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A multivariate analysis of the contrarian investment strategy in the Japanese stock market

Case, Mark Benton - 1999

The purpose of this thesis is to examine recent behavior of the Japanese stock market from 1975 through 1995. The goal of this study is to provide insight into the particular behaviors observed and document possible explanations in light of the work presented. Specific contributions are listed...

Persistent link: https://www.econbiz.de/10009455872

Verifying the economic impact of convention attendees on the local economy in the Republic of China on Taiwan

Huang, Pei-Ling - 1997

Convention travel has been growing rapidly throughout the worldin recent years and becoming a critical component of the hospitality andtravel industry. Hosting of conventions, especially internationalconventions, can be used by host countries as part of a strategicmarketing plan to publicize...

Persistent link: https://www.econbiz.de/10009459178

Realities of long-term post investment performance for venture-backed enterprises

Reid, Gavin C.; Smith, Julia A. - 2006

This paper constructs a model of long-run performance for SMEs that have received venture capital backing. The model explains performance by financial structure. FAME data are used for estimating performance equations over the period 1989 to 2004 for UK businesses in their post-investment...

Persistent link: https://www.econbiz.de/10009459598

Co-evolution of Information Systems in Fast-Growing Small Firms

Reid, Gavin C.; Smith, Julia A. - 2003

questionnaire that covered the agenda of markets, finance, costs, business strategy, the development of a management information …

Persistent link: https://www.econbiz.de/10009459599

Semiparametric Bayesian inference in multiple equation models

Koop, G.M.; Poirier, D.; Tobias, J. - 2005

This paper outlines an approach to Bayesian semiparametric regression in multiple equation models which can be used to carry out inference in seemingly unrelated regressions or simultaneous equations models with nonparametric components. The approach treats the points on each nonparametric...

Persistent link: https://www.econbiz.de/10009484409

Editorial statement for mathematical finance

Wong, Wing Keung - In: Journal of Risk and Financial Management 13 (2020) 2, pp. 1-3

Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used … in all areas of finance. In this editorial, we tell authors the ideas on what types of papers we will accept for … publication in the area of mathematical finance. We will discuss some well-cited papers of mathematical finance. …

Persistent link: https://www.econbiz.de/10012611266

Finanzbericht

Deutschland / Bundesministerium der Finanzen - Berlin : Bundesministerium der Finanzen, Abteilung …; … - 1991; 1992(1991) -

Persistent link: https://www.econbiz.de/10000350819

Volatility estimation and option pricing

Zou, Jian - 2009

In this dissertation we focus on two points in the study of financial statistics, volatility estimation and option …

Persistent link: https://www.econbiz.de/10009430034

On Gaussian HJM framework for Eurodollar futures

Raman, Balaji - 2009

The arbitrage-free term structure model of Heath, Jarrow and Morton is one of the standard tools for the theoretical analysis of fixed income securities and their associated derivatives. A specific HJM model is fully determined by a choice of volatility structure. This is attributed to the...

Persistent link: https://www.econbiz.de/10009430035

Hedging of options when the price process has jumps whose arrival rate depends on the price history

Lee, Kiseop - 2002

A traditional model for financial asset prices is that of a solution of a stochastic differential equation, driven by Brownian motion and Lebesgue measure; that is, a standard diffusion. The classic Black-Scholes model is a special case of this rubric. In some situations, however, such a model is...

Persistent link: https://www.econbiz.de/10009430832