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A theoretical model of jump diffusion-mean reversion : Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor

Chakrabarty, Anindya; Luo, Zongwei; Dubey, Rameshwar; … - In: Business Process Management Journal 23 (2017) 3, pp. 537-554

Purpose The purpose of this paper is to develop a theoretical model of a jump diffusion-mean reversion constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor as opposed to the deterministic floor used in the previous literatures....

Persistent link: https://www.econbiz.de/10014688128

The Meaningfulness of Statistical Significance Tests in the Analysis of Simulation Results

Troitzsch, Klaus G. - In: International Journal of Agent Technologies and Systems … 8 (2016) 1, pp. 18-45

This article discusses the question of whether significance tests on simulation results are meaningful at all. It is also argued that it is the effect size much more than the existence of the effect is what matters. It is the description of the distribution function of the stochastic process...

Persistent link: https://www.econbiz.de/10012043089

Thermal Power Plant Modelling with Fault Coverage Stochastically

Goyal, Nupur; Ram, Mangey; Bhardwaj, Akshay; Kumar, Amit - In: International Journal of Manufacturing, Materials, and … 6 (2016) 3, pp. 28-44

The present research work proposes a mathematical model of thermal power plant to analyse its performance through reliability measures. Evaluation of reliability measure for thermal power plant is a complex process. The thermal power plant is modelled using Markov process and explored the...

Persistent link: https://www.econbiz.de/10012046628

Matching as a Stochastic Process

Bolle, Friedel; Otto, Philipp E. - In: Jahrbücher für Nationalökonomie und Statistik 236 (2016) 3, pp. 323-348

Abstract Results of multi-party bargaining are usually described by concepts from cooperative game theory, in …

Persistent link: https://www.econbiz.de/10014609913

Stochastic behavior analysis of the feeding system in a paper mill using NGABLT technique

Sharma, S.P.; Kumar, Dinesh - In: International Journal of Quality & Reliability Management 27 (2010) 8, pp. 953-971

Purpose – The purpose of this paper is to present a hybridized technique for analyzing the stochastic behavior of an industrial system. The feeding system of a paper mill situated in North India producing 200 tons of paper per day has been considered for analysis and efforts have been made to...

Persistent link: https://www.econbiz.de/10014800612

Internal organisational factors influencing corporate social and ethical reporting : Beyond current theorising

Adams, Carol A. - In: Accounting, Auditing & Accountability Journal 15 (2002) 2, pp. 223-250

Prior empirical research into factors which are influential in determining the extent and nature of corporate social reporting has primarily been concerned with the impact of corporate characteristics (such as size and industry grouping) or general contextual factors (such as the social,...

Persistent link: https://www.econbiz.de/10014640916

A literary theory perspective on accounting : Towards heteroglossic accounting reports

Macintosh, Norman B.; Baker, C. Richard - In: Accounting, Auditing & Accountability Journal 15 (2002) 2, pp. 184-222

This paper adopts a literary theory perspective to depict accounting reports and information as texts rather than as … economic commodities and so available for analysis from the vantage point of semiotic linguistic theory. In doing so it takes … dominant genres of literary theory – expressive realism, the new criticism, structuralism, and deconstructionism – to …

Persistent link: https://www.econbiz.de/10014640922

Accounting/art and the emancipatory project: some reflections

Gallhofer, Sonja; Haslam, Jim - In: Accounting, Auditing & Accountability Journal 9 (1996) 5, pp. 23-44

If we are concerned to develop an emancipatory accounting, and if we are sensitive towards the tendencies to ethnocentrism, chronocentrism and dogmatism, we can potentially gain insights from the social and critical theoretical analysis of any phenomena, whatever be their location in time and...

Persistent link: https://www.econbiz.de/10014641569

Strong structuration theory and accounting information: an empirical study

Feeney, Orla; Pierce, Bernard - In: Accounting, Auditing & Accountability Journal 29 (2016) 7, pp. 1152-1176

) using Strong Structuration Theory. NPD is a complex social action involving a wide range of different actors and clusters of … actors. Strong Structuration Theory allows the authors to take a broad view of this social system in order to develop a … understanding of Stones’ Strong Structuration Theory at both an ontological and methodological level by operationalising Stones …

Persistent link: https://www.econbiz.de/10014642398

The role of identity and image in shaping management accounting change

Taylor, Lynda C.; Scapens, Robert W. - In: Accounting, Auditing & Accountability Journal 29 (2016) 6, pp. 1075-1099

Purpose – The purpose of this paper is to analyse the implementation of a new accounting system in the accounting department of a large retail company. The paper seeks to understand and explain how management accounting change can be shaped by the identity and image of particular groups in an...

Persistent link: https://www.econbiz.de/10014642626