Advanced Search Results For "Finance"
Bivariate distribution regression with application to insurance data.
Publication Type: Academic Journal
Source(s): Insurance: Mathematics & Economics. Nov2023, Vol. 113, p215-232. 18p.
Abstract: Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given observed circumsta...
The performance of bank portfolio optimization.
Publication Type: Academic Journal
Source(s): International Transactions in Operational Research. Nov2023, p1. 28p. 9 Illustrations, 13 Charts.
Abstract: Given a liability structure, the bank portfolio optimization determines an asset allocation that maximizes profit, subject to restrictions on Basel III ratios and credit, liquidity, and market risks. Bank allocation models have not been tested using hi...
A hybrid entity structure for tax optimization of foreign direct investment in the U.S.
Publication Type: Academic Journal
Source(s): Journal of Corporate Accounting & Finance (Wiley). Nov2023, p1. 10p. 2 Illustrations.
Abstract: This article develops a new strategy for the (tax) optimization of foreign direct investments in the U.S. This strategy is particularly favorable for natural persons. By using a foreign upstream hybrid partnership, a substantial tax optimization of the...
The abuse of hawala banking for terrorist financing in German-speaking countries.
Publication Type: Academic Journal
Source(s): Journal of Money Laundering Control. 2023, Vol. 26 Issue 5, p1016-1026. 11p.
Abstract: Purpose: The purpose of this article is to determine how terrorist financiers have continued to exploit hawala banking in German-speaking countries, despite regulations in place to prohibit this. Design/methodology/approach: The first author interviewe...
Ranking econometric techniques using geometrical Benefit of Doubt.
Publication Type: Academic Journal
Source(s): Annals of Operations Research. Nov2023, Vol. 330 Issue 1/2, p411-430. 20p.
Abstract: A large part of economies around the world rely on stock markets. To predict stock prices or commodities, econometric techniques are used. Analysts choose the suitable econometric technique according to error measures which may create confusion, especi...
Optimal filter rules for selling stocks in the emerging stock markets.
Publication Type: Academic Journal
Source(s): Annals of Operations Research. Nov2023, Vol. 330 Issue 1/2, p211-242. 32p.
Abstract: With the application of the optimal stopping techniques, this paper proposes a filter rule for investors in emerging stock markets. In a bull market, once the stock price falls down to the optimal filter size, investors should sell the stock to avoid m...
Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks.
Publication Type: Academic Journal
Source(s): Annals of Operations Research. Nov2023, Vol. 330 Issue 1/2, p609-637. 29p.
Abstract: This study utilizes classification models to provide a robust algorithm for imbalanced data where the minority class is of the interest, that is, in the context of default payments. In developing an integrated predictive accuracy algorithm, this study ...
Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization?
Publication Type: Academic Journal
Source(s): Management Science. Nov2023, Vol. 69 Issue 11, p6455-6481. 27p.
Abstract: Does the proof-of-work consensus protocol serve its intended purpose of supporting decentralized cryptocurrency mining? To address this question, we develop a game-theoretical model in which miners first invest in hardware to improve the efficiency of ...
DOLARIZACIÓN, BANCA PRIVADA Y RENTABILIDAD FINANCIERA EN ECUADOR.
Publication Type: Academic Journal
Source(s): Problemas del Desarrollo. Revista Latinoamericana de Economía. oct-dic2023, Vol. 54 Issue 215, p149-172. 24p.
Abstract: El objetivo del presente trabajo es analizar el comportamiento de la banca privada ecuatoriana durante el periodo 2000-2021, utilizando información agregada de tendencias del sector bancario y datos contables para los principales bancos. En un abordaje...
COMPARATIVE ANALYSIS OF STOCK RETURNS OF ZOMBIE FIRMS AND BIST 30 FIRMS WITH STATISTICAL METHODS.
Publication Type: Academic Journal
Source(s): Journal of Management & Economics Research. eyl2023, Vol. 21 Issue 3, p298-311. 14p.
Abstract: The concept of 'zombie' companies was first proposed by Kane in 1987. The three common features of these companies are listed as follows; high debt level, low profit rate and productive companies reduce their productivity. Zombie firms are defined as c...