Showing 1 - 10 of 12,052
financial markets time series based on information-gap decision theory. Design/methodology/approach – Uncertainty in future … returns from financial markets is modeled using information-gap decision theory. The robustness function, which measures … performance requirements and alternative process model estimates for future returns could be included in the information-gap model …
Persistent link: https://www.econbiz.de/10004987501
financial markets time series based on information‐gap decision theory. Design/methodology/approach – Uncertainty in future … returns from financial markets is modeled using information‐gap decision theory. The robustness function, which measures … performance requirements and alternative process model estimates for future returns could be included in the information‐gap model …
Persistent link: https://www.econbiz.de/10014901483
Purpose – The purpose of this paper is to provide a quantitative methodology based on information-gap decision theory … return on a portfolio of assets can be subject to significant uncertainty. Information-gap decision theory is used to … performance requirements in information-gap theory, the paper shows that one cannot simultaneously have two robust …
Persistent link: https://www.econbiz.de/10004979813
Purpose – The purpose of this paper is to provide a quantitative methodology based on information‐gap decision theory … return on a portfolio of assets can be subject to significant uncertainty. Information‐gap decision theory is used to … performance requirements in information‐gap theory, the paper shows that one cannot simultaneously have two robust …
Persistent link: https://www.econbiz.de/10014901506
Persistent link: https://www.econbiz.de/10009151677
Purpose – This paper aims to investigate the role of information as a source of resilience in organizations. It … presents both a theory based construct of information filters of the environment scanning and a pragmatic tool for managing the …'s theory of information filters as a basis and added the required additional elements by applying complex adaptive systems …
Persistent link: https://www.econbiz.de/10014743218
Abstract: Purpose – Several major infrastructure projects in the Hong Kong Special Administrative Region (HKSAR) have been delivered by the build-operate-transfer (BOT) model since the 1960s. Although the benefits of using BOT have been reported abundantly in the contemporary literature, some...
Persistent link: https://www.econbiz.de/10009438241
The Australian Farm Forestry Financial Model (AFFFM) is a powerful tool for the financial appraisal of farm forestry options. The AFFFM originated from financial modelling work undertaken through the Rainforest CRC and CARE Ltd. It is a whole-farm financial model developed in modules using...
Persistent link: https://www.econbiz.de/10009447932
In today’s business environment it is difficult to obtain senior management approval forthe expenditure of valuable resources to “guarantee “that a potentially disastrous event will not occurthat could affect the organisation performance. Analysing potential risk and the allocation...
Persistent link: https://www.econbiz.de/10009463254
Contingent Convertible (CoCo) is a hybrid debt issued by banks with a specific feature forcing its conversion to equity in the event of the bank's financial distress. CoCo carries two major risks: the risk of default, which threatens any type of debt instrument, plus the exclusive risk of...
Persistent link: https://www.econbiz.de/10013200465