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of annuity markets and promote the inclusion of annuities in household portfolios …
Persistent link: https://www.econbiz.de/10010937356
La ciudad de Girardot es el principal centro turístico de la región del Alto Magdalena donde existe una cantidad de negocios industriales, comerciales y de servicios, que, de una u otra forma, contribuyen al desarrollo de la ciudad. Tanto la ciudad como la región adolecen de fuentes...
Persistent link: https://www.econbiz.de/10010945802
CTT on returns and volatility of commodity portfolios. …
Persistent link: https://www.econbiz.de/10011261161
In infinite-date models the received definitions of the payoffs of¯finite port-folio strategies imply discontinuous valuation. Accordingly, in the absence of trading restrictions, arbitrage results when infinite trading strategies are admitted. We propose an alternative that is free of these...
Persistent link: https://www.econbiz.de/10005245553
Persistent link: https://www.econbiz.de/10005207598
We consider competition among sellers when each of them sells a portfolio of distinct products to a buyer having limited slots. We study how bundling affects competition for slots. Under independent pricing, equilibrium often does not exist and hence the outcome is often inefficient. When...
Persistent link: https://www.econbiz.de/10005015545
In this paper we study, as in Jeon-Menicucci (2009), competition between sellers when each of them sells a portfolio of distinct products to a buyer having limited slots. This paper considers sequential pricing and complements our main paper (Jeon- Menicucci, 2009) that considers simultaneous...
Persistent link: https://www.econbiz.de/10005015556
One of the challenges of using downside risk measures as an alternative constructor of portfolios and diagnostic devise … portfolios and to evaluate portfolio performance in light of investor loss aversion …
Persistent link: https://www.econbiz.de/10005345044
find out the relative performance of portfolios formed from the companies that have the largest projections in each one of … the subspaces. It was found that the best performance portfolios are associated to some of the small eigenvalue subspaces …
Persistent link: https://www.econbiz.de/10010533733
Persistent link: https://www.econbiz.de/10010538380