1.

Record Nr.

UNINA9910346675203321

Autore

Hamori Shigeyuki

Titolo

Empirical Finance

Pubbl/distr/stampa

MDPI - Multidisciplinary Digital Publishing Institute, 2019

Descrizione fisica

1 electronic resource (276 p.)

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Sommario/riassunto

There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.



2.

Record Nr.

UNINA9910298518403321

Autore

Aust Gerhard

Titolo

Vertical Cooperative Advertising in Supply Chain Management : A Game-Theoretic Analysis / / by Gerhard Aust

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015

ISBN

3-319-11626-6

Edizione

[1st ed. 2015.]

Descrizione fisica

1 online resource (167 p.)

Collana

Contributions to Management Science, , 1431-1941

Disciplina

330

330.0151

519

519.6

658.40301

658.5

658.8

Soggetti

Production management

Economic theory

Operations research

Management science

Marketing

Decision making

Game theory

Operations Management

Economic Theory/Quantitative Economics/Mathematical Methods

Operations Research, Management Science

Operations Research/Decision Theory

Game Theory, Economics, Social and Behav. Sciences

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Introduction -- Fundamentals -- Cooperative advertising models in supply chain management -- Vertical cooperative advertising and pricing decisions in a manufacturer-retailer supply chain -- Game



theoretic analysis of pricing and vertical cooperative advertising of a retailer-duopoly with a common manufacturer -- A manufacturer-retailer supply chain with fuzzy customer demand -- Resumé.

Sommario/riassunto

In this book methods from Operations Research and Game Theory are used to determine companies’ profit-maximizing strategies related to pricing and (cooperative) advertising. It considers different supply chain structures as well as various distributions of power, making it possible to analyze both inter-echelon and intra-echelon dependencies between the companies’ decisions. Additionally, an approach based on fuzzy set theory is presented in order to compensate for incomplete or missing data on market characteristics. Vertical cooperative advertising is an essential element of partnerships between manufacturers and retailers, allowing manufacturers to financially support their retailers’ advertising efforts so as to increase sales for the entire supply chain. Given that such programs not only make up a considerable part of many companies’ advertising budgets, but are also a controversial subject in many business relations, their correct design is of particular importance.