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EOR
2010
62views more  EOR 2010»
13 years 11 months ago
Residual income and value creation: An investigation into the lost-capital paradigm
This paper presents a new way of measuring residual income, originally introduced by Magni (2000a,b,c, 2001a,b, 2003). Contrary to the standard residual income, the capital charge...
Carlo Alberto Magni
CII
2006
65views more  CII 2006»
13 years 11 months ago
PROTEUS - Creating distributed maintenance systems through an integration platform
This paper is based on the results from the project PROTEUS sponsored by the French Ministry of Economy, Finance and Industry and the Federal Ministry of Education and Research of...
Thomas Bangemann, Xavier Rebeuf, Denis Reboul, And...
EOR
2006
104views more  EOR 2006»
13 years 11 months ago
Financial networks with intermediation: Risk management with variable weights
: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...
Anna Nagurney, Ke Ke
MCS
2008
Springer
13 years 11 months ago
Three-factor profile analysis with GARCH innovations
The technique of ANOVA has been widely used in Economics and Finance where the observations are usually time-dependent but the model itself is treated as independent in time. In t...
Pui-Lam Leung, Wing-Keung Wong
MOR
2008
81views more  MOR 2008»
13 years 10 months ago
Risk Tuning with Generalized Linear Regression
A framework is set up in which linear regression, as a way of approximating a random variable by other random variables, can be carried out in a variety of ways, which moreover ca...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...