Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Title
Now showing items 380-399 of 439
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Article
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Book
Size and book-to-market factors in earnings and stock returns: empirical evidence for Japan
(2004)
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Book
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Book
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Article
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Article
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Book
Sovereign debt rating changes and the stock market
(Centre for Economic Policy Research, 2012)
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Article
Stability analysis of portfolio management with conditional value-at-risk
(2007)We examine the stability of a portfolio management model based on the conditional value-at-risk (CVaR) measure
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Article
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Working Paper Open Access
State Contingent Debt as Insurance for Euro-Area Sovereigns
(2018-04)The euro-area sovereign debt crisis is receding. Europe is on a recovery path, growth is broad-based and unemployment is falling. One after the other, countries hit hardest by the crisis are exiting their adjustment ...
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Working Paper Open Access
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling
(The Wharton Financial Institutions Center. The Wharton School, University of Pennsylvania, PA., 2017-05)We express the opinion that sovereign debt sustainability analysis must be augmented by stochastic correlated risk factors and a risk measure to capture tail effects. Crisis situations can thus be adequately specified and ...
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Article
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling
(2017)
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Article
Stochastic linear programs with restricted recourse
(1997)Stochastic programs with recourse provide an effective modeling paradigm for sequential decision problems with uncertain or noisy data, when uncertainty can be modeled by a discrete set of scenarios. In two-stage problems ...
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Book Chapter
Stochastic programming and robust optimization
(Kluwer Academic Publishers, 1997)
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Article
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Article
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Book Chapter
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Article
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Book
Strategic investment : real options and games / Han T.J. Smit, Lenos Trigeorgis
(Princeton University Press, 2004)
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Article