Now showing items 1-10 of 25
Banking in a Volatile World: Setting Country Lending Limits
Banks often make decisions in an organizational framework that attempts to control repayment problems by setting loan limits for each country. A formal mechanism for setting those limits will be proposed. Our motivation ...
SETTING COUNTRY LIMITS FOR INTERNATIONAL LENDING
A Multiobjective Expert System for Suppliers of Out-of-the-Money Options
The proliferation of telecommunications and computing capability has sparked speculation about dispersing work. The electronic cottage industry approach has potential in the area of office and professional services. This ...
Portfolio Selection to achieve a target beta
Suppose an investor wishes to construct a portfolio of size k securities from a population of n securities (k≤n) such that a particular portfolio or target beta (β p ) is achieved. Since β p is a random variable, there ...
The Effect of Earnings Announcement Timing on Liquidity
(People and Global Business Association, 2013)
The proportion of after-market-close (AMC) earnings announcements has recently increased to more than 40% of the total number of earnings announcements (Berkman & Truong, 2009). Doyle and Magilke (2009) conclude that ...
The Rate Decision: Adjustable vs Fixed Rate Mortgages
Homebuyers and commercial real estate buyers who borrow funds using mortgages all must face the choice of whether to assume a fixed or an adjustable rate mortgage. Other mortgage forms with alternative characteristics are ...
The Efficient Market Hypothesis in Personal Finance: Choosing an Adjustable or a Fixed Rate Mortgage
Homebuyers and commercial real estate investors who obtain funds using mortgages face the choice of a fixed or an adjustable rate mortgage. Fixed rate mortgages have constant payments, but a high initial rate: adjustable ...
The Crowdfunding Effect
The U.S. Securities & Exchange Commission (SEC) recently moved to finalize its proposed crowdfunding rule that would enable the use of small amounts of capital from a large number of individuals to finance a new business ...
An intraweek seasonality in the implied volatilities of T-bond and T-note options
This paper initiates the study of intraweek seasonalities in the implied volatilities of options on futures contracts on U.S. Treasury bonds and notes.