Essays on Trading Strategies and Long Memory
... submitted and approved for the award of a degree by this or any other University. Signature: ...
... submitted and approved for the award of a degree by this or any other University. Signature: ...
Spare Parts Pricing - Chalmers Publication Library
... that aims at finding the optimum price, including overall market objectives, consumer demand, product attributes, competitors’ pricing and economic trends. Pricing Tool: A tool that supports and facilitates the execution of the pricing strategy, such as software and spreadsheets Global List Price: T ...
... that aims at finding the optimum price, including overall market objectives, consumer demand, product attributes, competitors’ pricing and economic trends. Pricing Tool: A tool that supports and facilitates the execution of the pricing strategy, such as software and spreadsheets Global List Price: T ...
"Sarbanes-Oxley" For Credit Rating Agencies?
... RMBS are a type of collateralized debt obligation (“CDO”), meaning that they may be offered and sold under Rule 144A of the Federal Securities Act of 1933.11 Such instruments escape the strict marketing and sales restrictions of Section 5 of the Securities Act to which typical publicly offered secur ...
... RMBS are a type of collateralized debt obligation (“CDO”), meaning that they may be offered and sold under Rule 144A of the Federal Securities Act of 1933.11 Such instruments escape the strict marketing and sales restrictions of Section 5 of the Securities Act to which typical publicly offered secur ...
New approaches to expanding the supply of affordable housing in
... Around 95 per cent of Australia’s housing stock has been financed through private debt and equity sources. Owner occupation as the dominant tenure form has developed through the commitment of personal savings to fund the purchase deposit and debt finance supplied by banks, building societies, credit ...
... Around 95 per cent of Australia’s housing stock has been financed through private debt and equity sources. Owner occupation as the dominant tenure form has developed through the commitment of personal savings to fund the purchase deposit and debt finance supplied by banks, building societies, credit ...
Investor Presentation
... Although the Vest-Agder area is more exposed to oil than average, the bank as a whole is below average, due to the portfolio in Aust-Agder and Telemark The bank's overall property exposure constitutes ~ 68% of the corporate market portfolio -> The latter constitutes only 23.5% of total loans L ...
... Although the Vest-Agder area is more exposed to oil than average, the bank as a whole is below average, due to the portfolio in Aust-Agder and Telemark The bank's overall property exposure constitutes ~ 68% of the corporate market portfolio -> The latter constitutes only 23.5% of total loans L ...
Low Risk- Hight Propabilities Trading Strategies 1
... confirmed to be an opening order you must then look at the chart of the underlying stock. You need to ask questions. Is the stock in a strong bullish or bearish trend? Is there support or resistance at the strikes the institution is trading? Is it more likely they are speculating on more upside or d ...
... confirmed to be an opening order you must then look at the chart of the underlying stock. You need to ask questions. Is the stock in a strong bullish or bearish trend? Is there support or resistance at the strikes the institution is trading? Is it more likely they are speculating on more upside or d ...
strAtegIc FINANcIAL MANAgeMeNt (sFM)
... share, etc. Technical analysis considers the preliminary tests, layout of the factory, availability of inputs, etc. Economic analysis or Social Cost Benefit analysis focuses on the possible impact of the investment proposal from the societal point of view, e.g., construction of a river bridge may re ...
... share, etc. Technical analysis considers the preliminary tests, layout of the factory, availability of inputs, etc. Economic analysis or Social Cost Benefit analysis focuses on the possible impact of the investment proposal from the societal point of view, e.g., construction of a river bridge may re ...
NBER WORKING PAPER SERIES DECOMPOSING THE EFFECTS OF FINANCIAL LIBERALIZATION: Romain Ranciere
... Real exchange rate overvaluation, inflation and openness to trade are also associated with a higher probability of crisis. As the probit model is non-linear, the partial effect of a change in one variable on the crisis probability depends on the value of the other variables. For our purpose, we are i ...
... Real exchange rate overvaluation, inflation and openness to trade are also associated with a higher probability of crisis. As the probit model is non-linear, the partial effect of a change in one variable on the crisis probability depends on the value of the other variables. For our purpose, we are i ...
Author`s Note, Crash Proof 2.0
... of the previous two years and offering various theories about the future. With all due respect to my fellow authors, however, most of them were writing after the fact and starting from the premise that the present crisis could not have been predicted. More important, while most believe that the econ ...
... of the previous two years and offering various theories about the future. With all due respect to my fellow authors, however, most of them were writing after the fact and starting from the premise that the present crisis could not have been predicted. More important, while most believe that the econ ...
Value at Risk Using Stochastic Volatility Models
... Further, if we follow the theory of CAPM (Capital Asset Pricing Model), we will run across another risk measure, β. It follows from CAPM that risk can be divided into systematic and nonsystematic risk. These are defined as follows, see [28]: • Nonsystematic Risk The risk of price change due to the u ...
... Further, if we follow the theory of CAPM (Capital Asset Pricing Model), we will run across another risk measure, β. It follows from CAPM that risk can be divided into systematic and nonsystematic risk. These are defined as follows, see [28]: • Nonsystematic Risk The risk of price change due to the u ...
Filed Pursuant to Rule 424(b)(2) Registration Statement No. 333
... currently in effect and all of which are subject to differing interpretations or to change, possibly with retroactive effect. No assurance can be given that the IRS would not assert, or that a court would not sustain, a position contrary to any of the tax consequences described below. This summary d ...
... currently in effect and all of which are subject to differing interpretations or to change, possibly with retroactive effect. No assurance can be given that the IRS would not assert, or that a court would not sustain, a position contrary to any of the tax consequences described below. This summary d ...
A Financial Optimization Approach to Quantitative
... In this report we describe how the SNDO’s simulation model is used along with a clustering algorithm to form future scenarios, which are then used by an optimization model to find an optimal decision regarding the debt management problem. Results of the evaluations show that our optimization approac ...
... In this report we describe how the SNDO’s simulation model is used along with a clustering algorithm to form future scenarios, which are then used by an optimization model to find an optimal decision regarding the debt management problem. Results of the evaluations show that our optimization approac ...
Historical cost measurement and the use of DuPont analysis by
... Ratios that use accounting inputs, such as the DuPont ratios are a function of both economic forces and accounting measurement. In terms of economics, margins are considered measures of pricing power and asset turnover measures of asset utilization. Changes in asset turnover can be indicative of cha ...
... Ratios that use accounting inputs, such as the DuPont ratios are a function of both economic forces and accounting measurement. In terms of economics, margins are considered measures of pricing power and asset turnover measures of asset utilization. Changes in asset turnover can be indicative of cha ...
John Hancock High Yield Municipal Bond Fund
... Under normal market conditions, the fund invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in municipal bonds. The manager normally invests primarily in medium- and lower-quality municipal securities rated A and below by Moody’s Investors Service, Inc ...
... Under normal market conditions, the fund invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in municipal bonds. The manager normally invests primarily in medium- and lower-quality municipal securities rated A and below by Moody’s Investors Service, Inc ...
Order Submission Strategies and Information
... concentrate on the strategic choice of the order submission. Furthermore, our econometric specification provides indications about the relative importance of each single determinant in affecting the aggressiveness of an order. Our second line of contribution is to examine changes in order submission ...
... concentrate on the strategic choice of the order submission. Furthermore, our econometric specification provides indications about the relative importance of each single determinant in affecting the aggressiveness of an order. Our second line of contribution is to examine changes in order submission ...
Default Risk, the Real Exchange Rate and Income
... economy with incomplete markets can experience capital outflows in bad times. Risk averse agents with large debt holdings that can experience capital outflows have more incentives to default in times of low shocks. In essence, in times of low output, the asset available to the economy does not help ...
... economy with incomplete markets can experience capital outflows in bad times. Risk averse agents with large debt holdings that can experience capital outflows have more incentives to default in times of low shocks. In essence, in times of low output, the asset available to the economy does not help ...
Summary Prospectus
... objective, and the Fund’s performance for periods greater than a single day will be the result of each day’s returns compounded over the period, which is likely to be either better or worse than the Index performance times the stated multiple in the Fund’s investment objective, before accounting for ...
... objective, and the Fund’s performance for periods greater than a single day will be the result of each day’s returns compounded over the period, which is likely to be either better or worse than the Index performance times the stated multiple in the Fund’s investment objective, before accounting for ...
Unifying the Favorite-Longshot Bias with Other Market
... exactly opposite bias, with favorites being overbet and longshots under-bet, an opposite favorite-longshot bias. Swidler and Shaw (1995) find this opposite bias for a smaller Class II racetrack in Texas, and Busche and Hall (1988) find this opposite bias at a racetrack in Hong Kong that had much hig ...
... exactly opposite bias, with favorites being overbet and longshots under-bet, an opposite favorite-longshot bias. Swidler and Shaw (1995) find this opposite bias for a smaller Class II racetrack in Texas, and Busche and Hall (1988) find this opposite bias at a racetrack in Hong Kong that had much hig ...
simpler, smoother, smarter business
... complex. The customers want to utilise different solutions, both those they have procured and those that are produced as public cloud services. Combining these into a functional package requires a more extensive range of expertise. Total solutions can be quickly implemented, mainly by integrating ex ...
... complex. The customers want to utilise different solutions, both those they have procured and those that are produced as public cloud services. Combining these into a functional package requires a more extensive range of expertise. Total solutions can be quickly implemented, mainly by integrating ex ...