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Die simultane Investitions- und Finanzierungsplanungssimulation (SIPS) als heuristische Vorgehensweise auf dem unvollkommenen Kapitalmarkt unter Unsicherheit
Hering, Thomas; Schneider, Johannes; Toll, Christian - In: Metrika 21 (2011) 4, pp. 405-426
Die Investitions- und Finanzierungsplanung bildet einen Grundpfeiler der betrieblichen Finanzwirtschaft. Häufig wird die theoretisch gegebene Methodenvielfalt aber lediglich auf Verfahren reduziert, welche die Unvollkommenheit des Kapitalmarkts ignorieren und die unsicheren Zahlungsströme der...
Persistent link: https://www.econbiz.de/10010995066
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Jenseits der Grenzen der klassischen Investitionsrechnung: Integration von Vollständigen Finanzplänen, flexibler Planung und Simulation
Kehrel, Uwe; Schmitting, Walter - In: Metrika 19 (2008) 1, pp. 59-83
constraints. Some of them can be overridden by an integration of decision trees and simulation, using Grob’s Financial Plans …
Persistent link: https://www.econbiz.de/10010995086
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Simulation and Performance Evaluation of Liability Driven Investment (LDI)
Schwaiger, Katharina; Mitra, Gautam - In: Journal of Financial Transformation 32 (2011), pp. 99-106
In contrast to decision models which use in-sample scenarios we use out-of-sample scenarios to conduct simulation and … decision evaluation including backtesting. We propose two simulation methodologies and describe six decision evaluation …
Persistent link: https://www.econbiz.de/10010840629
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Finanzierungssituation der deutschen Unternehmen: Finanzierungsschwierigkeiten trotz Wirtschaftsaufschwung?
Drews, Stefan - In: Ifo Schnelldienst 63 (2010) 09, pp. 21-24
Umfrageergebnisse deuten seit einiger Zeit auf eine leichte Verbesserung in der Kreditversorgung der Unternehmen hin …. Indikatoren, wie die Eigenkapitalausstattung der Unternehmen und der Banken oder auch die Kreditausfallraten in den Büchern der … Ergebnis, dass viele Unternehmen gerade bei dem jetzt anlaufenden Konjunkturaufschwung überhaupt erst in …
Persistent link: https://www.econbiz.de/10008534397
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Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy
Coccia M.; Wang L. - United Nations University-Maastricht Economic Research … - 2014
A fundamental question is how to detect likely successful anticancer treatments based on nanotechnology. We confront this question here by analysing the trajectories of nanotechnologies applied to path-breaking cancer treatments, which endeavour to pinpoint ground-breaking and fruitful...
Persistent link: https://www.econbiz.de/10010856405
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The impact of an exchange rate realignment on the trade balance: Euro vs. national currency - Some preliminary results with a/simmetrie model of the Italian economy
Bagnai, Alberto; Mongeau Ospina, Christian Alexander - Associazione Italiana per lo Studio delle asimmetrie … - 2014
It is frequently claimed that the current EUR/USD exchange rate is too high and that a depreciation of the EUR against the USD would contribute to relieve the Eurozone economy from the current state of persistent crisis. Evidence provided by the a/simmetrie annual econometric model suggests that...
Persistent link: https://www.econbiz.de/10010908120
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Agent-Based Models in Empirical Social Research
Bruch, Elizabeth; Atwell, Jon - In: Sociological Methods & Research 44 (2015) 2, pp. 186-221
Agent-based modeling has become increasingly popular in recent years, but there is still no codified set of recommendations or practices for how to use these models within a program of empirical research. This article provides ideas and practical guidelines drawn from sociology, biology,...
Persistent link: https://www.econbiz.de/10011265013
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Optimal Portfolio Diversification Using the Maximum Entropy Principle
Bera, Anil; Park, Sung - In: Econometric Reviews 27 (2008) 4-6, pp. 484-512
Markowitz's mean-variance (MV) efficient portfolio selection is one of the most widely used approaches in solving portfolio diversification problem. However, contrary to the notion of diversification, MV approach often leads to portfolios highly concentrated on a few assets. Also, this method...
Persistent link: https://www.econbiz.de/10005292294
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SMOOTH TEST OF DENSITY FORECAST EVALUATION WITH INDEPENDENT AND SERIALLY DEPENDENT DATA
Ghosh, Aurobindo; Bera, Anil K. - Econometric Society - 2004
as through simulation exercises. Monte Carlo studies revealed that the proposed test has good size and power properties …
Persistent link: https://www.econbiz.de/10005342281
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Portfolio Selection with Narrow Framing: Probability Weighting Matters
Giorgi, Enrico G. De; Legg, Shane - School of Economics and Political Science, Universität … - 2009
This paper extends the model with narrow framing suggested by Barberis and Huang (2009) to also account for probability weighting and a convex-concave value function in the specification of cumulative prospect theory preferences on narrowly framed assets. We show that probability weighting is...
Persistent link: https://www.econbiz.de/10005256493