Author: Eddy L. LaDuePublisher:
ISBN:
Category : Farm management
Languages : en
Pages : 62
Book Description
An Analysis of Alternate Micro Level Models of Investment Behavior
Author: Eddy L. LaDuePublisher:
ISBN:
Category : Farm management
Languages : en
Pages : 62
Book Description
Behavioral Modeling and Simulation
Author: National Research CouncilPublisher: National Academies Press
ISBN: 030911862X
Category : Social Science
Languages : en
Pages : 423
Book Description
Today's military missions have shifted away from fighting nation states using conventional weapons toward combating insurgents and terrorist networks in a battlespace in which the attitudes and behaviors of civilian noncombatants may be the primary effects of military actions. To support these new missions, the military services are increasingly interested in using models of the behavior of humans, as individuals and in groups of various kinds and sizes. Behavioral Modeling and Simulation reviews relevant individual, organizational, and societal (IOS) modeling research programs, evaluates the strengths and weaknesses of the programs and their methodologies, determines which have the greatest potential for military use, and provides guidance for the design of a research program to effectively foster the development of IOS models useful to the military. This book will be of interest to model developers, operational military users of the models and their managers, and government personnel making funding decisions regarding model development.
Northeastern Journal of Agricultural and Resource Economics
Author: Swing Pricing and Fragility in Open-end Mutual Funds
Author: Dunhong JinPublisher: International Monetary Fund
ISBN: 1513519492
Category : Business & Economics
Languages : en
Pages : 46
Book Description
How to prevent runs on open-end mutual funds? In recent years, markets have observed an innovation that changed the way open-end funds are priced. Alternative pricing rules (known as swing pricing) adjust funds’ net asset values to pass on funds’ trading costs to transacting shareholders. Using unique data on investor transactions in U.K. corporate bond funds, we show that swing pricing eliminates the first-mover advantage arising from the traditional pricing rule and significantly reduces redemptions during stress periods. The positive impact of alternative pricing rules on fund flows reverses in calm periods when costs associated with higher tracking error dominate the pricing effect.
An Alternative Macroeconomic Theory: The Kaleckian Model and Post-Keynesian Economics
Author: John E. KingPublisher: Springer Science & Business Media
ISBN: 9400918100
Category : Business & Economics
Languages : en
Pages : 232
Book Description
lE. King Michael Kalecki (1899-1970) was one of the most important, and also one of the most underrated, economists of the twentieth century. In the 1930s he made a series of fundamental contributions to macroeconomic theory which anticipated, complemented and in some ways surpassed those of Keynes. Almost entirely self-educated in economics, and influenced rul much by Marxism as by mainstream theory, Kalecki very largely escaped the fatal embrace of pre-Keynesian orthodoxy, which blunted the thrust of the General Theory. Many Post Keynesians, in particular, have found in his work the elements of a convincing alternative to what Joan Robinson -Kalecki's greatest advocate in the English-speaking world - was scathingly to describe as 'bastard Keynesianism' . But Kalecki was never interested in theory for its own sake. He approached economics from a practical perspective, wrote extensively on applied and policy questions, and in the [mal decades of his life turned his attention increasingly to problems of economic development and the management of state socialist economies.
The Oxford Handbook of Computational Economics and Finance
Author: Shu-Heng ChenPublisher: Oxford University Press
ISBN: 0190877502
Category : Business & Economics
Languages : en
Pages : 785
Book Description
The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.
Modern Portfolio Theory and Investment Analysis
Author: Edwin J. EltonPublisher: John Wiley & Sons
ISBN: 0470388323
Category : Business & Economics
Languages : en
Pages : 748
Book Description
An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and portfolio management. Readers will also discover the strengths and weaknesses of modern portfolio theory as well as the latest breakthroughs.
Investment: Capital theory and investment behavior
Author: Dale Weldeau JorgensonPublisher: MIT Press
ISBN: 9780262100564
Category : Business & Economics
Languages : en
Pages : 546
Book Description
V.1 Capital theory and investment behavior -- V.2 Tax policy and the cost of capital.
A Checklist of Official Publications of the State of New York
Author: New York State LibraryPublisher:
ISBN:
Category : Government publications
Languages : en
Pages : 400
Book Description
Author: