Blar i Department of Business and Management Science på tittel
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Adverse selection, public information, and underpricing in new issues
(Discussion paper, Working paper, 2004-02)This paper examines the role of adverse selection in the pricing of new issues when all investors may be privately informed about the firm, and in which public information is observed prior the issue date. The precision ... -
Advertising and Newspaper Differentiation: On the Role of Readers’ Advertising Taste
(Discussion paper, Working paper, 2007-01)Newspapers have an incentive to moderate their profile in order to gain a larger readership and thus higher advertising revenue. We show that this incentive is weakened both if readers are ad-haters and if they are ad-lovers. -
An age-structured model for the effect of interest rate changes on consumption
(Discussion paper;8/21, Working paper, 2021-08-30)A model for the effect of an interest rate change on household consumption is developed. The approach is age-structured: households reconsider their consumption patterns at the moment of the interest rate change and the ... -
An agent-based computational approach to explaining persistent spatial unemployment disparities
(Discussion paper, Working paper, 2008-09)This paper explores possible reasons for persistent spatial unemployment disparities using agent-based computational methods. The method relies on observing the actions of thousands of individuals within an artificial ... -
Aggregation of gravity models for journeys-to-work
(Discussion paper, Working paper, 2001)This paper deals with the use of gravity models to examine journeys-to-work. The purpose of the paper is to study very simple examples demonstrating that gravity models may be subject to serious misspecification in aggregate ... -
Allokering av forvaltningskapital i norske sparebanker : en analyse av hvordan kapitalreguleringer og skatt på rentemarginen påvirker bankenes allokering av forvaltningskapital mellom person- og bedriftsmarkedet
(Master thesis, 2015)I denne utredningen viser vi hvordan kapitalreguleringer påvirker norske sparebankers fordeling av forvaltningskapital mellom utlån til person- og bedriftsmarkedet. I tillegg studerer vi hvordan en foreslått skatt på ... -
American derivatives : a review
(Discussion paper, Working paper, 1997-12)The paper gives an overview over the theory of pricing and hedging financial derivatives that can be exercised at any time during a fixed time interval [0, T]. The analysis makes use of the theory of optimal stopping, and ... -
American option pricing with transaction costs
(Discussion paper, Working paper, 2003-10)In this paper we examine the problem of finding investors’ reservation option prices and corresponding early exercise policies of American-style options in the market with proportional transaction costs using the utility ... -
An analysis of maintenance schedules for public facilities
(Journal article; Peer reviewed, 2019)We present a flexible, formal framework for maintenance scheduling for public facilities. Key features of the model include an accelerating deterioration scheme, a general utility measure, and real estate market effects ... -
An Analysis of Social Seed Network and Its Contribution to On-Farm Conservation of Crop Genetic Diversity in Nepal
(Journal article; Peer reviewed, 2015)Social seed systems are important for the maintenance of crop genetic diversity on farm. This is governed by local and informal system in the community through a farmers’ network. This paper analyses these local seed ... -
An Economic Analysis of Debarment
(Discussion paper;23/15, Working paper, 2015-09-17)With a view to reducing the consequences of corruption in public procurement, many governments have introduced debarment of suppliers found guilty of corrup- tion and some other forms of crime. This paper explores the ... -
An Educational Game in Collaborative Logistics
(Journal article; Peer reviewed, 2013)We describe an educational game in collaborative logistics. The game is based on an award-winning application in cost allocation in transportation. The purpose of the game is to acquire an understanding of negotiation, ... -
An experimental study of prosocial motivation among criminals
(Journal article; Peer reviewed, 2014)The fact that criminal behavior typically has negative consequences for others provides a compelling reason to think that criminals lack prosocial motivation. This paper reports the results from two dictator game experiments ... -
Analysing flexible load contracts in the energy market
(Discussion paper, Working paper, 2002-11)In this paper we analyse flexible load contracts (FLC), a type of "swing" option. This contract type has existed in energy markets for a long time and has proved to be challenging to value. The term swing refers to the ... -
An analysis of a combinatorial auction
(Discussion paper, Working paper, 2001)Our objective is to find prices on individual items in a combinatorial auction that support the optimal allocation of bundles of items, i.e. the solution to the winner determination problem of the combinatorial auction. ... -
An analysis of derivative prices in the Nordic power market
(Doctoral thesis, 2003) -
Analyzing learning effects in the newsvendor model by probabilistic methods
(Discussion paper;13/19, Working paper, 2019-10-11)In this paper, we use probabilistic methods to analyze learning effects in a behavioral experiment on the newsvendor model. We argue why we should believe that suggested orders follow a multinomial logit distribution, and ... -
Analyzing risk of stock collapse in a fishery under stochastic profit maximization
(Discussion paper;2012:4, Working paper, 2012-04)In commercial fisheries, stock collapse is an intrinsic problem caused by overexploitation or due to pure stochasticity. To analyze the risk of stock collapse, we apply a relatively simple Monte Carlo approach which can ... -
Annuity factors, duration and convexity : insights from a financial engineering perspective
(Discussion paper, Working paper, 1998-12)This paper applies a unified and integrative financial engineering perspective to key derived concepts in traditional fixed income analysis, with the purpose of enhancing conceptual insights and motivating computational ... -
Anomalies of Instant Runoff Voting
(Discussion paper;6/20, Working paper, 2020-06-23)Struggles over the single-seat preferential election method IRV (Instant Runoff Voting) go on in public arenas and scientific journals, with focus on two “anomalies”. “Monotonicity failures” are preference distributions ...