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Ora la verità : cronistoria di un'ingiustizia : il caso Cassa di Risparmi e Depositi di Prato / / Giovanni Bambagioni ; introduzione di Umberto Cecchi
Ora la verità : cronistoria di un'ingiustizia : il caso Cassa di Risparmi e Depositi di Prato / / Giovanni Bambagioni ; introduzione di Umberto Cecchi
Autore Bambagioni Giovanni
Pubbl/distr/stampa Firenze, : Polistampa, 2012
Descrizione fisica 301 p
Disciplina 332
Soggetto topico Savings banks - Italy - Prato - History
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Altri titoli varianti Ora la verità
Record Nr. UNINA-9910137765403321
Bambagioni Giovanni  
Firenze, : Polistampa, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
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The performance of microcredit organisations : a comparative perspective / / Saikumar C. Bharamappanavara
The performance of microcredit organisations : a comparative perspective / / Saikumar C. Bharamappanavara
Autore Bharamappanavara Saikumar C.
Pubbl/distr/stampa Stuttgart : , : Ibidem-Verlag, , 2012
Descrizione fisica 1 online resource (151 pages) : illustrations, maps
Disciplina 332
Collana University meets microfinance
Soggetto topico Microfinance - India
Soggetto genere / forma Electronic books.
ISBN 3-8382-6121-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910480544503321
Bharamappanavara Saikumar C.  
Stuttgart : , : Ibidem-Verlag, , 2012
Materiale a stampa
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The performance of microcredit organisations : a comparative perspective / / Saikumar C. Bharamappanavara
The performance of microcredit organisations : a comparative perspective / / Saikumar C. Bharamappanavara
Autore Bharamappanavara Saikumar C.
Pubbl/distr/stampa Stuttgart : , : Ibidem-Verlag, , 2012
Descrizione fisica 1 online resource (151 pages) : illustrations, maps
Disciplina 332
Collana University meets microfinance
Soggetto topico Microfinance - India
ISBN 3-8382-6121-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910793788603321
Bharamappanavara Saikumar C.  
Stuttgart : , : Ibidem-Verlag, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
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The performance of microcredit organisations : a comparative perspective / / Saikumar C. Bharamappanavara
The performance of microcredit organisations : a comparative perspective / / Saikumar C. Bharamappanavara
Autore Bharamappanavara Saikumar C.
Pubbl/distr/stampa Stuttgart : , : Ibidem-Verlag, , 2012
Descrizione fisica 1 online resource (151 pages) : illustrations, maps
Disciplina 332
Collana University meets microfinance
Soggetto topico Microfinance - India
ISBN 3-8382-6121-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910822813003321
Bharamappanavara Saikumar C.  
Stuttgart : , : Ibidem-Verlag, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Proceedings of the International Workshop on Finance 2011. Doshisha University, Kyoto, Japan. 3-4 August 2011 [[electronic resource] /] / [edited by] Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka
Proceedings of the International Workshop on Finance 2011. Doshisha University, Kyoto, Japan. 3-4 August 2011 [[electronic resource] /] / [edited by] Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka
Pubbl/distr/stampa Hackensack, N.J., : World Scientific, 2012
Descrizione fisica 1 online resource (231 p.)
Disciplina 332
Altri autori (Persone) TakahashiAkihiko
MuromachiYukio
NakaokaHidetaka
Collana Recent advances in financial engineering. 2011
Soggetto topico Financial engineering
Soggetto genere / forma Electronic books.
ISBN 1-281-60371-6
9786613784407
981-4407-33-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto International Workshop on Finance 2011; Preface; Program; Contents; On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals L. P. Hughston and F. Mina; References; On Pricing Contingent Capital Notes D. B. Madan; 1. Introduction; 2. The Foreign Equity Option Surface; 3. The FX Option Surface; 4. Quantoing CSGN.VX from CHF to USD; 4.1 General principles for quantoing option surfaces; 4.2 The joint law employed; 4.3 Quantoing CSGN.VX into USD; 5. ADR the Quantoed Surface; 5.1 General procedure to ADR a surface; 5.2 CSGN.VX ADR into USD
6. The Compound Spread Option Model for the Law of the Balance Sheet 6.1 Equity options as compound spread options; 6.2 Results of calibrating compound spread option model on the ADR surface; 7. Calibrate the Conic Stress Level; 8. Simulating Assets, Liabilities, Stock Prices and Capital Ratios; 9. Pricing the CoCo; 10. Conclusion; References; A Survey on Modeling and Analysis of Basis Spreads M. Fujii and A. Takahashi; 1. Introduction; 2. Review of Econometric Analysis on the Spread Dynamics; 3. Review of Existing Pricing Models in the Presence of Spreads; 4. Summary and Implication
References Conservative Delta Hedging under Transaction Costs M. Fukasawa; 1. Introduction; 2. Conservative Delta Hedging; 3. Discrete Hedging under Transaction Costs; 4. Mean Squared Error; 5. Leland's Strategy and the Choice of; 6. Conclusion; References; The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach M. Goto and K. Tatsumi; 1. Introduction; 2. Static Optimum Investment Size: The Model of Gordon-Loeb; 3. Optimal Investment in Information Security; 3.1 Overview; 3.1.1 Literature review: Models of multiple investments
3.1.2 Adjustment costs 3.1.3 Outline of our problem stated; 3.1.4 Presumptions reminded; 3.2 Dynamic control considerations; 3.2.1 Stochastic impulse control problem; 3.2.2 Optimal (s, S ) inventory policy; 3.2.3 Adjustment costs and optimal information security investment; 3.3 Formulation and solution; 3.3.1 Assumptions; 3.3.2 Problem to be solved; 3.3.3 Interpretation; 4. The Optimal Solution: Numerical Illustrations; 4.1 Derivation of optimal solution; 4.2 The effect of individual parameter; 4.2.1 The effects of volatility, drift, vulnerability and efficiency
4.2.2 The effect of adjustment costs 4.2.3 The effect of interest rate; 4.3 The effects of important variables and considerations; 4.3.1 The effect of multiple investments; 4.3.2 Considerations on investment interval and frequency; 5. Concluding Remarks; 5.1 Summary; 5.2 Remaining problems; 5.2.1 Interpretation of the model; 5.2.2 Much simpler investment rule; 5.2.3 More Realistic formulation of the threat; References; Strategic Investment with Three Asymmetric Firms S. Ko and T. Shibata; 1. Introduction; 2. Model; 2.1 Setup; 2.2 Value functions in the triopoly market
2.3 Value functions in the monopoly and duopoly markets
Record Nr. UNINA-9910462042803321
Hackensack, N.J., : World Scientific, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Proceedings of the International Workshop on Finance 2011. Doshisha University, Kyoto, Japan. 3-4 August 2011 [[electronic resource] /] / [edited by] Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka
Proceedings of the International Workshop on Finance 2011. Doshisha University, Kyoto, Japan. 3-4 August 2011 [[electronic resource] /] / [edited by] Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka
Pubbl/distr/stampa Hackensack, N.J., : World Scientific, 2012
Descrizione fisica 1 online resource (231 p.)
Disciplina 332
Altri autori (Persone) TakahashiAkihiko
MuromachiYukio
NakaokaHidetaka
Collana Recent advances in financial engineering. 2011
Soggetto topico Financial engineering
ISBN 1-281-60371-6
9786613784407
981-4407-33-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto International Workshop on Finance 2011; Preface; Program; Contents; On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals L. P. Hughston and F. Mina; References; On Pricing Contingent Capital Notes D. B. Madan; 1. Introduction; 2. The Foreign Equity Option Surface; 3. The FX Option Surface; 4. Quantoing CSGN.VX from CHF to USD; 4.1 General principles for quantoing option surfaces; 4.2 The joint law employed; 4.3 Quantoing CSGN.VX into USD; 5. ADR the Quantoed Surface; 5.1 General procedure to ADR a surface; 5.2 CSGN.VX ADR into USD
6. The Compound Spread Option Model for the Law of the Balance Sheet 6.1 Equity options as compound spread options; 6.2 Results of calibrating compound spread option model on the ADR surface; 7. Calibrate the Conic Stress Level; 8. Simulating Assets, Liabilities, Stock Prices and Capital Ratios; 9. Pricing the CoCo; 10. Conclusion; References; A Survey on Modeling and Analysis of Basis Spreads M. Fujii and A. Takahashi; 1. Introduction; 2. Review of Econometric Analysis on the Spread Dynamics; 3. Review of Existing Pricing Models in the Presence of Spreads; 4. Summary and Implication
References Conservative Delta Hedging under Transaction Costs M. Fukasawa; 1. Introduction; 2. Conservative Delta Hedging; 3. Discrete Hedging under Transaction Costs; 4. Mean Squared Error; 5. Leland's Strategy and the Choice of; 6. Conclusion; References; The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach M. Goto and K. Tatsumi; 1. Introduction; 2. Static Optimum Investment Size: The Model of Gordon-Loeb; 3. Optimal Investment in Information Security; 3.1 Overview; 3.1.1 Literature review: Models of multiple investments
3.1.2 Adjustment costs 3.1.3 Outline of our problem stated; 3.1.4 Presumptions reminded; 3.2 Dynamic control considerations; 3.2.1 Stochastic impulse control problem; 3.2.2 Optimal (s, S ) inventory policy; 3.2.3 Adjustment costs and optimal information security investment; 3.3 Formulation and solution; 3.3.1 Assumptions; 3.3.2 Problem to be solved; 3.3.3 Interpretation; 4. The Optimal Solution: Numerical Illustrations; 4.1 Derivation of optimal solution; 4.2 The effect of individual parameter; 4.2.1 The effects of volatility, drift, vulnerability and efficiency
4.2.2 The effect of adjustment costs 4.2.3 The effect of interest rate; 4.3 The effects of important variables and considerations; 4.3.1 The effect of multiple investments; 4.3.2 Considerations on investment interval and frequency; 5. Concluding Remarks; 5.1 Summary; 5.2 Remaining problems; 5.2.1 Interpretation of the model; 5.2.2 Much simpler investment rule; 5.2.3 More Realistic formulation of the threat; References; Strategic Investment with Three Asymmetric Firms S. Ko and T. Shibata; 1. Introduction; 2. Model; 2.1 Setup; 2.2 Value functions in the triopoly market
2.3 Value functions in the monopoly and duopoly markets
Record Nr. UNINA-9910790329603321
Hackensack, N.J., : World Scientific, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Proceedings of the International Workshop on Finance 2011. Doshisha University, Kyoto, Japan. 3-4 August 2011 [[electronic resource] /] / [edited by] Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka
Proceedings of the International Workshop on Finance 2011. Doshisha University, Kyoto, Japan. 3-4 August 2011 [[electronic resource] /] / [edited by] Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka
Edizione [1st ed.]
Pubbl/distr/stampa Hackensack, N.J., : World Scientific, 2012
Descrizione fisica 1 online resource (231 p.)
Disciplina 332
Altri autori (Persone) TakahashiAkihiko
MuromachiYukio
NakaokaHidetaka
Collana Recent advances in financial engineering. 2011
Soggetto topico Financial engineering
ISBN 1-281-60371-6
9786613784407
981-4407-33-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto International Workshop on Finance 2011; Preface; Program; Contents; On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals L. P. Hughston and F. Mina; References; On Pricing Contingent Capital Notes D. B. Madan; 1. Introduction; 2. The Foreign Equity Option Surface; 3. The FX Option Surface; 4. Quantoing CSGN.VX from CHF to USD; 4.1 General principles for quantoing option surfaces; 4.2 The joint law employed; 4.3 Quantoing CSGN.VX into USD; 5. ADR the Quantoed Surface; 5.1 General procedure to ADR a surface; 5.2 CSGN.VX ADR into USD
6. The Compound Spread Option Model for the Law of the Balance Sheet 6.1 Equity options as compound spread options; 6.2 Results of calibrating compound spread option model on the ADR surface; 7. Calibrate the Conic Stress Level; 8. Simulating Assets, Liabilities, Stock Prices and Capital Ratios; 9. Pricing the CoCo; 10. Conclusion; References; A Survey on Modeling and Analysis of Basis Spreads M. Fujii and A. Takahashi; 1. Introduction; 2. Review of Econometric Analysis on the Spread Dynamics; 3. Review of Existing Pricing Models in the Presence of Spreads; 4. Summary and Implication
References Conservative Delta Hedging under Transaction Costs M. Fukasawa; 1. Introduction; 2. Conservative Delta Hedging; 3. Discrete Hedging under Transaction Costs; 4. Mean Squared Error; 5. Leland's Strategy and the Choice of; 6. Conclusion; References; The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach M. Goto and K. Tatsumi; 1. Introduction; 2. Static Optimum Investment Size: The Model of Gordon-Loeb; 3. Optimal Investment in Information Security; 3.1 Overview; 3.1.1 Literature review: Models of multiple investments
3.1.2 Adjustment costs 3.1.3 Outline of our problem stated; 3.1.4 Presumptions reminded; 3.2 Dynamic control considerations; 3.2.1 Stochastic impulse control problem; 3.2.2 Optimal (s, S ) inventory policy; 3.2.3 Adjustment costs and optimal information security investment; 3.3 Formulation and solution; 3.3.1 Assumptions; 3.3.2 Problem to be solved; 3.3.3 Interpretation; 4. The Optimal Solution: Numerical Illustrations; 4.1 Derivation of optimal solution; 4.2 The effect of individual parameter; 4.2.1 The effects of volatility, drift, vulnerability and efficiency
4.2.2 The effect of adjustment costs 4.2.3 The effect of interest rate; 4.3 The effects of important variables and considerations; 4.3.1 The effect of multiple investments; 4.3.2 Considerations on investment interval and frequency; 5. Concluding Remarks; 5.1 Summary; 5.2 Remaining problems; 5.2.1 Interpretation of the model; 5.2.2 Much simpler investment rule; 5.2.3 More Realistic formulation of the threat; References; Strategic Investment with Three Asymmetric Firms S. Ko and T. Shibata; 1. Introduction; 2. Model; 2.1 Setup; 2.2 Value functions in the triopoly market
2.3 Value functions in the monopoly and duopoly markets
Record Nr. UNINA-9910811232803321
Hackensack, N.J., : World Scientific, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Research in finance [[electronic resource]]
Research in finance [[electronic resource]]
Edizione [1st ed.]
Pubbl/distr/stampa Bingley, U.K., : Emerald, 2012
Descrizione fisica 1 online resource (309 p.)
Disciplina 332
Altri autori (Persone) KensingerJohn F
Collana Research in finance
Soggetto topico Finance
Soggetto genere / forma Electronic books.
ISBN 1-280-76902-5
9786613679796
1-78052-753-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto FRONT COVER; RESEARCH IN FINANCE; COPYRIGHT PAGE; CONTENTS; LIST OF CONTRIBUTORS; INTRODUCTION; CHAPTER 1 AN EMPIRICAL EXPLORATION OF THE CBOE VOLATILITY INDEX (VIX) FUTURES MARKET AS A HEDGE FOR EQUITY MARKET AND HEDGE FUND INVESTORS; LITERATURE REVIEW; EMPIRICAL PROPERTIES OF THE CASH VIX AND THE CASH-FUTURES BASIS; EXPLANATION OF THE VOLATILITY FUTURES RISK PREMIUM; THE RELATIONSHIP BETWEEN VIX AND THE S&P 500; USING VIX TO REDUCE HIGHER MOMENT RISKS OF HEDGE FUNDS; CONCLUSION; REFERENCES; CHAPTER 2 GLOBAL EARNINGS FORECASTING EFFICIENCY; UNDERSTANDING RISK AND PORTFOLIO CONSTRUCTION
EXPECTED RETURNS MODELING AND STOCK SELECTIONEFFICIENT PORTFOLIO CONSTRUCTION; ADDITIONAL EVIDENCE ON TRACKING ERROR AT RISK AND EFFICIENT PORTFOLIO CONSTRUCTION; CONCLUSIONS; NOTES; ACKNOWLEDGMENTS; REFERENCES; DISCLAIMER; CHAPTER 3 THE IMPACT OF EMPLOYEE STOCK OWNERSHIP ON FIRMS' INVESTMENTS AND MARKET VALUE; INTRODUCTION; LITERATURE REVIEW; EMPLOYEE OWNERSHIP AND ENHANCED PRODUCTIVITY; EMPLOYEE OWNERSHIP AND THE MARKET VALUE OF EQUITY; EMPLOYEE STOCK OWNERSHIP VERSUS OTHER COMPENSATION PLANS; IMPLICATIONS; CONCLUDING REMARKS; NOTES; ACKNOWLEDGMENTS; REFERENCES
APPENDIX: CONFLICTS OF INTEREST IN CORPORATE INVESTMENT DECISIONSCHAPTER 4 ABNORMAL RETURNS AND IN-HOUSE MERGERS AND ACQUISITIONS; INTRODUCTION; LITERATURE REVIEW AND HYPOTHESES DEVELOPMENT; SAMPLE AND DATA; DESCRIPTIVE STATISTICS AND UNIVARIATE COMPARISONS; SHAREHOLDER WEALTH EFFECTS; CONCLUSION; NOTES; REFERENCES; APPENDIX; CHAPTER 5 ENHANCING THE ROLE OF REAL OPTIONS IN FINANCIAL DECISION MAKING: BUYING AND SELLING REAL OPTIONS; INTRODUCTION; THE CASE OF THE COMPACT REACTORS FROM BABCOCK & WILCOX; THE CASE OF HAWKER BEECHCRAFT; CLOSING REMARKS; NOTES; REFERENCES
CHAPTER 6 FINANCIAL LEVERAGE, PROJECT EQUITY, AND SENSITIVITY OF NPVINTRODUCTION AND BRIEF REVIEW OF THE LITERATURE; DESCRIPTION OF THE FORMAL MODEL; CONCLUSION; REFERENCES; APPENDIX: A SIMPLE EXAMPLE; CHAPTER 7 RISK MANAGEMENT AND MARKET EFFICIENCY ON THE MIDWEST INDEPENDENT SYSTEM OPERATOR ELECTRICITY EXCHANGE; INTRODUCTION; BACKGROUND; RESULTS; CONCLUSION; NOTES; REFERENCES; CHAPTER 8 AT THE ORIGINS OF FEMALE DIRECTORS' NETWORKS: A STUDY OF THE FRENCH CASE; INTRODUCTION; THEORETICAL PERSPECTIVES AND HYPOTHESES FOR SPECIFICITY OF FEMALE BOARD NETWORKS; METHODS; RESULTS; CONCLUSION; NOTE
REFERENCESCHAPTER 9 ECONOMIC MOTIVATION OF THE EX-DIVIDEND DAY ANOMALY: EVIDENCE FROM AN EMERGING MARKET ENVIRONMENT; INTRODUCTION; BACKGROUND; DATA; METHODOLOGY; EMPIRICAL RESULTS; SUMMARY AND DISCUSSION; CONCLUSION; NOTES; REFERENCES
Record Nr. UNINA-9910462068003321
Bingley, U.K., : Emerald, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Research in finance . Vol. 28 [[electronic resource] /] / edited by John W. Kensinger
Research in finance . Vol. 28 [[electronic resource] /] / edited by John W. Kensinger
Edizione [1st ed.]
Pubbl/distr/stampa Bingley, U.K., : Emerald, 2012
Descrizione fisica 1 online resource (309 p.)
Disciplina 332
Altri autori (Persone) KensingerJohn W
Collana Research in finance
Soggetto topico Business & Economics - Finance
Business & Economics - Banks & Banking
Law - Bankruptcy & Insolvency
Finance
Banking
Investments
ISBN 1-280-76902-5
9786613679796
1-78052-753-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ch. 1. An empirical exploration of the CBOE volatility index (VIX) futures market as a hedge for equity market and hedge fund investors / Keith Black -- ch. 2. Global earnings forecasting efficiency / John B. Guerard -- ch. 3. The impact of employee stock ownership on firms' investments and market value / Andrew H. Chen, John W. Kensinger -- ch. 4. Abnormal returns and in-house mergers and acquisitions / Wallace N. Davidson, Shenghui Tong, Pornsit Jiraporn -- ch. 5 Enhancing the role of real options in financial decision making : buying and selling real options / Andrew H. Chen, James A. Conover, John W. Kensinger -- ch. 6. Financial leverage, project equity, and sensitivity of NPV / Wm. Steven Smith, Steven A. Dennis -- ch. 7. Risk management and market efficiency on the Midwest independent system operator electricity exchange / Kevin Jones -- ch. 8. At the origins of female directors' networks : a study of the French case / Emmanuel Zenou, Isabelle Allemand, Bénédicte Brullebaut -- ch. 9. Economic motivation of the ex-dividend day anomaly : evidence from an emerging market environment / Sarin Anantarak.
Record Nr. UNINA-9910790260203321
Bingley, U.K., : Emerald, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Research in finance . Vol. 28 / / edited by John W. Kensinger
Research in finance . Vol. 28 / / edited by John W. Kensinger
Edizione [First edition.]
Pubbl/distr/stampa Bingley, U.K. : , : Emerald, , 2012
Descrizione fisica 1 online resource (309 pages)
Disciplina 332
Altri autori (Persone) KensingerJohn W
Collana Research in finance
Soggetto topico Business & Economics - Finance
Business & Economics - Banks & Banking
Law - Bankruptcy & Insolvency
Banking
Finance
Investments
ISBN 1-280-76902-5
9786613679796
1-78052-753-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ch. 1. An empirical exploration of the CBOE volatility index (VIX) futures market as a hedge for equity market and hedge fund investors / Keith Black -- ch. 2. Global earnings forecasting efficiency / John B. Guerard -- ch. 3. The impact of employee stock ownership on firms' investments and market value / Andrew H. Chen, John W. Kensinger -- ch. 4. Abnormal returns and in-house mergers and acquisitions / Wallace N. Davidson, Shenghui Tong, Pornsit Jiraporn -- ch. 5 Enhancing the role of real options in financial decision making : buying and selling real options / Andrew H. Chen, James A. Conover, John W. Kensinger -- ch. 6. Financial leverage, project equity, and sensitivity of NPV / Wm. Steven Smith, Steven A. Dennis -- ch. 7. Risk management and market efficiency on the Midwest independent system operator electricity exchange / Kevin Jones -- ch. 8. At the origins of female directors' networks : a study of the French case / Emmanuel Zenou, Isabelle Allemand, Bénédicte Brullebaut -- ch. 9. Economic motivation of the ex-dividend day anomaly : evidence from an emerging market environment / Sarin Anantarak.
Record Nr. UNINA-9910821790003321
Bingley, U.K. : , : Emerald, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui