搜索结果: 106-120 共查到“知识库 经济学 Theory”相关记录171条 . 查询时间(0.386 秒)
Random Matrix Theory and Fund of Funds Portfolio Optimisation
Random Matrix Theory Hedge Funds Fund of Funds Correlation
2010/10/20
The proprietary nature of Hedge Fund investing means that it is common practise for managers to release minimal information about their returns. The construction of a Fund of Hedge Funds portfolio re...
Vanna-Volga methods applied to FX derivatives : from theory to market practice
Vanna-Volga methods FX derivatives
2010/10/29
We study Vanna-Volga methods which are used to price rst generation exotic options in the
Foreign Exchange market. They are based on a rescaling of the correction to the Black-Scholes
price through...
Application of the theory of decision making under risk and uncertainty at modelling of costs
Bayesian Theorem cost function fixed cost variable cost probability
2014/4/2
The costs functions are mentioned mostly in the relation to the Break-even Analysis where they are presented in the linear form. But there exist several different types and forms of cost functions. Fi...
We analyze a two period model of temptation for a finite choice setting. We formalize
the idea that temptation depends only on the most tempting alternatives and provide
two representations of...
We introduce and analyze expected uncertain utility theory (EUU). A prior and an
interval utility characterize an EUU decision maker. The decision maker transforms each
uncertain prospect into an in...
Fiscal Policy over the Real Business Cycle: A Positive Theory
fi scal policy business cycle budget
2014/3/12
This paper explores the implications of the political economy model of Battaglini and Coate (2008)
for the behavior of fiscal policy over the business cycle. The model predicts that fisca...
Fluctuation-Dissipation Theory of Input-Output Interindustrial Correlations
Fluctuation-Dissipation Theory Input-Output Interindustrial Correlations
2010/11/3
The fluctuation-dissipation theory is invoked to shed light on input-output industrial correlations at a macroscopic level; it is applied to the IIP (indices of industrial production) data in Japan.
Uses and Gratifications Theory and E-Consumer Behaviors:A Structural Equation Modeling Study
Uses and Gratifications Theory E-Consumer Behaviors A Structural Equation Modeling Study
2009/12/2
Drawing from uses and gratifications theory, this study explores influences of informativeness, entertainment, and irritation on various online consumer behaviors such as attitude toward the Web, Web ...
Theory and Practice of Business Process Management
Business Process Management Process Modeling Business Process Reengineering ARIS ARIS Toolset ARIS Business Architect
2010/10/21
Traditional model of management is based on hierarchical decomposition of organizational structure. Company is divided on workroom, union, partitions and every formation of his has independent agenda ...
The Crisis and Emancipation of the Modern Corporate Executive: How the Bhagavad Gita reinforces Edward Freeman’s Stakeholder Theory
The Crisis and Emancipation the Modern Corporate Executive Edward Freeman’s Stakeholder Theory
2009/11/30
The Crisis and Emancipation of the Modern Corporate Executive: How the Bhagavad Gita reinforces Edward Freeman’s Stakeholder Theory.
We have embedded the classical theory of stochastic finance into a differential geometric
framework called Geometric Arbitrage Theory and show that it is possible to.
A Study of Independent Director’s Reputation Incentive Mechanism Based on the Principal-Agent Theory
reputation incentive mechanism independent directors principal-agent relationship market signal
2013/2/23
This paper applies principal-agent theory to research into the incentive compatibility problems of the independent directors (IDs). The traditional fixed-pay system could preserve the independence of ...
Interpreting the Asian Financial Crisis: Open Issues in Theory and Policy
Asian Financial Crisis Theory Policy
2009/9/1
This paper discusses the theoretical and policy debate on the crisis in
Southeast Asia. After contrasting competing interpretations of the crisis, the paper
presents stylized facts about fundamental...
The paper applies the notion of social well-being to show that
“sustainable development” should mean the maintenance of the productive
base of an economy relative to its population. It is shown tha...
The Lessons from the Current Crisis for Macro-theory and Policy
Wealth effect natural rate of interest real profit rate
2010/9/7
This paper questions the validity of the New Consensus Macroeconomics (NCM) or Neo-Wicksellian model in explaining the recent credit crisis and dealing with it from a policy perspective. It attempts t...