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Corporate disclosure determinants: a cross-country investigation

Farina, Vincenzo - Volkswirtschaftliche Fakultät, … - 2005

The wave of bankruptcies that have followed one upon the other in recent years as the consequence of financial scandals and the integration among the financial systems of various countries have given rise to a search for mechanisms suitable for protecting investors and regulating growing capital...

Persistent link: https://www.econbiz.de/10005623427

Managerial Responses to Incentives: Control of Firm Risk, Derivative Pricing Implications, and Outside Wealth Management

Jackwerth, Jens Carsten; Hodder, James E. - Volkswirtschaftliche Fakultät, … - 2008

We model a firm’s value process controlled by a manager maximizing expected utility from restricted shares and employee stock options. The manager also dynamically controls allocation of his outside wealth. We explore interactions between those controls as he partially hedges his exposure to...

Persistent link: https://www.econbiz.de/10005837504

Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation

Galkiewicz, Dominika Paula - Volkswirtschaftliche Fakultät, … - 2014

This study analyzes the loss potential arising from investments into CDS for a sample of large U.S. and German mutual funds. Further, it investigates whether the comments funds make on CDS use in periodic fund reports are consistent with the disclosed CDS holdings. For several funds in the U.S.,...

Persistent link: https://www.econbiz.de/10011220308

Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation

Galkiewicz, Dominika Paula - Volkswirtschaftliche Fakultät, … - 2014

Persistent link: https://www.econbiz.de/10011220510

Optimal option pricing and trading: a new theory

Moawia, Alghalith - Volkswirtschaftliche Fakultät, … - 2009

We introduce a new utility-based approach to pricing European and American options. In so doing, we overcome some of the limitations of the existing models.

Persistent link: https://www.econbiz.de/10008685171

GaÅ‚kiewicz, Dominika - Volkswirtschaftliche Fakultät, … - 2014

.S. funds have greater discretion to undervalue derivative exposure compared to German funds. All analyses of this study reveal … that under existing derivative and leverage regulation, funds in both countries are able to increase risk by using …

Persistent link: https://www.econbiz.de/10011140967

Optimal option pricing and trading: a new theory

Moawia, Alghalith - Volkswirtschaftliche Fakultät, … - 2009

We introduce a new utility-based approach to pricing European and American options. In so doing, we overcome some of the limitations of the existing models.

Persistent link: https://www.econbiz.de/10008633352

Revisting the Rate of Change

Khumalo, Bhekuzulu - Volkswirtschaftliche Fakultät, … - 2009

The Mean Value Theorem is a great theory and guide for any body who deals with the rate of change. This paper aims to add something to the theory. Even a small addition is better than none, only time will tell the significance of the addition.

Persistent link: https://www.econbiz.de/10005035012

Revisiting the Derivative: Implications on the Rate of Change Analysis

Khumalo, Bhekuzulu - Volkswirtschaftliche Fakultät, … - 2009

The aim of this paper is to raise concerns with the mathematical concept of the derivative as we know it. It raises … easily understood. The paper looks at linear and polynomial functions to illustrate that the derivative is not as precise as … simple derivative. It is the nature of polynomial functions that lead to the derivative not to be accurate and this paper …

Persistent link: https://www.econbiz.de/10005621634

OECD Energy Intensity: Measures, Trends, and Convergence

Liddle, Brantley - Volkswirtschaftliche Fakultät, … - 2012

This paper focuses on several different measures of OECD countries’ energy intensity levels, plots their trends, applies a number of techniques to determine whether those intensities are converging, explores the importance of that convergence, and estimates the future steady-state or long-run...

Persistent link: https://www.econbiz.de/10011258225