Search results for " asset"

showing 10 items of 187 documents

On the evolution of monopoly pricing in Internet-assisted search markets

2014

This study examines the evolution of prices in markets with Internet price-comparison search engines. The empirical study analyzes laboratory data of prices available to informed consumers, for two industry sizes and two conditions on the sample (complete and incomplete). Distributions are typically bimodal. One of the two modes of distribution, corresponding to monopoly pricing, tends to attract such pricing strategies increasingly over time. The second one, corresponding to interior pricing, follows a decreasing trend. Monopoly pricing can serve as a means of insurance against more competitive (but riskier) behavior. In fact, experimental subjects who initially earn low profits due to int…

MarketingAverage cost pricingInternet Economics price-comparison search engines mixed strategy equilibria experimental economicsPsychological pricingFinancial economicsConsumption-based capital asset pricing modeljel:L1MicroeconomicsInvestment theoryPricing strategiesjel:L4Variable pricingjel:D0Economicsjel:D2Rational pricingMonopoly
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Theorizing expectations as enablers of intangible assets in public relations: Normative, predictive, and destructive

2019

Expectations intersect with many areas of public relations, yet conceptual and theoretical understandings of expectations have not been strong in public relations research. In fact, expectations are often discussed at a cursory level, expectation theories are seldom applied, and the concept of expectations is not problematized. In this article, therefore, we explore the role of expectations in public relations and illustrate how expectations shape organizational relationships, particularly by enabling or destroying the creation of organizational intangible assets. We identify gaps in how expectations are addressed in public relations, present the results from a literature review of 159 acad…

MarketingExpectancy theoryintangible assetsOrganizational Behavior and Human Resource ManagementLinguistics and Languageliterature reviewaineeton pääomabusiness.industryStrategy and ManagementCommunicationPublic relationsteoriatsuhdetoimintaodotuksetNormativeSociologybusinessexpectation theoryexpectationsPublic Relations Inquiry
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Market risk reporting in banking overcoming the limits of IAS/IFRS and Basel regulation

2017

Market risk in banking activity is becoming a more severe issue day by day for several reasons. Analysing it from a regulatory point of view is fundamental for assessing whether or not banks are in the conditions of disclosing a satisfactory degree of information about their market risk exposure. The two regulatory constraints to consider are International Accounting Standards (IAS/IFRS) and the Basel regulation. Both of them seem to put too many constraints on banks. They turn out to be over-over-regulated. Even if regulators put many efforts in trying to provide a useful regulation for banks' risk reporting and capital adequacy, we are still far from a good regulation. The regulatory proc…

MarketingPharmacologyOrganizational Behavior and Human Resource ManagementMarket risk reporting Basel regulation IAS/IFRS International Accounting Standards risk management in banking pillars Basel regulation supervisory review process capital requirements market discipline risk disclosure capital buffer financial instruments disclosureSettore SECS-P/11 - Economia Degli Intermediari FinanziariProcess (engineering)business.industrymedia_common.quotation_subjectStrategy and ManagementPharmaceutical ScienceAccountingMarket disciplineDiscount pointsCapital adequacy ratioMarket riskRisk-weighted assetDrug DiscoveryCapital requirementFunction (engineering)businessmedia_commonInternational Journal of Financial Innovation in Banking
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Assessing the impact of operating lease capitalization with dynamic Monte Carlo simulation

2019

Abstract The European Commission has recently adopted a new accounting standard for leases that will be implemented in 2019, which requires operating lease contracts to be included in the balance sheet, affecting key ratios, leverage and profitability. We simulate the impact of IFRS 16 using Monte Carlo method, which incorporates the uncertainty of the future value of variables when making predictions. Unlike prior studies based on historical data, our study considers a five-year forecast horizon and, more importantly, contemplates several probable scenarios. Based on the STOXX All Europe 100, our results confirm that, in 2019, liability maturity, liquidity and return on assets will decreas…

MarketingReturn on assetsEconomia internacional05 social sciencesComptabilitatFuture valueOperating leaseMarket liquidityReturn on equity0502 economics and businessEconomicsEconometricsmedia_common.cataloged_instance050211 marketingBalance sheetIFRS 16European union050203 business & managementmedia_common
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Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming

2008

AbstractThis paper provides new models for portfolio selection in which the returns on securities are considered fuzzy numbers rather than random variables. The investor's problem is to find the portfolio that minimizes the risk of achieving a return that is not less than the return of a riskless asset. The corresponding optimal portfolio is derived using semi-infinite programming in a soft framework. The return on each asset and their membership functions are described using historical data. The investment risk is approximated by mean intervals which evaluate the downside risk for a given fuzzy portfolio. This approach is illustrated with a numerical example.

Mathematical optimizationApplied MathematicsMathematics::Optimization and ControlEfficient frontierPortfolio selection problemSortino ratioFuzzy mathematical programmingRate of return on a portfolioComputational MathematicsDownside risk functionFuzzy returnsComputer Science::Computational Engineering Finance and ScienceReplicating portfolioCapital asset pricing modelPortfolioPortfolio optimizationSemi-infinite programmingModern portfolio theoryMathematicsJournal of Computational and Applied Mathematics
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A Conditional Value–at–Risk Model for Insurance Products with Guarantee

2009

We propose a model to select the optimal portfolio which underlies insurance policies with a guarantee. The objective function is defined in order to minimise the conditional value at-risk (CVaR) of the distribution of the losses with respect to a target return. We add operational and regulatory constraints to make the model as flexible as possible when used for real applications. We show that the integration of the asset and liability side yields superior performances with respect to naive fixed-mix portfolios and asset based strategies. We validate the model on out-of-sample scenarios and provide insights on policy design.

Mathematical optimizationPortfolio selection.Actuarial scienceComputer scienceCVARAsset-liability managementAsset-liability management; Conditional value-at-risk; CVaR; Policies with a minimum guarantee; Portfolio selection.Management Science and Operations ResearchPolicies with a minimum guaranteeExpected shortfallInsurance policyReplicating portfolioPortfolioCapital asset pricing modelAsset (economics)Statistics Probability and UncertaintyBusiness and International ManagementPortfolio optimizationCVaRConditional value-at-risk
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“Let’s make lots of money”: the determinants of performance in the recorded music sector

2017

This research analyzes the performance of 467 record labels in eight European countries over a period of 13 years (2003-2015). The main goal is to explain a relative measure of profitability in terms of observed variables, although the nature of the dataset also allows us to include non-observed firm and country effects. To this end alternative models are estimated and three main research questions are tested, namely: (1) the effect of the dual structure of the recorded music market, in which a competitive segment and an oligopoly coexist; (2) the extent and source of the volatility of profits in record labels; and (3) the nonlinear impact of size on performance.

Measure (data warehouse)Return on assets05 social sciencesEconomics Econometrics and Finance (miscellaneous)EconomiaCultural economicsDual (category theory)MicroeconomicsOligopoly0502 economics and businessEconomicsProfitability index050207 economicsVolatility (finance)050203 business & managementPeriod (music)Journal of Cultural Economics
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Integrated Domain Model for Digital Rights Management

2004

Digital Rights Management (DRM) is an issue of controlling and managing digital rights over intellectual property. It has recently broadened its scope from being merely a content protection concern to description, identification, trading, protection, monitoring and tracking of rights over tangible or intangible assets. In our study we found out an essential problem of the domain: lack of models on an appropriate level of abstraction needed to support research and system development. Modelling, identifying and describing the core entities enable the rights management functionalities. This chapter contributes in recognizing the principal entities and providing detailed description on current …

MetadataWorld Wide WebInformation managementDigital rights managementComputer sciencecomputer.internet_protocolDomain modelIntellectual propertyDigital asset managementcomputerXML
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Cost and profit efficiency in the Spanish banking sector (1985–1996): a non-parametric approach

2003

The aim of this article is to analyse the efficiency in costs and in profits of the Spanish banking sector (SBS) in the period 1985–1996 using a non-parametric approach. The results obtained show the existence of profit efficiency levels well below those corresponding to cost efficiency, alternative profit efficiency being below standard profit efficiency. These results imply the existence of market power in the setting of prices and/or the existence of differences in the quality of bank output reflected in the differences in prices. With regard to the immediate future, of full economic and monetary integration, the reduction of profit levels associated with higher competitive pressure may …

MicroeconomicsEconomics and EconometricsReturn on assetsCost efficiencyProfit marginEconomicsNonparametric statisticsMarket powerInefficiencyProfit efficiencyFinanceProfit (economics)Applied Financial Economics
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Building a Consistent Pricing Model from Observed Option Prices

1999

This paper constructs a model for the evolution of a risky security that is consistent with a set of observed call option prices. It explicitly treats the fact that only a discrete data set can be observed in practice. The framework is general and allows for state dependent volatility and jumps. The theoretical properties are studied. An easy procedure to check for arbitrage opportunities in market data is proved and then used to ensure the feasibility of our approach. The implementation is discussed: testing on market data reveals a U-shaped form for the "local volatility" depending on the state and, surprisingly, a large probability for strong price movements.

MicroeconomicsLocal volatilityEconometricsArbitrage pricing theoryEconomicsCall optionFundamental theorem of asset pricingArbitrageVolatility (finance)Implied volatilityRational pricingSSRN Electronic Journal
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