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Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1206861
Description: Purpose: The risk environment within organizations and business groups has been identified as a key factor in preventing scandal, unexpected losses, and even insolvency in financial institutions. The ... More
Reviewed: Reviewed
Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1248838
Description: In this article, we investigate the pricing of European-style options under a Markovian regime-switching Hull–White interest rate model. The parameters of this model, including the mean-reversion leve ... More
Reviewed: Reviewed
Authors: Leung, Poon
Date: 2017
Subject Keyword: tangent structure | weil algebra
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1247970
Description: At the heart of differential geometry is the construction of the tangent bundle of a manifold. There are various abstractions of this construction, and of particular interest here is that of Tangent S ... More
Reviewed: Reviewed
Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1221274
Description: 6 page(s)
Reviewed: Reviewed
Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1195033
Description: Fixed effects panel data regression models are useful tools in econometric and microarray analysis. In this paper, we consider statistical inferences under the setting of fixed effects panel data part ... More
Reviewed: Reviewed
Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1248750
Description: We consider the optimal harvesting problem for a fish farmer in a model that accounts for stochastic prices featuring Schwartz (1997) two-factor price dynamics. Unlike any other literature in this con ... More
Reviewed: Reviewed
Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1253548
Description: We consider the financial planning problem of a retiree wishing to enter a retirement village at a future uncertain date. The date of entry is determined by the retiree’s utility and bequest maximisat ... More
Full Text: Full Text
Reviewed: Reviewed
Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1190403
Description: Previous theoretical and empirical studies suggest that CEOs' political connections are valuable to firms. We examine whether such connections become entrenched if the expected political capital fails ... More
Reviewed: Reviewed
Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1256165
Description: Recently, the Basel Committee on Banking Supervision (BCBS) published a consultation paper that proposed a radical change to the methodologies permitted for estimating operational risk regulatory capi ... More
Reviewed: Reviewed
Authors: Loudon, Geoffrey
Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1248901
Description: Purpose: This paper aims to investigate the effect of global financial market uncertainty on the relation between risk and return in G7 stock markets. Design/methodology/approach: Market uncertainty i ... More
Reviewed: Reviewed
Authors: Meier, Christoph
Date: 2017
Language: eng
Resource Type: Thesis PhD
Identifier: http://hdl.handle.net/1959.14/1261703
Description: Theoretical thesis.
Full Text: Full Text
Date: 2017
Language: eng
Resource Type: Thesis PhD
Identifier: http://hdl.handle.net/1959.14/1261296
Description: Thesis by publication.
Full Text: Full Text
Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1104876
Description: The economic implications of increasing life expectancy are important concerns for governments in developed countries. The aims of this study were as follows: (i) to forecast mortality for 14 develope ... More
Reviewed: Reviewed
Authors: Siu, Tak Kuen
Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1184592
Description: Convex risk measures for European contingent claims are studied in a non-Markovian jump-diffusion modeling framework using functional Itô's calculus. Two representations for a convex risk measure are ... More
Reviewed: Reviewed
Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1184697
Description: Media DordrechtMortality forecasts are critically important inputs to the consideration of a range of demographically-related policy challenges facing governments in more developed countries. While me ... More
Reviewed: Reviewed