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Now showing items 131-140 of 217
Outpatient appointment scheduling in presence of seasonal walk-ins
(Springer Nature, 2014-04)
This study investigates appointment systems (AS), as combinations of access rules and appointment-scheduling rules, explicitly designed for dealing with walk-in seasonality. In terms of 'access rules', strategies are tested ...
A comparison of optimal policy rules prior to and during inflation targeting: empirical evidence from Bank of Canada
(Taylor & Francis, 2017)
We examine policy rules that are consistent with inflation targeting (IT) framework in a small macroeconomic model of the Canadian economy. We set up an optimal linear regulator problem and derive policy rules to compare ...
A concave security market line
(Elsevier, 2019-09)
We provide theoretical and empirical arguments in favor of a diminishing marginal premium for market risk. In capital market equilibrium with binding portfolio restrictions, investors with different risk aversion levels ...
The case against active pension funds: evidence from the Turkish private pension system
(Elsevier, 2015-06)
Using data on private Turkish pension funds we show that most active managers are not able to provide performance beyond what could be achieved by passive indexing. The average fund beats its benchmark by only 26 basis ...
Hierarchical modeling of choice concentration of US households
(Wiley, 2014)
This chapter contains sections titled: Introduction Data Description Measures of Choice Concentration Methodology Results Interpreting θ Decomposing the Effects of Time, Number of Decisions and Concentration Preference Conclusion.
Competitive implications of software open-sourcing
(Elsevier, 2012-12)
This paper is concerned with the economic trade-offs associated with open-sourcing, the business strategy of releasing free open-source versions of commercial software products. The effect of the release of open-source ...
The real estate and credit bubble: evidence from Spain
(Springer Science+Business Media, 2014-08)
We analyze the determinants of real estate and credit bubbles using a unique borrower-lender matched dataset on mortgage loans in Spain. The dataset contain real estate credit and price conditions (loan principal and spread, ...
Investigation of stochastic pairs trading strategies under different volatility regimes
(Blackwell, 2010-09)
We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use ...
Systematic risk and the cross section of hedge fund returns
(Elsevier, 2012-10)
This paper investigates the extent to which market risk, residual risk, and tail risk explain the cross-sectional dispersion in hedge fund returns. The paper introduces a comprehensive measure of systematic risk (SR) for ...
Will a fat tax work?
(Wiley, 2016-01)
Of the many proposals to reverse the obesity epidemic, the most contentious is the use of price-based interventions such as the fat tax. Previous investigations of the efficacy of such initiatives in altering consumption ...
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