Browsing Department of Business and Management Science by Title
Now showing items 48-67 of 831
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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 ... -
An anticipative linear filtering equation
(Discussion paper, Working paper, 2010-08) -
Apple's Agency Model and the Role of Resale Price Maintenance
(Discussion paper;32/15, Working paper, 2015-11-27)The agency model is a business format used by online digital platform providers (such as Apple and Google) in which retail pricing decisions are delegated to upstream content providers subject to a fixed revenue-sharing ...