Blar i NHH Brage på tittel

Viser treff 5329-5348 av 8150

    • Optimal kapitalstruktur basert på strukturelle kredittrisikomodeller 

      Aven, Filip; Monsen, Terje (Master thesis, 2006)
      I denne masteroppgaven finner vi optimal kapitalstruktur og yield spread basert på strukturelle kredittrisikomodeller. Først utleder vi en benchmarkmodell med Leland (1994)som utgangspunkt, hvor vi tar hensyn til ...

    • Optimal kapitalstruktur for en bank : analyse av to strukturelle kredittmodeller 

      Hildre, Tor-André Leine; Aartun, Magnus Flom (Master thesis, 2018)
      Denne studien tar for seg to ulike kapitalstrukturmodeller, utviklet av henholdsvis Leland (1994) og Atreya, Mjøs og Persson (2016). Hovedfokuset er rettet mot å avdekke en optimal kapitalstruktur for en bank, og hvordan ...

    • Optimal labor income taxation under maximin : an upper bound 

      Jacquet, Laurence (Journal article; Peer reviewed, 2010)
      This paper compares marginal income tax rates for the maximin versus a welfarist criterion in the standard Mirleesian optimal income tax problem. It derives fairly mild conditions under which the former is higher than the ...

    • Optimal labor income taxation under maximin: an upper bound 

      Jacquet, Laurence (Discussion paper, Working paper, 2010-02)
      This paper assumes the standard optimal income tax model of Mirrlees (Review of Economic Studies, 1971). It gives fairly mild conditions under which the optimal nonlinear labor income tax profile derived under maximin ...

    • Optimal maintenance scheduling of local public purpose buildings 

      Hopland, Arnt O.; Kvamsdal, Sturla Furunes (Discussion paper;36/14, Working paper, 2014-11)
      We formulate the maintenance scheduling decision as a dynamic optimization problem, subject to an accelerating decay. This approach offers a formal, yet intuitive, weighting of the trade-offs involved when deciding a ...

    • Optimal management of renewable resources : a general feedback approach 

      Sandal, Leif Kristoffer; Steinshamn, Stein Ivar (Discussion paper, Working paper, 1998-09)
      Analytical solutions for optimal exploitation of renewable capital stocks are derived as feedback rules for a quite general optimization problem. By feedback rules is meant that optimal exploitation is given as an explicit ...

    • Optimal merger policy 

      Sørgard, Lars (Discussion paper, Working paper, 2008-09)
      The purpose of this article is to investigate the optimal merger policy in the presence of deterrence as well as type I and type II errors. We derive the optimal number of merger investigations, both when the competition ...

    • Optimal merkestrekk for TineMelk : en studie av hvor langt TineMelk kan strekkes uten at det går på bekostning av kjerneassosiasjonene 

      Alisøy, Silje Verlo; Fjereide, Hege (Master thesis, 2015)
      Formålet med denne studien var å undersøke hvor langt TineMelk kan strekkes uten at det går på bekostning av kjerneassosiasjonene sunn, ekte og naturlig. Bakgrunnen for studien er at vi ikke så et tydelig skille mellom ...

    • Optimal merverdibeskatning av mediemarkeder : en tosidig analyse 

      Robstad, Ørjan; Hagen, Øyvind (Arbeidsnotat, Working paper, 2010-06)
      Våre analyser gjennomført i Hotelling- og Saloprammeverket tyder på at anvendte beskatningsregimer i mediemarkeder ikke er samfunnsmessig optimale. En lav brukerbeskatning bidrar til en høyere brukerpris, overetablering ...

    • Optimal merverdibeskatning av mediemarkeder: en tosidig analyse 

      Robstad, Ørjan; Hagen, Øyvind (Master thesis, 2010)

    • Optimal monetary policy when agents are learning 

      Molnár, Krisztina; Santoro, Sergio (Discussion paper, Working paper, 2006-11)
      Most studies of optimal monetary policy under learning rely on optimality conditions derived for the case when agents have rational expectations. In this paper, we derive optimal monetary policy in an economy where the ...

    • Optimal multi-dimensional stochastic harvesting with density-dependent prices 

      Alvarez, Luis H.; Lungu, Edward; Øksendal, Bernt (Journal article; Peer reviewed, 2016)
      We prove a verification theorem for a class of singular control problems which model optimal harvesting with density-dependent prices or optimal dividend policy with capitaldependent utilities. The result is applied to ...

    • Optimal Pension Insurance Design 

      Døskeland, Trond M.; Nordahl, Helge A. (Discussion paper, Working paper, 2006-09)
      In this paper we provide a framework for how the traditional life and pension contracts with a guaranteed rate of return can be optimized to increase customers’ welfare. Given that the contracts have to be priced correctly, ...

    • Optimal petroleum taxation subject to mobility and information constraints 

      Osmundsen, Petter (Working Paper, Working paper, 2001-10)
      Two recent noticeable international developments in the petroleum industry have been mergers and acquisitions, and the opening of new oil producing provinces for transnational oil companies. Both factors contribute to ...

    • Optimal population and capital dynamics in fisheries with irreversible investments 

      Sandal, Leif Kristoffer; Steinshamn, Stein Ivar; Hoff, Ayoe (Working paper, Working paper, 2007-06)
      A multi-dimensional, non-linear dynamic model in continuous time is presented for the purpose of finding the optimal combination of exploitation and capital investment in optimal renewable resource management. Non-malleability ...

    • Optimal portfolio selection with both fixed and proportional transaction costs for a CRRA investor with finite horizon 

      Zakamouline, Valeri I. (Discussion paper, Working paper, 2002-01)
      In this paper we study the optimal portfolio selection problem for a constant relative risk averse investor who faces fixed and proportional transaction costs and maximizes expected utility of end-of-period wealth. We use ...

    • Optimal portfolio selection with transaction costs for a CARA investor with finite horizon 

      Zakamouline, Valeri I. (Discussion paper, Working paper, 2002-12)
      In this paper we study the optimal portfolio selection problem for a CARA investor who faces fixed and/or proportional transaction costs and maximizes expected utility of end-of-period wealth. We use a continuous time model ...

    • Optimal provision of public goods : implications for support to agriculture 

      Brunstad, Rolf Jens; Gaasland, Ivar; Vårdal, Erling (Discussion paper, Working paper, 2007-01)
      This paper summarises a decade of research by the authors into the welfare economic foundations for agricultural policy. The main results are that the levels of support to agriculture in rich developed countries like ...

    • Optimal redistribution and monitoring of labor effort 

      Zoutman, Floris T.; Jacobs, Bas (Discussion paper;33/14, Working paper, 2014-09)
      This paper extends the Mirrlees (1971) model of optimal non-linear income taxation with a monitoring technology that allows the government to verify labor effort at a positive, but non-infinite cost. We analyze the joint ...

    • Optimal redistributive taxation with both extensive and intensive responses 

      Jacquet, Laurence; Lehmann, Etienne; Van der Linden, Bruno (Discussion paper, Working paper, 2010-02)
      This paper characterizes the optimal income taxation when individuals respond along both the intensive and extensive margins. Individuals are heterogeneous in two dimensions: their skills and their disutility of ...