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Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution

LOS, CORNELIS A. - EconWPA - 2004

extended to include market risk measurements for n countries. Exploiting a selection matrix based on the cash accounting … return-risk attribution accounting framework is applied to monthly return data of Hong Kong, Indonesia, Japan, Malaysia, the …

Persistent link: https://www.econbiz.de/10005125061

Heuristic methods for cost-oriented assembly line balancing: a comparison on solution quality and computing time

Amen, Matthias - EconWPA - 2003

This paper is focused on the solution quality and computing time requirements of heuristic methods for cost-oriented assembly line balancing. It is based on a recent paper (Amen, International Journal of Production Economics 68 (2000), which describes in detail the solution process of existent...

Persistent link: https://www.econbiz.de/10005125666

Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media

Schuster, Thomas - EconWPA - 2003

The business media play an active role in influencing stock prices. Statistically significant excess returns at the time of the publication of stock recommendations have been documented many times. Frequently these abnormal gains begin to accumulate long before the publication date. In most...

Persistent link: https://www.econbiz.de/10005134740

Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media

Schuster, Thomas - EconWPA - 2003

A widely held belief in financial economics suggests that stock prices always adequately reflect all available information. Price movements away from fundamentals are assumed to occur only infrequently, if at all. „False“ prices are supposed to be corrected by the counter-actions of...

Persistent link: https://www.econbiz.de/10005134753

Some Ethical Issues for Accountants in Antidumping Trade Cases: An Examination of Recent Case Studies with Emphasis on Latin America

McGee, Robert W. - EconWPA - 1998

A search of the accounting, trade and ethics literature failed to find a single article that discussed the role that … recommendations for change. The author calls for the various state and national accounting organizations to closely examine the …

Persistent link: https://www.econbiz.de/10005062615

Heuristic methods for cost-oriented assembly line balancing: a survey

Amen, Matthias - EconWPA - 2003

This paper is concerned with cost-oriented assembly line balancing. This problem occurs especially in the final assembly of automotives, consumer durables or personal computers, where production is still very labour- intensive, and where the wage rates depend on the requirements and...

Persistent link: https://www.econbiz.de/10005062747

Disclosure to an Audience with Limited Attention

Hirshleifer, David; LIM, SONYA SEONGYEON; Teoh, Siew Hong - EconWPA - 2004

In our model, informed players decide whether or not to disclose, and observers allocate attention among disclosed signals, and toward reasoning through the implications of a failure to disclose. In equilibrium disclosure is incomplete, and observers are unrealistically optimistic. Nevertheless,...

Persistent link: https://www.econbiz.de/10005407521

Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries

LOS, CORNELIS A. - EconWPA - 2004

extend their exact accounting framework to include market risk measurements for n countries. The resulting n^2 x n^2 strategy … imposed by the exact accounting framework allow to solve the conventional Markowitz' mean- variance optimization problem as a … the resulting 2n optimal investment choices. Our complete and exact return- risk attribution accounting framework is …

Persistent link: https://www.econbiz.de/10005413087

Economic Impact of 'Regulation on Corporate Governance': Evidence from India

Bhattacharyya, Asish K.; Rao, Sadhalaxmi Vivek - EconWPA - 2005

India, with its 20 million shareholders, is one of the largest emerging markets in terms of the market capitalization. In order to protect the large investor base, the Securities and Exchange Board of India (SEBI) has enforced a regulation effective from April 2001, requiring mandatory...

Persistent link: https://www.econbiz.de/10005413156

An exact method for cost-oriented assembly line balancing

Amen, Matthias - EconWPA - 2003

After a characterization of the cost-oriented assembly line balancing problem it will be shown that by loading the stations maximally the cost-oriented optimum can be missed. Instead of loading the stations maximally the criterion two-stations-rule a has to be used. For generating optimal...

Persistent link: https://www.econbiz.de/10005556695