• English
    • Ελληνικά
  • English 
    • English
    • Ελληνικά
  • Login
Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Submit Date 
  •   Home
  • Δημοσιεύσεις ΠΚ / UCY Publications
  • 005 Σχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management
  • Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance
  • Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Submit Date
  •   Home
  • Δημοσιεύσεις ΠΚ / UCY Publications
  • 005 Σχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management
  • Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance
  • Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Submit Date
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Submit Date

Sort by:

Order:

Results:

Now showing items 1-20 of 439

  • title
  • submit date
  • accessioned date
  • ascending
  • descending
  • 5
  • 10
  • 20
  • 40
  • 60
  • 80
  • 100
    • Article  

      Scenario optimization asset and liability modelling for individual investors 

      Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A. (2007)

    • Article  

      www.personal_asset_allocation 

      Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A. (2004)

    • Article  

      Asset and liability management for insurance products with minimum guarantees: The UK case 

      Consiglio, Andrea; Saunders, D.; Zenios, Stavros A. (2006)

    • Article  

      A conditional value-at-risk model for insurance products with a guarantee 

      Consiglio, Andrea; Pecorella, A.; Zenios, Stavros A. (2009)

    • Article  

      Portfolio diversification in the sovereign credit swap markets 

      Consiglio, Andrea; Lotfi, S.; Zenios, Stavros A. (2017)

    • Article  

      A model for designing callable bonds and its solution using tabu search 

      Consiglio, Andrea; Zenios, Stavros A. (1997)

    • Article  

      Asset and liability modelling for participating policies with guarantees 

      Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A. (2008)

    • Article  

      Designing and pricing guarantee options in defined contribution pension plans 

      Consiglio, Andrea; Tumminello, M.; Zenios, Stavros A. (2015)

    • Article  

      Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling 

      Consiglio, Andrea; Zenios, Stavros A. (2017)

    • Article  

      Risk profiles for re-profiling the sovereign debt of crisis countries 

      Consiglio, Andrea; Zenios, Stavros A. (2015)

    • Article  

      Integrated simulation and optimization models for tracking international fixed income indices 

      Consiglio, Andrea; Zenios, Stavros A. (2001)

    • Article  

      Designing portfolios of financial products via integrated simulation and optimization models 

      Consiglio, Andrea; Zenios, Stavros A. (1999)

    • Article  

      Bulk volume classification and information detection 

      Panayides, Marios A.; Shohfi, Thomas D.; Smith, Jared D. (2019)
      Using European stock data from two different venues and time periods for which we can identify each trade's aggressor, we test the performance of the bulk volume classification (Easley et al. (2016)

    • Article  

      Do Financial Analysts Restrain Insiders’ Informational Advantage? 

      Ellul, Andrew; Panayides, Marios (2018)
      By collecting and disseminating price-sensitive information, financial analysts should reduce firm insiders’ informational advantage with a consequent impact on trading dynamics and market quality. We empirically examine ...

    • Article  

      Common Ownership and Competition in Product Markets 

      Koch, Andrew M.; Panayides, Marios A.; Thomas, Shawn (2019)
      We investigate the relation between common institutional ownership of the firms in an industry and product market competition. We find that common ownership is neither robustly positively related with industry profitability ...

    • Article  

      Are analyst stock recommendation revisions more informative in the post-IFRS period? 

      Charitou, Andreas; Karamanou, Irene; Kopita, Anastasia (2018)
      This paper investigates whether the mandatory IFRS adoption has affected the informativeness of analyst recommendation revisions in Europe. Although prior studies document that IFRS adoption improved analyst forecast ...

    • Article  

      Private information in currency markets 

      Michaelides, Alexander; Milidonis, Andreas; Nishiotis, George P. (2019)
      Using daily abnormal currency returns for the universe of countries with flexible exchange rates, we show local currency depreciations ahead of unscheduled, public sovereign debt downgrade announcements. Consistent with ...

    • Article  

      An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 

      Berwart, Erik; Guidolin, Massimo; Milidonis, Andreas (2019)
      We investigate the lead-lag relationships between issuer-paid and investor-paid credit rating agencies (CRAs), after the regulatory reforms in the U.S. (2002–2006) also including outlooks. Over our sample period, ratings ...

    • Article  

      Flexibility as firm value driver: Evidence from offshore outsourcing 

      Choi, Jongmoo J.; Ju, Ming; Kotabe, Masaaki; Trigeorgis, Lenos; Zhang, Xiaotian T. (2018)
      Research Summary This article tests real options theory predictions that uncertainty and flexibility are key value drivers for offshore outsourcing moderated by switching costs. Examining firm-specific and market data for ...

    • Article  

      Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 

      Lotfi, Somayyeh; Zenios, Stavros A. (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 ...

      Browse

      EverywhereCommunities & CollectionsBy Submission DateAuthorsTitlesSubjectsBy TypeBy DepartmentBy FacultyThis CollectionBy Submission DateAuthorsTitlesSubjectsBy TypeBy DepartmentBy Faculty

      My Account

      Login
      Πνευματικά δικαιώματα ©  Βιβλιοθήκη Πανεπιστημίου Κύπρου
      Contact Us | Send Feedback
      Οδηγίες κατάθεσης διδακτορικής διατριβής
      Open Access
      ORCiD