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JEL Code: C44

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Viewing: 41 - 90 of 825 papers

41.

A Stochastic Model for Order Book Dynamics

Number of pages: 23 Posted: 26 Sep 2008 Last Revised: 31 Aug 2009
Working Paper Series
Imperial College London, Cornell Financial Engineering Manhattan and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 6,870
42.

A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm

Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34 Posted: 22 Sep 2011 Last Revised: 27 Oct 2013
Accepted Paper Series
Guggenheim Partners, LLC and University of California, Irvine
Downloads 3,211
43.

FINANCIAL STATEMENT ANALYSIS: A Data Envelopment Analysis Approach

Number of pages: 11 Posted: 08 Aug 2008 Last Revised: 26 Aug 2014
Accepted Paper Series
University of Washington, Tacoma - Milgard School of Business, Rutgers Business School - Camden and University of Minnesota, Duluth - Labovitz School of Business and Economics (LSBE)
Downloads 2,441
44.

Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity

Algorithmic Finance, Vol. 1, No. 1, 2011
Number of pages: 10 Posted: 14 Oct 2010 Last Revised: 11 Oct 2012
Accepted Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences, New York University (NYU) - Department of Information, Operations, and Management Sciences and Cornell Financial Engineering Manhattan
Downloads 2,392
45.

Further Thoughts on Crm

ERIM Report Series Reference No. ERS-2002-83-MKT
Number of pages: 33 Posted: 05 Feb 2003
Working Paper Series
University of Groningen - Department of Marketing & Marketing Research and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 2,165
46.

Advertising Effects on Awareness, Consideration and Brand Choice Using Tracking Data

ERIM Report Series Reference No. ERS-2004-028-MKT
Number of pages: 22 Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics and Microsoft Corporation
Downloads 2,091
47.

Predicting Customer Lifetime Value in Multi-Service Industries

ERIM Report Series Reference No. ERS-2003-038-MKT
Number of pages: 48 Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Groningen - Department of Marketing & Marketing Research and Tilburg University - Department of Marketing
Downloads 2,051
48.

A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation

Journal of the Operational Research Society (2015) 66, 1352–1362,
Number of pages: 25 Posted: 25 Jul 2015
Accepted Paper Series
University of Hertfordshire Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,901
49.

Operational Risk Management in Financial Services and the New Basel Accord

Number of pages: 16 Posted: 22 Aug 2004
Working Paper Series
FX Concepts
Downloads 1,886
50.

Measuring National Innovation Systems Efficiency – A Review of DEA Approach

Higher School of Economics Research Paper No. WP BRP 16/STI/2013
Number of pages: 24 Posted: 03 Aug 2013 Last Revised: 23 Sep 2013
Working Paper Series
National Research University - Higher School of Economics
Downloads 1,866
51.

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

Number of pages: 49 Posted: 11 Aug 2015 Last Revised: 26 Jan 2016
Working Paper Series
Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,854
52.

The Effectiveness of Advertising Matching Purchase Motivation

ERIM Report Series Reference No. ERS-2001-65-MKT
Number of pages: 47 Posted: 20 Feb 2003
Working Paper Series
Tinbergen Institute, Wageningen UR - Economics of Consumers and Households and Tilburg University - Faculty of Social and Behavioural Sciences
Downloads 1,730
53.

Modeling Dynamic Effects of the Marketing Mix on Market Shares

ERIM Report Series Reference No. ERS-2003-044-MKT
Number of pages: 32 Posted: 26 Aug 2006
Working Paper Series
Econometric Institute - Erasmus University Rotterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 1,605
54.

Risk Parity and Beyond - From Asset Allocation to Risk Allocation Decisions

Number of pages: 41 Posted: 18 Nov 2013
Working Paper Series
Fundvisory, EDHEC Business School and ARPM - Advanced Risk and Portfolio Management
Downloads 1,518
55.

Systemic Risk and Central Clearing Counterparty Design

Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46 Posted: 09 Jun 2013 Last Revised: 01 Mar 2017
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 1,508
56.

The Model Confidence Set

Number of pages: 41 Posted: 30 Mar 2004 Last Revised: 07 Jul 2014
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of Aarhus - School of Economics and Management and North Carolina State University - Department of Economics
Downloads 1,486
57.

Statistical Arbitrage: Medium Frequency Portfolio Trading

Number of pages: 27 Posted: 25 Jun 2013 Last Revised: 09 Jul 2013
Working Paper Series
Independent
Downloads 1,394
58.

Evaluating Direct Marketing Campaigns: Recent Findings and Future Research Topics

ERIM Report Series Reference No. ERS-2002-26-MKT
Number of pages: 46 Posted: 20 Feb 2003
Working Paper Series
Social and Cultural Planning Office, Erasmus University Rotterdam (EUR) - Department of Econometrics and University of Amsterdam - Academy for Economic Studies
Downloads 1,285
59.

Using Statistical Process Control to Monitor Active Managers

Number of pages: 35 Posted: 19 Mar 2003
Working Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering, IBM - T. J. Watson Research Center and Parametric Portfolio Associates
Downloads 1,284
60.

When are Crm Systems Successful? The Perspective of the User and of the Organization

ERIM Report Series Reference No. ERS-2005-048-MKT
Number of pages: 53 Posted: 02 Jan 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 1,248
61.

Persistence Modeling for Assessing Marketing Strategy Performance

ERIM Report Series Reference No. ERS-2003-088-MKT
Number of pages: 31 Posted: 09 Mar 2004
Working Paper Series
Catholic University of Leuven (KUL) - Department of Applied Economics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,241
62.

Predicting Customer Potential Value: An Application in the Insurance Industry

ERIM Report Series Reference No. ERS-2001-01-MKT
Number of pages: 43 Posted: 26 Aug 2006
Working Paper Series
University of Groningen - Department of Marketing & Marketing Research and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 1,215
63.

A Multi-Country Study of the Adoption of Erp Systems

ERIM Report Series Reference No. ERS-2003-019-MKT
Number of pages: 33 Posted: 27 May 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 1,190
64.

Confidence Intervals for Cronbach's Coefficient Alpha Values

ERIM Report Series Reference No. ERS-2003-041-MKT
Number of pages: 47 Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 1,148
65.

The Nasdaq Crash of April 2000: Yet Another Example of Log-Periodicity in a Speculative Bubble Ending in a Crash

Number of pages: 10 Posted: 09 Jun 2000
Working Paper Series
Riso National Laboratory - Wind Energy Department and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 1,072
66.

Financial Crises and Bank Failures: A Review of Prediction Methods

FRB of Cleveland Working Paper No. 09-04R
Number of pages: 34 Posted: 22 Jun 2009 Last Revised: 01 Nov 2010
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Gabelli School of Business, Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,041
67.

The Joint Effect of Relationship Perceptions, Loyalty Program and Direct Mailing on Customer Share Development

ERIM Report Series Reference No. ERS-2002-27-MKT
Number of pages: 59 Posted: 20 Feb 2003
Working Paper Series
University of Groningen - Department of Marketing & Marketing Research
Downloads 1,024
68.

Competitive Reactions and the Cross-Sales Effects of Advertising and Promotion

ERIM Report Series Reference No. ERS-2002-20-MKT
Number of pages: 55 Posted: 20 Feb 2003
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Marketing Area, Northwestern University - Department of Marketing, University of California, Los Angeles (UCLA) - Anderson School of Management and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 1,023
69.

Bonds Versus Stocks: Investors' Age and Risk Taking

Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Number of pages: 40 Posted: 18 Oct 2006 Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Baruch College
Downloads 974
70.

Econometric Analysis of the Market Share Attraction Model

ERIM Report Series Reference No. ERS-2001-25-MKT
Number of pages: 35 Posted: 26 Aug 2006
Working Paper Series
Econometric Institute - Erasmus University Rotterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 948
71.

Portfolio Oversight: An Evolutionary Approach

Number of pages: 50 Posted: 08 Nov 2012 Last Revised: 26 May 2014
Working Paper Series
Guggenheim Partners, LLC
Downloads 944
72.

The Big Data Newsvendor: Practical Insights from Machine Learning

Number of pages: 52 Posted: 03 Feb 2015 Last Revised: 06 Sep 2016
Working Paper Series
London Business School and Duke University - Pratt School of Engineering
Downloads 937
73.

Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs

Number of pages: 48 Posted: 07 Apr 2008 Last Revised: 30 May 2009
Working Paper Series
IESEG School of Management, LEM CNRS, UMR 9221 and Capital Fund Management
Downloads 913
74.

Dynamic Pricing – State-of-The-Art

Zeitschrift für Betriebswirtschaft, Ergänzungsheft 3 'Operations Research in der Betriebswirtschaft' (2009), 1-40,
Number of pages: 38 Posted: 21 Nov 2012
Accepted Paper Series
University of Duisburg-Essen - Mercator School of Management, University of Augsburg and Bundeswehr University Munich (UniBw) - Department of Quantitative Methods
Downloads 912
75.

The Impact of Brand and Category Characteristics on Consumer Stock-Out Reactions

ERIM Report Series Reference No. ERS-2002-106-MKT
Number of pages: 46 Posted: 18 Jan 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus Food Management Institute, University of Groningen - Department of Marketing & Marketing Research and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 879
76.

Assessing Bank Efficiency and Performance with Operational Research and Artificial Intelligence Techniques: A Survey

European Journal of Operational Research, 2010, 204 (2), 189-198 (Revised Version)
Number of pages: 66 Posted: 28 Feb 2009 Last Revised: 28 Sep 2012
Accepted Paper Series
University Leicester School of Management and Technical University of Crete
Downloads 813
77.

Optimal Bidding in Multi-Item Multi-Slot Sponsored Search Auctions

Operations Research 61(4): 855-873 (2013)
Number of pages: 47 Posted: 06 Feb 2012 Last Revised: 08 Dec 2013
Accepted Paper Series
University of Pennsylvania - Operations & Information Management Department and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management
Downloads 812
78.

Star Wars: The Empirics Strike Back

Paris School of Economics Working Paper No. 2012-29
Number of pages: 38 Posted: 23 Jun 2012
Working Paper Series
University of Ottawa - Department of Economics, Autorité de Contrôle Prudentiel et de Résolution (ACPR), Aix-Marseille University - Aix-Marseille School of Economics and University of Bristol

Multiple version iconThere are 2 versions of this paper

Downloads 804
79.

Risk Neutral Forecasting

Number of pages: 39 Posted: 23 Jan 2001
Working Paper Series
Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 798
80.

Stochastic Portfolio Theory: A Machine Learning Perspective

Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence, 2016
Number of pages: 9 Posted: 09 May 2016
Accepted Paper Series
University of Oxford and Mathematical Institute, University of Oxford
Downloads 782
81.

Nesting Booking Limits in Revenue Management: The Good, the Bad and the Ugly

Number of pages: 20 Posted: 25 Apr 2008 Last Revised: 02 Dec 2008
Working Paper Series
Faculty of Tourism (IREST)
Downloads 763
82.

From Bounded Rationality to Behavioral Economics

Number of pages: 22 Posted: 20 Jul 2005
Working Paper Series
Luiss Guido Carli University
Downloads 745
83.

The Theoretical Underpinnings of Customer Asset Management

ERIM Report Series Reference No. ERS-2002-80-MKT
Number of pages: 61 Posted: 17 Feb 2003
Working Paper Series
Arizona State University (ASU) - Marketing Department, Boston College - Department of Marketing and University of Groningen - Department of Marketing & Marketing Research
Downloads 736
84.

Consistent Pricing of Options on Leveraged ETFs

Number of pages: 43 Posted: 21 Sep 2012 Last Revised: 22 Oct 2014
Working Paper Series
Columbia University - Department of Industrial Engineering and Operations Research (IEOR), Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Independent
Downloads 688
85.

Efficiency Analysis of Supply Chain Processes

International Journal of Production Research, Vol. 44, No. 23, pp. 5065-5087, December 2006
Number of pages: 23 Posted: 27 Dec 2007
Accepted Paper Series
Vienna University of Economics and Business Administration - Department of Information Systems and Operations and Saffron Technology
Downloads 684
86.

Competitiveness of Family Businesses

ERIM Report Series Reference No. ERS-2001-50-MKT
Number of pages: 33 Posted: 18 Feb 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 678
87.

The Effect of Members' Satisfaction with a Virtual Community on Member Participation

ERIM Report Series Reference No. ERS-2003-004-MKT
Number of pages: 51 Posted: 27 May 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), University of Groningen - Department of Marketing & Marketing Research, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam - Rotterdam School of Management (RSM)
Downloads 664
88.

Store Location in Shopping Centers: Theory and Estimates

Journal of Real Estate Research, Vol. 27, No. 3, 2006
Number of pages: 30 Posted: 27 Dec 2006
Accepted Paper Series
Florida Atlantic University and University of California, Irvine - Paul Merage School of Business
Downloads 662
89.

Asset Allocation Advice: Reconciling Expected Utility with Shortfall Risk

Number of pages: 40 Posted: 30 Jun 2004
Working Paper Series
University of Colorado at Boulder - Leeds School of Business
Downloads 659
90.

Corporate Bankruptcy Prognosis: An Attempt at a Combined Prediction of the Bankruptcy Event and Time Interval of Its Occurrence

Number of pages: 36 Posted: 11 Jan 2002
Case and Teaching Paper Series
Independent and Interregional Bankruptcy Service for Central Russia - Analytic Department
Downloads 640