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Now showing items 11-20 of 157
Pricing Basket spread options
(Society for Computational Economics, 2006)
This paper describes and analyses the use of the Filtered Historical Simulation algorithm in pricing spread options. Spread options are contracts whose payoff depends on the price difference (spread) between two or more ...
Θεσμικό πλαίσιο περιφερειακής ανάπτυξης. 3ος τ.
(Κέντρο Επιμόρφωσης Μελετών Έρευνας και Ανάπτυξης, 2005)
Τα θέματα της περιφερειακής ανάπτυξης και των ιδιωτικών επενδύσεων είναι πολλά και ποικίλα, όπως νομικά, οικονομικά, κοινωνικά κ.λ., αλλά δεν έχουν «επισύρει» στο σύνολό τους και στον ίδιο
βαθμό την προσοχή των Ερευνητών, ...
The connection between trust and knowledge management: what are its implications for team performance
(MCB UP Ltd, 2003)
The latest buzzwords in organizational change and development literature are “knowledge management” and “knowledge transfer”, which proponents claim are successful ways of improving and enhancing employees’ performance. ...
Coherent risk measures under filtered historical simulation
(Elsevier, 2005-04)
Recent studies have strongly criticised conventional VaR models for not providing a coherent risk measure. Acerbi provides the intuition for an entire family of coherent measures of risk known as “spectral risk measures” ...
Commitment policy and optimal positive long-run inflation
(2008)
This paper studies different types of commitment policy in an economy where the deterministic steady state is inefficient. We show how a policy suggested by the approach of policy design entails positive long-run inflation, ...
Domestic and multinational determinants of foreign bank profits: The case of Greek banks operating abroad
(Elsevier, 2007)
This paper examines the determinants of profits of Greek banks operating abroad by developing an integrated model that includes a set of determinants informed by the literature on the profitability of both multinational ...
Spyros Makridakis: An interview with theInternational Journal of Forecasting
(Elsevier, 2006)
Following the attainment of a place in the GreekSailing Team in the Olympics of 1960, SpyrosMakridakis set sail for New York University wherehe obtained a PhD in 1969. His first academicappointment was at INSEAD where he ...
Greek Hidden Champions: Lessons from Small, Littleknown Firms in Greece
(Pergamon, 2000-12)
The purpose of the research described in this paper is to first identify successful Greek SMEs that can be qualified as ‘hidden champions’ and second to uncover the factors that have contributed to their success. These ...
Decision making and planning under low levels of predictability
(Elsevier Ltd, 2009)
This special section aims to demonstrate the limited predictability and high level of uncertainty in practically all important
areas of our lives, and the implications of this. It summarizes the huge body of solid empirical ...
VaR Modelling on Long Run Horizons
(Kluwer Academic Publishers-Plenum Publishers, 2003-07)
The Value-at-Risk (VaR) criterion as a measure of portfolio's risk on long run horizons is considered. The method which makes possible to generate VaR estimates on longer horizons is suggested. The VaR estimation is based ...