Category:Accounting and Finance
Table Of Contents: Volume 8 Issue 4
The purpose of this paper is to empirically examine whether corporate insiders extract information from activity of outsiders, specifically the short sellers.
The purpose of this paper is to solve the optimal dynamic portfolio problem under the double-exponential jump diffusion (DEJD) distribution, which can allow the asset…
The purpose of this paper is to investigate whether US regulatory actions around reverse mergers (RM) have exerted any spillover effects on the Chinese firms listed in…
The purpose of this paper is to develop a loan insurance pricing model allowing for the skewness and kurtosis existing in underlying asset returns.
The transnational comparative study on the potential risks and efficiency of commercial banks based on the weight-limited DEA modelHao Wang, Yu Wang, Shuang Zhao, Lan-ping Wang, Hui An
The purpose of this paper is to calculate the bank efficiency of removing potential risks that are hidden from the extreme portfolio of bank’s assets and further compare…
The existing literature on the Black-Litterman (BL) model does not offer adequate guidance on how to generate investors’ views in an objective manner. Therefore, the…
Online date, start – end:2011
Copyright Holder:Emerald Publishing Limited
- Professor Chongfeng Wu
- Professor Haitao Li