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SPIRES-BOOKS: FIND KEYWORD CORPORATE FINANCE *END*INIT* use /tmp/qspiwww.webspi1/5473.171 QRY 131.225.70.96 . find keyword corporate finance ( in books using www Cover
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Call number:SPRINGER-2012-9783642172540:ONLINE Show nearby items on shelf
Title:Handbook of Computational Finance [electronic resource]
Author(s): Jin-Chuan Duan
Wolfgang Karl Hrdle
James E Gentle
Date:2012
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a fair value. Fair value is likely to be some complicated function of the currentintrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevantmarket factors. Some of these factors that affect the pr ice can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such ascurrent management, corporate policies and market environment, that could affec t the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and theirimplementations inevitably require computational finance tools
Note:Springer eBooks
Contents:Introduction
Pricing Models
Statistical Inference in Financial Models
Computational Methods
Software Tools
Possible further Topics: Realized Volatility/High Frequency Data
Microstructure Empirical Analysis
Option Pricing
GARCH and Diffusion Jump Limits
Interest Rate Derivatives
ISBN:9783642172540
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Handbooks of Computational Statistics
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer science Mathematics , Economics Statistics
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Call number:SPRINGER-2005-9780387235707:ONLINE Show nearby items on shelf
Title:Optimal Control Models in Finance [electronic resource] : A New Computational Approach
Author(s): Ping Chen
Sardar M. N Islam
Date:2005
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and the economy are important for efficient allocation ofresources in the economy. O ptimal control methods have useful applications to these areas in finance - some optimization problems in finance include optimal control, involving a dynamic system with switching times in the form ofbang-bang control. Optimal control models for corporat e finance and the economy are presented in this book and the analytical and computational results of these models are also reported. Such computational approaches to the study ofoptimal corporate financing are not well known in the existing literature. Th is book develops a new computational method where switching times are considered as variables in the optimal dynamic financial model represented by a secondorder differential equation. A new computer program named CSTVA (Computer Program for the Switching Time Variables Algorithm), which can compute bang-bang optimal financial models with switching time, is also developed. Optimalfinancing implications of the model results in the form of optimal switching times for changes in financing policies and the op timal financial policies are analyzed
Note:Springer eBooks
Contents:Optimal Control Models in Finance
The STV Approach to Financial Optimal Control Models
A Financial Oscillator Model
An Optimal Corporate Financing Model
Further Computational Experiments and Results
Conclusion
ISBN:9780387235707
Series:e-books
Series:SpringerLink (Online service)
Series:Applied Optimization, 1384-6485 : v95
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization
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Call number:SPRINGER-2004-9783662048214:ONLINE Show nearby items on shelf
Title:Credit Risk: Modeling, Valuation and Hedging
Author(s): Tomasz R Bielecki
Date:2004
Size:1 online resource (501 p.)
Note:10.1007/978-3-662-04821-4
Contents:1. Introduction to Credit Risk -- 2. Corporate Debt -- 3. First-Passage-Time Models -- 4. Hazard Function of a Random Time -- 5. Hazard Process of a Random Time -- 6. Martingale Hazard Process -- 7. Case of Several Random Times -- 8.
Intensity-Based Valuation of Defaultable Claims -- 9. Conditionally Independent Defaults -- 10. Dependent Defaults -- 11. Markov Chains -- 12. Markovian Models of Credit Migrations -- 13. Heath-Jarrow-Morton Type Models -- 14.
Defaultable Market Rates -- 15. Modeling of Market Rates -- References -- Basic Notation
ISBN:9783662048214
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Economics, Mathematical , Probabilities , Public finance , Economics , Public Economics , Quantitative Finance , Probability Theory and Stochastic Processes
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Call number:SPRINGER-2004-9783540247654:ONLINE Show nearby items on shelf
Title:Irrational Exuberance Reconsidered The Cross Section of Stock Returns
Author(s): Mathias Külpmann
Date:2004
Edition:Second Edition
Size:1 online resource (230 p.)
Note:10.1007/978-3-540-24765-4
Contents:I Irrational Exuberance Reconsidered -- 1 Stock Market Overreaction and Portfolio Management — An Interview with Barbara Rega, CFA, and Bernd Meyer, CFA -- 2 Scope of Analysis -- II Overshooting in the Cross Section of Stock Returns:
The Winner-Loser Effect -- 3 Literature -- 4 Empirical Evidence for Germany -- III Explaining the Cross Section of Stock Returns: CAPM versus Fundamentals -- 5 Explaining the Winner-Loser Effect: Theory -- 6 The CAPM and the
Winner-Loser Effect -- 7 Fundamentals and the Winner-Loser Effect -- 8 Fundamentals versus Beta — What Drives Stock Returns? -- IV Corporate Control -- 9 Reversals in Stock Returns and Temporary Problems of Corporate Control --
Conclusion -- References -- Author Index -- About the Author
ISBN:9783540247654
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Finance , Economics, Mathematical , Macroeconomics , Finance , Finance, general , Quantitative Finance , Macroeconomics/Monetary Economics//Financial Economics
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Call number:SPRINGER-2004-9783540247166:ONLINE Show nearby items on shelf
Title:Credit Risk Pricing Models Theory and Practice
Author(s): Bernd Schmid
Date:2004
Edition:Second Edition
Size:1 online resource (383 p.)
Note:10.1007/978-3-540-24716-6
Contents:1. Introduction -- 1.1 Motivation -- 1.2 Objectives, Structure, and Summary -- 2. Modeling Credit Risk Factors -- 2.1 Introduction -- 2.2 Definition and Elements of Credit Risk -- 2.3 Modeling Transition and Default Probabilities --
2.4 Modeling Recovery Rates -- 3. Pricing Corporate and Sovereign Bonds -- 3.1 Introduction -- 3.2 Asset Based Models -- 3.3 Intensity Based Models -- 4. Correlated Defaults -- 4.1 Introduction -- 4.2 Correlated Asset Values -- 4.3
Correlated Default Intensities -- 4.4 Correlation and Copula Functions -- 5. Credit Derivatives -- 5.1 Introduction to Credit Derivatives -- 5.2 Technical Definitions -- 5.3 Single Counterparty Credit Derivatives -- 5.4 Multi
Counterparty Credit Derivatives -- 6. A Three-Factor Defaultable Term Structure Model -- 6.1 Introduction -- 6.2 The Three-Factor Model -- 6.3 The Pricing of Defaultable Fixed and Floating Rate Debt -- 6.4 The Pricing of Credit
Derivatives -- 6.5 A Discrete-Time Version of the Three-Factor Model -- 6.6 Fitting the Model to Market Data -- 6.7 Portfolio Optimization under Credit Risk -- A. Some Definitions of S&P -- A.1 Definition of Credit Ratings -- A.1.1
Issue Credit Ratings -- A.1.2 Issuer Credit Ratings -- A.2 Definition of Default -- A.2.1 S&P’s definition of corporate default -- A.2.2 S&P’s definition of sovereign default -- B. Technical Proofs -- B.1 Proof of Lemma 6.2.1 -- B.3
Proofs of Lemma 6.3.1 and Lemma 6.4.2 -- B.4 Proof of Lemma 6.4.3 -- B.5 Tools for Pricing Non-Defaultable Contingent Claims -- C. Pricing of Credit Derivatives: Extensions -- List of Figures -- List of Tables -- References
ISBN:9783540247166
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Finance , Economics, Mathematical , Finance , Finance, general , Quantitative Finance
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Call number:SPRINGER-2004-9783540246909:ONLINE Show nearby items on shelf
Title:A Game Theory Analysis of Options Corporate Finance and Financial Intermediation in Continuous Time
Author(s): Alexandre Ziegler
Date:2004
Edition:Second Edition
Size:1 online resource (176 p.)
Note:10.1007/978-3-540-24690-9
Contents:1 Methodological Issues -- 1.1 Introduction -- 1.2 Game Theory Basics: Backward Induction and Subgame Perfection -- 1.3 Option Pricing Basics: The General Contingent Claim Equation -- 1.4 The Method of Game Theory Analysis of Options
-- 1.5 When is the Method Appropriate? -- 1.6 What Kind of Problems is the Method Particularly Suited for? -- 1.7 An Example: Determining the Price of a Perpetual Put Option -- 1.8 Outline of the Book -- 2 Credit and Collateral -- 2.1
Introduction -- 2.2 The Risk-Shifting Problem -- 2.3 The Observability Problem -- 2.4 Conclusion -- 3 Endogenous Bankruptcy and Capital Structure -- 3.1 Introduction -- 3.2 The Model -- 3.3 The Value of the Firm and its Securities --
3.4 The Effect of Capital Structure on the Firm’s Bankruptcy Decision -- 3.5 The Investment Decision -- 3.6 The Financing Decision -- 3.7 An Incentive Contract -- 3.8 The Impact of Payouts -- 3.9 Conclusion -- 4 Junior Debt -- 4.1
Introduction -- 4.2 The Model -- 4.3 The Value of the Firm and its Securities -- 4.4 The Equity Holders’ Optimal Bankruptcy Choice -- 4.5 The Firm’s Decision to Issue Junior Debt -- 4.6 The Influence of Junior Debt on the Value of
Senior Debt -- 4.7 Conclusion -- 5 Bank Runs -- 5.1 Introduction -- 5.2 The Model -- 5.3 The Depositors’ Run Decision -- 5.4 Valuing the Bank’s Equity -- 5.5 The Shareholders’ Recapitalization Decision -- 5.6 The Bank’s Investment
Incentives when Bank Runs are Possible -- 5.7 The Bank’s Funding Decision -- 5.8 Determining the Equilibrium Deposit Spread -- 5.9 Conclusion -- 6 Deposit Insurance -- 6.1 Introduction -- 6.2 The Model -- 6.3 Valuing Deposit Insurance,
Bank Equity and Social Welfare -- 6.4 The Guarantor’s Liquidation Strategy and Social Welfare -- 6.5 The Incentive Effects of Deposit Insurance -- 6.6 The Impact of Deposit Insurance on the Equilibrium Deposit Spread -- 6.7 Deposit
Insurance with Liquidation Delays -- 6.8 Deposit Insurance with Unobservable Asset Value -- 6.9 Conclusion -- 7 Summary and Conclusion -- References -- List of Figures -- List of Symbols
ISBN:9783540246909
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Finance , Game theory , Economics, Mathematical , Economic theory , Public finance , Economics , Public Economics , Finance, general , Game Theory, Economics, Social and Behav. Sciences , Quantitative Finance , Economic Theory/Quantitative Economics/Mathematical Methods
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Call number:SPRINGER-2003-9783642557217:ONLINE Show nearby items on shelf
Title:Exploratory Data Analysis in Empirical Research Proceedings of the 25th Annual Conference of the Gesellschaft für Klassifikation e.V., University of Munich, March 14–16, 2001
Author(s):
Date:2003
Size:1 online resource (536 p.)
Note:10.1007/978-3-642-55721-7
Contents:1: Classification, Data Analysis and Statistics -- Sliced Inverse Regression for High-dimensional Time Series -- Symbolic Clustering of Constrained Probabilistic Data -- On Memory Requirement with Normal Symbolic Form -- On the Roles
of Galois Connections in Classification -- Mining Sets of Time Series: Description of Time Points -- Spatial Smoothing with Robust Priors in Functional MRI -- Clustering in the Presence of Outliers -- Two Models of Random Intersection
Graphs for Classification -- Classification Techniques based on Methods of Computational Intelligence -- Constrained Correspondence Analysis for Seriation in Archaeology Applied to Sagalassos Ceramic Tablewares -- The Moment
Preservation Method of Cluster Analysis -- On The General Distance Measure -- Tests for One-dimensional Nearest Neighbors Clusters -- Integration of Cluster Analysis and Visualization Techniques for Visual Data Analysis -- Bayesian
Space-time Analysis of Health Insurance Data -- On Clustering by Mixture Models -- Using Additive Conjoint Measurement in Analysis of Social Network Data -- Bayesian Latent Class Metric Conjoint Analysis — A Case Study from the
Austrian Mineral Water Market -- Diagnostics in Multivariate Data Analysis: Sensitivity Analysis for Principal Components and Canonical Correlations -- Classification of Natural Languages by Word Ordering Rule -- Combining Mental Fit
and Data Fit for Classification Rule Selection -- Bayesian Analysis of Econometric Models for Count Data: A Survey -- k-Means Clustering with Outlier Detection, Mixed Variables and Missing Values -- 2: Web Mining, Data Mining and
Computer Science -- Repeat-buying Theory and its Application for Recommender Services -- Joker — Visualization of an Object Model for a Cost Accounting Educational Software -- Data Preparation in Large Real-world Data Mining Projects:
Methods for Imputing Missing Values -- Clustering of Document Collections to Support Interactive Text Exploration -- Web Usage Mining — Languages and Algorithms -- Thesaurus Migration in Practice -- Relational Clustering for the
Analysis of Internet Newsgroups -- The Theory of On-line Learning — A Statistical Physics Approach -- A Framework for Web Usage Mining on Anonymous Logfile Data -- 3: Medicine, Biological Sciences and Health -- Knee Replacement Surgery
and Learning Effects — Data Evidence from a German Hospital -- Self-organizing Maps and its Applications in Sleep Apnea Research and Molecular Genetics -- Automated Classification of Optic Nerve Head Topography Images for Glaucoma
Screening -- Comparing Split Criteria for Constructing Survival Trees -- A Type of Bayesian Small Area Estimation for the Analysis of Cancer Mortality Data -- DEA-Benchmarks for Austrian Physicians -- Data Mining Tools for Quality
Management in Health Care -- The Effects of Simultaneous Misclassification on the Attributable Risk -- Statistical Genetics — Present and Future -- 4: Marketing, Finance and Management Science -- Market Simulation Using Bayesian
Procedures in Conjoint Analysis -- Value Based Benchmarking and Market Partitioning -- Optimization of Corporate Reorganization Portfolios based on a Genetic Algorithm -- Key Success Factors in City Marketing — Some Empirical Evidence
-- From Credit Scores to Stable Default Probabilities: A Model Based Approach -- Dimensions of Credit Risk -- Cognitive Organization of Person Attributes: Measurement Procedures and Statistical Models -- Manufacturing Branches in
Poland — A Classification Attempt -- Market-Segments of Automotive Brands: Letting Multivariate Analyses Reveal Additional Insights -- Sequence Mining in Marketing -- Portfolio Management Using Multivariate Time Series Forecasts --
Value-at-Risk for Financial Assets Determined by Moment Estimators of the Tail Index -- Keywords -- Authors
ISBN:9783642557217
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Computer science , Business , Management science , Data structures (Computer science) , Database management , Probabilities , Statistics , Economic theory , Computer Science , Database Management , Probability Theory and Stochastic Processes , Business and Management, general , Data Structures, Cryptology and Information Theory , Statistics for Business/Economics/Mathematical Finance/Insurance , Economic Theory/Quantitative Economics/Mathematical Methods
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Call number:SPRINGER-2003-9781447100898:ONLINE Show nearby items on shelf
Title:Financial Markets Theory Equilibrium, Efficiency and Information
Author(s): Emilio Barucci
Date:2003
Size:1 online resource (467 p.)
Note:10.1007/978-1-4471-0089-8
Contents:1 Prerequisites -- 1.1 Choices under Certainty -- 1.2 General Equilibrium Theory -- 1.3 Pareto Optimality -- 2 Choices under Risk -- 2.1 Expected Utility Theory -- 2.2 Risk Aversion -- 2.3 Portfolio Problem -- 2.4 Insurance Demand and
Prudence -- 2.5 Notes, References and Exercises -- 3 Stochastic Dominance, Mutual Funds Separation and Portfolio Frontier -- 3.1 Stochastic Dominance -- 3.2 Mean-Variance Analysis -- 3.3 Portfolio Frontier (risky assets) -- 3.4
Portfolio Frontier (risky assets and a risk free asset) -- 3.5 Mutual Funds Separation -- 3.6 Notes, References and Exercises -- 4 General Equilibrium Theory and Risk Exchange -- 4.1 Risk Sharing and Pareto Optimality -- 4.2 Asset
Markets -- 4.3 Intertemporal Consumption -- 4.4 The Fundamental Asset Pricing Theorem I -- 4.5 Notes, References and Exercises -- 5 Risk Premium: Capital Asset Pricing Model and Asset Pricing Theory -- 5.1 Capital Asset Pricing Model
(CAPM) -- 5.2 Empirical Tests of the CAPM -- 5.3 Arbitrage Pricing Theory (APT) -- 5.4 Empirical Tests of the APT -- 5.5 Notes, References and Exercises -- 6 Multiperiod Market Models -- 6.1 Portfolio Choice, Consumption and
Equilibrium -- 6.2 The Fundamental Asset Pricing Theorem II -- 6.3 Risk Premium and Factor Models -- 6.4 The No Arbitrage Fundamental Equation and Bubbles -- 6.5 Empirical Tests: Price-Dividend Process -- 6.6 Empirical Tests: CCAPM,
ICAPM and Risk Premium -- 6.7 Notes, References and Exercises -- 7 Information and Financial Markets -- 7.1 The Role of Information in Financial Markets -- 7.2 On the Possibility of Efficient Markets -- 7.3 On the Impossibility of
Efficient Markets -- 7.4 Multiperiod Models -- 7.5 Empirical Analysis -- 7.6 Notes, References and Exercises -- 8 Uncertainty, Rationality and Heterogeneity -- 8.1 Uncertainty, Risk and Probability -- 8.2 On Expected Utility Theory --
8.3 Heterogeneous Agents and Substantial Rationality -- 8.4 Bounded Rationality, Incomplete Information and Learning -- 8.5 Imperfect and Incomplete Markets -- 9 Financial Markets Microstructure -- 9.1 The Role of Information under
non-Perfect Competition -- 9.2 Order Driven Markets -- 9.3 Quote Driven Markets -- 9.4 Multiperiod Market Models -- 10 Corporate Finance -- 10.1 Modigliani-Miller Theorem -- 10.2 Asymmetric Information -- 10.3 Agency Models -- 11
Intermediation and Regulation -- 11.1 Institutional Investors, Intermediation and Financial Markets -- 11.2 Market Design -- 11.3 Market Abuse: Insider Trading and Market Manipulation -- References
ISBN:9781447100898
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Economics, Mathematical , Economic theory , Public finance , Economics , Economic Theory/Quantitative Economics/Mathematical Methods , Public Economics , Quantitative Finance
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Call number:SPRINGER-1999-9783642488634:ONLINE Show nearby items on shelf
Title:Micro- and Macrodata of Firms Statistical Analysis and International Comparison
Author(s):
Date:1999
Size:1 online resource (751 p.)
Note:10.1007/978-3-642-48863-4
Contents:A: Enterprise Groups -- Exploring the Role of Acquisition in the Performance of Firms: Is the “Firm” The Right Unit of Analysis? -- The Role of French and Foreign Enterprise Groups in the French Productive System Internationalization
-- Enterprise Group: The French Methodology and Results -- Integration of Information in Enterprise Groups -- Myths and Realities about Employment and SMES in France: The Role of Enterprise Groups (1984–1992) -- B: International
Comparison -- International Comparability and Quality of Statistics -- Sample Dependence: Theoretical Aspects and Illustrations -- The Role of Technology in Manufacturing Employment and Productivity Growth: A Cross Country Micro Data
Analysis of Japan and the United States -- Quality Indicators for Statistical Surveys -- C: Efficiency, Productivity, Innovation and Other Factors -- Dynamic Labour Demand Model for Heterogeneous Panels -- Productivity and Specificity
in Factor Inputs -- Is Maximal Efficiency Necessarily Optimal for Firms? A Panel Data Analysis of Firms Technical Efficiency within an Efficiency Wage Framework -- Productivity, Competition, Financial Pressure and Corporate Governance
— Some Empirical Evidence -- Changing Nature of Japanese Firm?: Technology Adoption, Organizational Structure and Human Resource Strategy -- Parametric Estimation of Technical and Allocative Efficiencies and Productivity Changes: A
Case Study -- Efficiency of the Italian Banking Sector via a Parametric Approach -- Analysis of Effects of Reconstructed Business Units on Employment and Productivity. Longitudinal Study Using Synthetic Units of Finnish Manufacturing
-- Factors of Performance by Plant Generations. Some Findings from Finland -- Efficiency and Optimal Size Estimation with Panel Data: The Case of Business Service and Building Sector in Italy -- Information Content of Balance Sheets
for Quantitative Analysis of Industrial Districts -- Efficiency and Localisation: The Case of Italian Districts -- Groups, SME, and Territories: A Statistical Typology of the Local Industrial Structures in France -- Econometric Issues
in the Analysis of Linked Worker-Employer Surveys -- Dynamics of Italian Industrial Firms: Microeconomic Analysis of Performance and Labour Demand from 1989 to 1994 -- The Influence of Adjustment Costs on Labour Adjustment: An Analysis
Using Panel Data for Manufacturing Establishments in Lower Saxony -- Companies and Local Units: The Employment Trends in France -- Rank, Stock, Order and Epidemic Effects in the Diffusion of New Technologies in Italian Manufacturing
Industries -- Problems of Competitiveness Indicators -- Financing Constraints and Markups: Further Evidence Form Italian Firm Level Data -- Measuring the Duration of Italian Enterprises on the European Market (1997) -- Trend of the
Tourist Flows in Italian Hotels: A Microeconomic Analysis During the Period 1990–95 -- Assessing Slacks through a Nested Radial Approach in an FDH Reference Technology -- Unobserved Revenues Estimation for Homogeneous Agricultural
Firms: An Econometric Modelling Approach -- D: Task Force -- Issues in Following Enterprises through Time -- Authors List and Addresses
ISBN:9783642488634
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Business , Business mathematics , Statistics , Econometrics , Business and Management , Business Mathematics , Econometrics , Statistics for Business/Economics/Mathematical Finance/Insurance
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Call number:SPRINGER-1996-9789401153805:ONLINE Show nearby items on shelf
Title:Toward an Integrative Explanation of Corporate Financial Performance
Author(s): Noel Capon
Date:1996
Size:1 online resource (405 p.)
Note:10.1007/978-94-011-5380-5
Contents:I. What Determines Corporate Financial Performance? -- 1.1 The Mission of This Book: Integration -- 1.2 The Three Core Approaches -- 1.3 Why Do We Need Integration? -- 1.4 What Do We Mean by an Integrative or Holistic Explanation of
Performance? -- 1.5 The Plan of the Book -- II. What We Know (or Think We Know) About The Causes of Superior Financial Performance -- II.1 What People Expect: Theoretical Perspectives on Financial Performance -- II.2 Trends of
Integration among Theoretical Perspectives on Financial Performance -- II.3 What We Know Empirically about Firm Financial Performance -- II.4 Major Studies: Summary and Replication -- II.5 Summary -- III. An Epirical Examination of
Financial Performance: Distilling The Essential Causal Factors -- III.1 The Performance Function: A Framework for Integration -- III.2 Measuring Financial Performance -- III.3 What Correlates with Financial Performance? Empirical
Characteristics of “Good” Performing Firms -- III.4 Summary of the Causal Factors: From Variables to Scales -- III.5 Integrating with the Performance Function -- III.6 Using an Abbreviated Form of the Performance Function and Estimated
Scales to Predict and Track Performance of a Firm -- III.7 Profiles of Firms Based on the Causal Factors: A Performance Exploration -- III.8 Summary -- IV. Improving Financial Performance: Summary And Research Agenda -- IV.1 What We’ve
Done in Context of Research on Firm Performance -- IV.2 Our General Perspective Regarding Empirical Studies of Firm Performance: Good Performance Is a Complex Matter Requiring a Comprehensive Approach to Both Analysis and Measurement
-- IV.3 A Research Agenda for the Study of Corporate Financial Performance -- IV.4 To the Manager -- Appendices -- I. A Short Selected Background to the Building Blocks -- AI.l Environment -- AI.2 Strategy -- AI.3 Organization
Structure -- AI.4 Organizational Climate -- II. A brief description of the empirical study of 113 Major U.S. Manufacturing Firms -- AII.l Study Design -- AII.2 Data Collection -- III. An Empirical Test of in Search of Excellence --
AIII.1 Methodology -- AIII. 1.1 Strategy and Performance Measures -- AIII. 1.2 Measures of the Eight Peters and Waterman Principles -- AIII.2 Results -- AIII.2.1 Peters and Waterman Dimensions -- AIII.2.2 Strategic Dimensions -- AIII.3
Caveats -- IV. Conducting the Meta-Analysis -- AIV.l Methodology -- AIV. 1.1 Counting Methodology -- AIV. 1.2 ANCOVA Methodology -- AIV.2 The Financial Performance Literature -- AIV.2.1 Empirical Methodology in the Literature --
AIV.2.2 Levels of Analysis -- AIV.3 Results -- AIV.3.1 Counting Methodology -- AIV.3.2 ANCOVA Results -- AIV.4 Publication Bias -- V. Detailed Results of The Partial Replication of the “top 100 Plus” Studies -- VI. Survival in our
Sample of Fortune 500 Firms -- VII. Developing the Scales that Summarize Environment, Strategy and Organization -- AVII.1 Categorization of Resource Inputs into Subsystems -- AVII.1.1 Classification Procedure -- AVII. 1.2 Results of
the Classification Procedure -- AVII.2 Forming the Scales -- VIII. Detailed Statistical Results on how the Scales Relate to Financial Performance -- IX. Technical Characteristics of the Translog Performance Function -- AIX.l The
Performance Function -- AIX.2 Specific Characteristics of the Firm -- AIX.3 Specific Functional Form -- AIX.3.1 Technical Characteristics -- AIX.3.2 Choice of Form -- X. Toward Estimating Scale Values From Publicly Available Data --
AX.1 Gathering and Assessing the Data -- AX.2 Assembling the Data -- AX.2.1 Environmental Scales -- AX.2.2 Strategy Scales -- AX.2.3 Organization Structure Scales -- AX.2.4 Organizational Climate Scales -- AX.2.5 “Other
Performance”Scales -- AX.3 Using the Data -- XI Developing Firm Profiles by Cluster Analysis -- XII. Authors who have Studied the Underlying Concepts Summarized in our 34 Scales -- References -- 1. General References -- 2. References
for Hambrick’s 1980-1985 “Top 50” Strategy Studies -- 3. References for Our 1984-1993 “Top 50 Plus” Strategy Studies -- 4. References for the Meta-Analysis of Financial Performance Literature
ISBN:9789401153805
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Marketing , Management , Leadership , Finance , Actuarial science , Mathematics , Actuarial Sciences , Business Strategy/Leadership , Marketing , Finance, general , Management
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Call number:HG4026.F67::2018 Show nearby items on shelf
Title:Finance for executives a practical guide for managers
Author(s): Nuno Fernandes
Date:2017
Edition:Edition 2.0
Publisher:NPV Publishing
Size:330 p
Contents:The main accounting metrics and ratios -- What is the cost of capital for my company? -- A managerial framework for value creation -- Selecting the right investment projects - capital budgeting tools -- Deciding between different sources of capital - the capital structure decision -- Borrowing from bank s and capital markets -- Raising equity - IPOs and SEOs -- Returning money to shareholders - dividends, buybacks and the payout policy -- Key principles for company valuation -- Value creation throug h mergers and acquitsitions -- Derivatives and risk management -- Management of corporate risks with futures, forwards, and swaps -- Management of corporate risks with options.
ISBN:9789899885417
Keywords: Corporations finance , International business enerprises finance , Corporate finance
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Call number:HD31.B3954::2015 Show nearby items on shelf
Title:Key management models : the 75+ models every manager needs to know
Author(s): Bergen Van Den Berg
Paul Pietersma
Date:2015
Edition:3rd edition
Publisher:New York : Pearson
Size:326 p
Contents:pt. 1. Corporate and business strategy -- pt. 2. Organisation and governance -- pt. 3. Finance -- pt. 4. Marketing and sales -- pt. 5. Operations, supply chain management and procurement -- pt. 6. Innovation, technology management and e-business -- pt. 7. Human resources (HR) and change management -- pt. 8. Leadership and (inter)cultural management
ISBN:9781292016276
Keywords: Management
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