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Financial Incentives and the Timing of Retirement - Empirical Evidence from Switzerland and Germany
Hanel, Barbara - 2010
natürliche Experimente ausgewertet, die sich aus Reformen der Alterssicherungssysteme in Deutschland und der Schweiz ergeben …
Persistent link: https://www.econbiz.de/10009451168
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Pricing Derivatives Under A Gains Tax Regime: New Impacts
Wöster, Christoph - 2006
Three years after the seminal work of Black and Scholes on the pricing of European options, Scholes presented a paper in which the impact of taxation on the value of an option is analyzed. We restart this discussion in a simple binomial setting emphasizing the economic principles of replicating...
Persistent link: https://www.econbiz.de/10009452631
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Derivative Finanzinstrumente nach HGB, IFRS und US-GAAP sowie ihre Bedeutung f?r die Jahresabschlusspolitik und -analyse
Gantzkow, Marcus - 2007
Jahresabschlusspolitik und -analyse darzustellen. These der Dissertation ist hierbei, dass derivative Finanzinstrumente und die mit ihnen …
Persistent link: https://www.econbiz.de/10009482293
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Pricing and hedging derivative securities in a regime-switching model with state-dependent jumps
Lee, Michael Shou-Cheng, Banking & Finance, Australian … - 2007
In this thesis we discuss option pricing and hedging under regime switching models. To the standard model we add jumps of various types. In particular, we consider a jump that is synchronous with a change in the regime state. Thus, for example, we can define a process such that the stock price...
Persistent link: https://www.econbiz.de/10009484250
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The Developmental Relevance of Tariff Rate Quotas as a Market Access Instrument: An Analysis of Swiss Agricultural Imports
Khorana, Sangeeta - 2008
relevance of TRQs and discusses how the various methods TRQ administration methods influence market access in Switzerland for … agricultural products from developing countries. The findings show that existing TRQ management in Switzerland is complicated and …
Persistent link: https://www.econbiz.de/10009443356
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The Swiss disease: Facts and artefacts. A reply to Kehoe and Prescott
Abrahamsen, Y; Aeppli, R; Atukeren, E; Graff, M; Muller, C - 2005
Economic Dynamics 5(1), 1-18] that Switzerland and New Zealand experienced "great depressions" in the last two decades. We … and Switzerland turns out to be largely a statistical artefact and Kehoe and Prescott's conditions for a "great depression …
Persistent link: https://www.econbiz.de/10009448758
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Die steuerliche Behandlung der Gewährung von Aktienoptionen an Arbeitnehmer bei grenzüberschreitenden Sachverhalten : dargestellt anhand der Länder Deutschland, Schweiz, Österreich...
Walter, Michaela - 2006
unterschiedlichen Rechtslagen zur Besteuerung von Aktienoptionen beim Begünstigten in den betrachteten Ländern (Deutschland, Schweiz …, Österreich und Belgien) dargestellt. Die Besteuerung in der Schweiz, Österreich und Belgien erweist sich im Fall der … in der Schweiz, in Österreich und in Belgien kann generell für die Besteuerung von Aktienoptionen bei …
Persistent link: https://www.econbiz.de/10009433685
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Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk
Bianchi, Robert John - 2007
Portfolio selection has a long tradition in financial economics and plays an integral role in investment management. Portfolio selection provides the framework to determine optimal portfolio choice from a universe of available investments. However, the asset weightings from portfolio selection...
Persistent link: https://www.econbiz.de/10009437793
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Assessing the Farm Level Impacts of Yield and Revenue Insurance: an Expected Value-Variance Approach
Berg, Ernst - 2002
This paper investigates the farm level impacts of multiple peril yield and revenue insurance in an expected value-variance framework. The analysis is conducted using stochastic simulation jointly with numerical optimisation. Simulation is used to compute the means and variances of revenues as...
Persistent link: https://www.econbiz.de/10009443846
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Teoria dos jogos e seleção de portfólio: uma proposta de adaptação ao modelo minimax e aplicação ao mercado acionário brasileiro
Farias, Christiano Alves; Vieira, Wilson da Cruz; … - 2004
The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained...
Persistent link: https://www.econbiz.de/10009445890