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The Demand for Information: More Heat than Light
Keppo, Jussi; Moscarini, Giuseppe; Smith, Lones - Cowles Foundation for Research in Economics, Yale University - 2005
This paper produces a comprehensive theory of the value of Bayesian information and its static demand. Our key insight … small and large sample properties of information, and reveal some fundamental properties of demand: (a) Value 'non …/falling; (c) 'Lumpiness': As prices rise, demand suddenly chokes off (drops to 0); (d) The minimum information costs on average …
Persistent link: https://www.econbiz.de/10005463995
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The Demand for Information: More Heat than Light
Keppo, Jussi; Moscarini, Giuseppe; Smith, Lones - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005090854
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A decision-making framework for process plant maintenance
Ghosh, Devarun; Roy, Sandip - In: European Journal of Industrial Engineering 4 (2010) 1, pp. 78-98
paper presents a Multiple-Criteria Decision Making (MCDM) methodology for selecting the optimal mix of maintenance … maintenance interventions. Next, the MCDM methodology with a fuzzy adaptation of the Analytic Hierarchy Process (AHP) technique is … applied to individual equipment. The criteria used as part of the MCDM model are safety, maintenance investment, business …
Persistent link: https://www.econbiz.de/10008755659
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A decision-making framework for the selection of third-party reverse logistics provider
Murugesan, P.; Haq, A. Noorul - In: International Journal of Services, Economics and Management 2 (2010) 3/4, pp. 350-370
PRLPs is discussed. The effectiveness of the AHP and FAHP models is illustrated using a company in southern part of India. …
Persistent link: https://www.econbiz.de/10010816541
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On the Variation of Hedging Decisions in Daily Currency Risk Management
Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - Tinbergen Instituut - 2001
This discussion paper resulted in a publication in (I. Edward George (eds.)), 2001, Bayesian methods with applications to science, policy and official statistics, Eurostat, 31-40.<P> Internationally operating firrns naturally face the decision whether or not to hedge the currencyrisk implied by...</p>
Persistent link: https://www.econbiz.de/10011256848
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On the variation of hedging decisions in daily currency risk management
Bos, Charles; Mahieu, Ronald; van Dijk, Herman K. - Faculteit der Economische Wetenschappen, Erasmus … - 2000
Internationally operating firms naturally face the decision whether or not to hedge the currency risk implied by foreign investments. In a recent paper, Bos, Mahieu and van Dijk evaluate the returns from optimal and alternative currency hedging strategies, for a series of 7 models, using...
Persistent link: https://www.econbiz.de/10010731863
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Identifying future defaulters: A hierarchical Bayesian method
Liu, Fan; Hua, Zhongsheng; Lim, Andrew - In: European Journal of Operational Research 241 (2015) 1, pp. 202-211
Traditional methods of applying classification models into the area of credit scoring may ignore the effect from censoring. Survival analysis has been introduced with its ability to deal with censored data. The mixture cure model, one important branch of survival models, is also applied in the...
Persistent link: https://www.econbiz.de/10010939775
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Managerial reputation and the "endgame"
Berck, Peter; Lipow, Jonathan - Department of Agricultural and Resource Economics, … - 1999
Persistent link: https://www.econbiz.de/10010537444
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On the variation of hedging decisions in daily currency risk management
Bos, C.S.; Mahieu, R.J.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 2000
Internationally operating firms naturally face the decision whether or not to hedge the currency risk implied by foreign investments. In a recent paper, Bos, Mahieu and van Dijk evaluate the returns from optimal and alternative currency hedging strategies, for a series of 7 models, using...
Persistent link: https://www.econbiz.de/10008584648
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Operational Risk; The Sting is Still in the Tail But the Poison Dependson the Dose
Jobst, Andreas - International Monetary Fund (IMF) - 2007
This paper investigates the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for operational risk in the New Basel Capital Accord ("Basel II"). Operational risk is commonly defined as the risk of loss resulting from...
Persistent link: https://www.econbiz.de/10005768778