A LINEAR PROGRAMMING ALGORITHM FOR MUTUAL FUND PORTFOLIO SELECTION.

Published in:

Management Science, 1967, v. 13, n. 7, p. 499, doi. 10.1287/mnsc.13.7.499

By:

Sharpe, William F.

Publication type:

Article

THE AVERAGE INVESTMENT PERFORMANCE INDEX.

Published in:

Management Science, 1966, v. 12, n. 6, p. B-195, doi. 10.1287/mnsc.12.6.B195

By:

Cohen, Kalman J.;
Fitch, Bruce P.

Publication type:

Article

CAPITAL EQUIPMENT ANALYSIS: THE REQUIRED RATE OF PROFIT.

Published in:

Management Science, 1956, v. 3, n. 1, p. 102, doi. 10.1287/mnsc.3.1.102

By:

Gordon, Myron J.;
Shapiro, Eli

Publication type:

Article

If 4-convex vectors are closed in uniform norms then their second derivatives are also closed in weighted L² -norm.

Published in:

Turkish Journal of Mathematics, 2018, v. 42, n. 5, p. 2091, doi. 10.3906/mat-1606-51

By:

SALEEM, Muhammad Shoaib;
PEČARIĆ, Josip;
UR REHMAN, Hamood;
MUNIR, Mobeen;
WAHAB KHAN, Muhammad

Publication type:

Article

The Investment Performance of Socially Responsible Investment Funds in Australia.

Published in:

Journal of Business Ethics, 2008, v. 80, n. 2, p. 181, doi. 10.1007/s10551-007-9412-6

By:

Jones, Stewart;
van der Laan, Sandra;
Frost, Geoff;
Loftus, Janice

Publication type:

Article

The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling<sup>†</sup>.

Published in:: American Economic Review, 2014, v. 104, n. 6, p. 1698, doi. 10.1257/aer.104.6.1698
Publication type:: Article