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Modelling Reality and Personal Modelling ISBN 13: 9783642959011

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9783642959011: Modelling Reality and Personal Modelling

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Modelling Reality.- Economic Policy Determinants: Sensitivity Testing Based on the Mahalanobis Distance Statistic.- Time Dominance and I.R.R..- Linear Gears for Asset Pricing.- Stochastic Behaviour of European Stock Market Indices.- Measuring Firm/Market Information Asymmetry: The Model of Myers and Majluf or the Importance of the Asset Structure of the Firm.- The Construction of Smoothed Forward Rates.- An Index of De-stability for Controlling Shareholders.- On Imitation.- Financial Factors and the Dutch Stock Market: Some Empirical Results.- A Present Value Approach to the Portfolio Selection Problem.- Discounting When Taxes are Paid One Year Later: A Finance Application of Linear Programming Duality.- The Asset Transformation Function of Financial Intermediaries.- Management of the Interest Rate Swaps Portfolio Under the New Capital Adequacy Guidelines.- Developing a Multinational Index Fund.- Directional Judgemental Financial Forecasting: Trends and Random Walks.- Forecasting the Behaviour of Bankruptcies.- Theoretical Analysis of the Difference Between the Traditional and the Annuity Stream Principles Applied to Inventory Evaluation.- A Micro-Simulation Model for Pension Funds.- Asset Allocation and the Investor's Relative Risk Aversion.- Financing Behaviour of Small Retailing Firms.- Computing Price Paths of Mortgage-Backed Securities Using Massively Parallel Computing.

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Altre edizioni note dello stesso titolo

9783790806823: Modelling Reality and Personal Modelling

Edizione in evidenza

ISBN 10:  379080682X ISBN 13:  9783790806823
Casa editrice: Physica, 1993
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