Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Title
Now showing items 349-368 of 439
-
Article
-
Article
-
Article
-
Article
-
Article
-
Working Paper Open Access
Risk management for sovereign financing within a debt sustainability framework
(European Stability Mechanism Working Paper No. 31, 2018-09)The mix of instruments used to finance a sovereign is a key determinant of debt sustainability through its effect on funding costs and risks. We extend standard debt sustainability analysis to incorporate debt-financing ...
-
Working Paper Open Access
Risk management optimization for sovereign debt restructuring
(Journal of Globalization and Development, Vol. 6(2), pp. 181–213, Feb. 2016.; The Wharton School Financial Institutions Centre No. 14-10., 2015-12)Debt restructuring is one of the policy tools available for resolving sovereign debt crises and, while unorthodox, it is not uncommon. We propose a scenario analysis for debt sustainability and integrate it with scenario ...
-
Article
-
Article
-
Article
-
Article
-
Article
Robust Optimization of Large-Scale Systems
(1995)Mathematical programming models with noisy, erroneous, or incomplete data are common in operations research applications. Difficulties with such data are typically dealt with reactively—through sensitivity analysis—or ...
-
Working Paper Open Access
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
(The Wharton Financial Institutions Center. The Wharton School, University of Pennsylvania, PA., 2016-04)We develop robust models for optimization of the VaR and CVaR risk measures with a minimum expected return constraint under joint ambiguity in distribution, mean returns, and covariance matrix. We formulate models for ...
-
Article
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
(2018)We develop robust models for optimization of the VaR (value at risk) and CVaR (conditional value at risk) risk measures with a minimum expected return constraint under joint ambiguity in distribution, mean returns, and ...
-
Article
-
Article
The role of cash flows and accruals in explaining security returns: evidence for the UK
(1997)The assessment of earnings usefulness in returns studies has been at the forefront of accounting research since the seminal work of Ball and Brown (1968). Recently, regulatory bodies worldwide have paid increased attention ...
-
Book
The role of default risk and growth option factors in explaining the market value of equity
(2007)
-
Article
-
Article
-
Book