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Estimating an optimal macroeconomic uncertainty index for Australia

Kaya, Havvanur Feyza; Tawadros, George B. - In: Applied economics 54 (2022) 38, pp. 4374-4383

Persistent link: https://www.econbiz.de/10013410971

Will the Fed ever learn?

Kasa, Kenneth - In: Journal of macroeconomics 21 (1999) 2, pp. 279-292

Persistent link: https://www.econbiz.de/10001369045

Portfolio Optimization with Early Announced Discrete Dividends

Desmettre, Sascha - 2018

In this article we include discrete dividends in the stock price model and solve a generalized portfolio optimization problem. For this, we develop a new discrete dividend model that allows for the possibility of early announcement and ensures that the drop of the stock price at the ex-dividend...

Persistent link: https://www.econbiz.de/10012928171

Portfolio optimization with early announced discrete dividends

Desmettre, Sascha; Grün, Sarah; Korn, Ralf - In: Operations research letters 46 (2018) 5, pp. 548-552

Persistent link: https://www.econbiz.de/10011936705

A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises

Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - In: The North American journal of economics and finance : a … 42 (2017), pp. 346-358

Persistent link: https://www.econbiz.de/10011938136

A novel approach to portfolio selection using news volume and sentiment

Ho, Kin-Yip; Wang, Kun; Wang, Wanbin Walter - In: International review of finance : the official journal … 23 (2023) 4, pp. 903-917

Persistent link: https://www.econbiz.de/10014440425

Using diversification, communication and parallelism to solve mixed-integer linear programs

Carvajal, R.; Ahmed, Syed M.; Nemhauser, George L.; … - In: Operations research letters 42 (2014) 2, pp. 186-189

Persistent link: https://www.econbiz.de/10010364555

Optimal Languages

Dilme, Francesc - 2019

cost of communication is endogenized using information theory, all words in an optimal language are equally precise and …

Persistent link: https://www.econbiz.de/10012893300

Becker meets Ricardo: multisector matching with communication and cognitive skills

McCann, Robert J.; Shi, Xianwen; Siow, Aloysius; … - In: The journal of law, economics, & organization 31 (2015) 4, pp. 690-720

Persistent link: https://www.econbiz.de/10011572996

Radio Communications Interdiction Problem under deterministic and probabilistic jamming

Tanergüçlü, Türker; Karaşan, Oya Ekin; Akgün, İbrahim - In: Computers & operations research : and their … 107 (2019), pp. 200-217

Persistent link: https://www.econbiz.de/10012014770

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