搜索结果: 1-7 共查到“经济学 Exposure”相关记录7条 . 查询时间(0.093 秒)
Exposure at Default Modeling with Default Intensities
Credit risk Default Exposure at default Regulatory capital
2016/1/27
The paper provides an overview of the Exposure at Default (EAD) definition, requirements, and estimation methods as set by the Basel II regulation. A new methodology connected to the intensity of defa...
Structural Closure and Exposure:Market Reactions to Announcements of Acquisitions and Divestitures
Acquisition Business Exit or Shutdown Market Entry and Exit
2015/5/12
Structural Closure and Exposure:Market Reactions to Announcements of Acquisitions and Divestitures.
Structural Closure and Exposure: Market Reactions to Announcements of Acquisitions and Divestitures
Saving Motivation and Incentives Programs Income Characteristics
2015/4/22
We review a wide variety of programs that support savings by families, in particular by low- and moderate-income families. These programs range from ones that literally compel families to save, to tho...
We present an approach to derivative exposure management based on subjective and implied probabilities. We suggest to maximize the valuation difference subject to risk constraints and propose a class...
We present an approach to derivative exposure management based on subjective and implied probabilities. We suggest to maximize the valuation difference subject to risk constraints and propose a class ...
Portfolio optimization when expected stock returns are determined by exposure to risk
1/n strategy Black–Scholes model expected stock returns Markowitz’ problem portfolio optimization ranks
2010/11/1
It is widely recognized that when classical optimal strategies are applied with parameters estimated from data, the resulting portfolio weights are remarkably volatile and unstable over time.The predo...
Investment, devaluation, and foreign currency exposure: The case of Mexico
Investment devaluation foreign currency exposure The case of Mexico
2014/3/12
This paper studies firm-level investment in the wake of the Mexican peso crisis of 1994. While exporters outperform nonexporters in terms of profits and sales after the devaluation, their investment i...