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Spanning analysis of stock market anomalies under prospect stochastic dominance
Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - 2020 - This version: April 2020
We develop and implement methods for determining whether introducing new securities or relaxing investment constraints … improves the investment opportunity set for prospect investors. We formulate a new testing procedure for prospect spanning for …
Persistent link: https://www.econbiz.de/10012219063
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Investment appraisal in developing countries
Amachree, Sokeiprim M. - 1988
Persistent link: https://www.econbiz.de/10000754295
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Oil investment in the North Sea
Favero, Carlo A.; Pesaran, M. Hashem - 1992
Persistent link: https://www.econbiz.de/10000137140
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Techniques of economic development. - 1989. - 368 S. - Literaturverz. S. 363 - 365. - Enth. 20 Beitr.
Sinha, Raj K. (ed.)
Persistent link: https://www.econbiz.de/10000784655
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Investment dynamics in electricity markets
García, Alfredo; Stacchetti, Ennio - In: Economic theory : official journal of the Society for … 46 (2011) 2, pp. 149-187
Persistent link: https://www.econbiz.de/10008826743
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Mathematical dynamics of economic growth as effect of internal savings
Krouglov, Alexei - In: Finance India : the quarterly journal of Indian … 23 (2009) 1, pp. 99-136
Persistent link: https://www.econbiz.de/10008842086
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Duality in constrained optimal investment and consumption problems : a synthesis
Rogers, Leonard C. G. - In: Paris Princeton lectures on mathematical finance 1 (2002), pp. 95-131
Persistent link: https://www.econbiz.de/10009357105
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Walras' theory of capital formation : an intertemporal equilibrium reformulation
Impicciatore, Galeazzo; Panaccione, Luca; Ruscitti, … - In: Journal of economics 106 (2012) 2, pp. 99-118
Persistent link: https://www.econbiz.de/10009550833
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Algorithms for asset replacement under limited technological forecast
Yatsenko, Yuri; Chritonenko, Natalija V. - In: International journal of production economics 160 (2015), pp. 26-33
Persistent link: https://www.econbiz.de/10010482840
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Lower and upper bounds for the resource investment problem
Drexl, Andreas; Kimms, Alf - In: Operations research proceedings 1999 : selected papers …, (pp. 366-371). 2000
Persistent link: https://www.econbiz.de/10001481304