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Public-private partnerships in the healthcare sector: limited policy guidelines, but active project development in Denmark.
Publication Type:Academic Journal
Source(s):Journal of Economic Policy Reform. Jun2022, Vol. 25 Issue 2, p121-135. 15p.
Abstract:How and why has the formal policy development on PPPs in Denmark evolved? How and why do PPP projects develop in Danish healthcare sector? Despite limited policy guidelines and no PPP Act, a regional approach to PPPs has occurred in the healthcare sect...
A strengthened solution to option manipulation.
Publication Type:Academic Journal
Source(s):INFOR. Aug2022, Vol. 60 Issue 3, p407-427. 21p.
- Authors:
- Aslam, Bilal
- Zhang, Changyong
Abstract:Thanks to the reduced price and less exposition to sudden crashes or price hikes, the Asian option is among the most favorable hedging instruments that are hard to be manipulated, in both the commodity market and executive compensation plan. Since the ...
The financialisation of housing by numbers: Brazilian real estate developers since the Lulist era.
Publication Type:Academic Journal
Source(s):Housing Studies. Jul2022, Vol. 37 Issue 6, p847-867. 21p. 2 Black and White Photographs, 1 Chart.
- Authors:
- Shimbo, Lucia
- Bardet, Fabrice
- Baravelli, José
Abstract:This article examines the emergence of large-scale real estate developers in the Minha Casa, Minha Vida [My House, My Life] housing programme launched in 2009 by the Lula government and their repositioning caused by the economic crisis that hit the cou...
Does patent abandonment weaken performance persistence? A real option perspective.
Publication Type:Academic Journal
Source(s):Technology Analysis & Strategic Management. Jun2022, Vol. 34 Issue 6, p717-731. 15p.
- Authors:
- Zheng, Ying
- Huang, Junwei
Abstract:Most studies on patent renewal propose that abandonment indicates low quality and weakens firm performance. However, in practice, firms sometimes abandon patents as a rational strategy for pruning their patent portfolios. The discordance between litera...
- Subjects:
- REAL options (Finance)
- PATENTS
- PANEL analysis
The CUSUM statistics of change-point models based on dependent sequences.
Publication Type:Academic Journal
Source(s):Journal of Applied Statistics. Aug2022, Vol. 49 Issue 10, p2593-2611. 19p. 1 Chart, 14 Graphs.
- Authors:
- Ding, Saisai
- Fang, Hongyan
- Dong, Xiang
Abstract:In this paper, we investigate the mean change-point models based on associated sequences. Under some weak conditions, we obtain a limit distribution of CUSUM statistic which can be used to judge the mean change-mount δ n is satisfied or dissatisfied n ...
- Subjects:
- CORPORATE finance
- STATISTICS
- CHANGE-point problems
Assessing the discriminatory power of loss given default models.
Publication Type:Academic Journal
Source(s):Journal of Applied Statistics. Aug2022, Vol. 49 Issue 10, p2700-2716. 17p. 1 Diagram, 1 Chart, 3 Graphs.
Abstract:For banks using the Advanced Internal Ratings-Based Approach in accordance with Basel III requirements, the amount of required regulatory capital relies on the banks' estimates of the probability of default, the loss given default and the conversion fa...
Greening the international monetary system? Not without addressing the political ecology of global imbalances.
Publication Type:Academic Journal
Source(s):Review of International Political Economy. Jun2022, Vol. 29 Issue 3, p844-869. 26p.
- Authors:
- Svartzman, Romain
- Althouse, Jeffrey
Abstract:Addressing ecological crises such as climate change within the current International Monetary System (IMS) will likely be impossible. International monetary relations are built upon a hierarchy between currencies, which generates structural Core-Periph...
Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model.
Publication Type:Academic Journal
Source(s):Communications in Statistics: Theory & Methods. 2022, Vol. 51 Issue 16, p5428-5445. 18p.
- Authors:
- Zhao, Jing
- Li, Shenghong
Abstract:In recent years, small-time asymptotics of option prices have received much attention. In this paper, we derive short-time first-order expansions for price and implied volatility of at-the-money call options under the exponential Normal Tempered Stable...