Titlebook: New Operational Approaches for Financial Modelling; Constantin Zopounidis Conference proceedings 1997 Springer-Verlag Berlin Heidelberg 19

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Postoptimality for a Bond Portfolio Management Modellio management model with respect to inclusion of additional “out-of-sample” scenarios. Using results based on the initial selection of sce narios and those based on the alternative out-of-sample scenarios it provides bounds for the optimal value based on the pooled sample of scenarios of these grou

macrophage

色情

Recent Developments in Modelling Abnormal Stock Returns: A Review Essay to test the efficiency of securities markets. Moreover, the paper refers to the issue of non-stationarity of stock returns. De Jong, ., (1992) have test for one form of non-stationarity, namely conditional heteroskedasticity, and found that it may lead to inefficient estimates of beta factors. In t

nepotism

Warrants Pricing in a Thin Market: Case of Thailandxchange, but the trading volume is low and the market operators have a limited experience of trading in these instruments. The paper includes a study of the theoretical and market prices and is based on the analysis of four warrants traded on the Security Exchange of Thailand. An attempt has also be

使糾纏

‘Ebb and Flow’ of Fundamentalist, Imitator and Contrarian Investors in a Financial Marketve financial market, assuming entries and leavings of agents. We consider three basic operators: fundamentalists, imitators and contrarians, who bet on a next reversing of the price trend. We also study the performances of various agents, assuming that they leave the market when their risk capi tals

殺人

歌曲

Stock Market Behaviour and Imitation: some further resultsati’s, were the agents’ decisions are explained both by their reac tion to the past stock price, according to a standard speculative behaviour, and by imitation of other agents’ past decisions, according to common evi dence in social psychology. We examine the conditions under which stability and gl