Now showing items 11-20 of 1513
Optimal investment with derivative securities
(Springer-Verlag, 2005-10)
We consider an investor who maximizes expected exponential utility of terminal wealth, combining a static position in derivative securities with a traditional dynamic trading strategy in stocks. Our main result, obtained ...
Investor Psychology and Security Market Under- and Overreactions
(Blackwell Publishers, Inc., 1998-12)
The use of accounting information in bank lending decisions
(Elsevier, 1989)
This paper examines the impact of accounting information on the sequential judgements of experienced bank loan officers using realistic lending cases in an experimental setting. The findings suggest that loan officers reach ...
A visual programming system for defining behavior in simulation models of manufacturing systems
(Baltzer Science Publishers, Baarn/Kluwer Academic Publishers; J.C. Baltzer AG, Science Publishers ; Springer Science+Business Media, 1994-12)
A visual programming system is described that allows the modeler full flexibility in defining the behavior of a manufacturing system simulation model. Decision-making behavior of objects in the simulation can be viewed by ...
Should Patent Protection Be Extended to All Developing Countries?
(Blackwell Publishing Ltd, 1990-12)
Distortion of preferences and the Nash theory of bargaining
(Elsevier, 1979)
It is shown that in Nash bargaining over division of a single good, when agents are allowed to distort their von Neumann-Morgenstern utility functions into any (weakly) concave form, reporting linear utility functions ...
Discussion of “Evaluating Non-GAAP Performance Measures in the REIT Industry”
(Kluwer Academic Publishers; Springer Science+Business Media, 1998-03)