Blar i Discussion papers (FOR) på tittel

Viser treff 426-445 av 564

    • Shapley-Based Stackelberg Leadership Formation in Networks 

      Belik, Ivan; Jörnsten, Kurt (Discussion paper;16/15, Working paper, 2015-04-10)
      In the given research we study a leadership formation of the most influential nodes in networks. Specifically, we analyze the competition between a leader and a follower based on the Stackelberg leadership model. Applying ...

    • Sharing of endogenous risk in construction 

      Olsen, Trond E.; Osmundsen, Petter (Discussion paper, Working paper, 2003-07)
      In risk management of complex procurement projects in construction, the buyer has two principal instruments at his disposal: 1) the choice of time and resources put into engineering and design (project specification), thus ...

    • A short introduction to mathematical finance 

      Øksendal, Bernt (Discussion paper, Working paper, 1998)
      We give a brief survey of some fundamental concepts, methods and results in the mathematics of finance. The survey covers the 3 topics Chapter 1: Markets and arbitrages. The one-period model. The multi-period model. The ...

    • A shot at regulating securitization 

      Kiff, John; Kisser, Michael (Discussion paper, Working paper, 2011-04)

    • A simple approach to global optimal feedback solutions : with emphasize on certain management problems in economics 

      Sandal, Leif Kristoffer; Berge, Gerhard (Discussion paper, Working paper, 2001-06)
      Dynamic optimization problems covers a great class of problems in management science and technology. The classical problem formulations being the variational approach as in classical mechanics, like Hamilton's principle ...

    • A simple improvement of the IV estimator for the classical errors-in-variables problem 

      Andersson, Jonas; Møen, Jarle (Discussion paper, Working paper, 2009-09)
      Two measures of an error-ridden explanatory variable make it possible to solve the classical errors-in-variable problem by using one measure as an instrument for the other. It is well known that a second IV estimate can ...

    • Simplifying and generalizing some efficient frontier and CAPM related results 

      Ekern, Steinar (Discussion paper;12/07, Working paper, 2007-03)
      This paper simplifies, generalizes, extends, surveys and unifies results related to the efficient frontier in portfolio analysis and to asset pricing formulations of the Capital Asset Pricing Model (CAPM) type. It derives ...

    • Simulation of congestion management and security constraints in the Nordic electricity market 

      Bjørndal, Endre; Bjørndal, Mette; Gribkovskaia, Victoria (Discussion papers;30/14, Working paper, 2014-06)
      Presently in the Nordic day-ahead market, zonal pricing or market splitting is used for relieving congestion between a predetermined set of price areas. Constraints internal to the price areas are resolved by counter ...

    • Single transferable votes with tax-cuts 

      Stensholt, Eivind (Discussion Paper, Working paper, 2000)
      Some tally methods for preferential elections are discussed from the following point of view: how well do they respect a wish from the voter that subsidiary votes in the ballot cannot hurt the chances of the ballot’s ...

    • Size Management in Response to Mandatory Audit Rules 

      Aase, Øivind André Strand (Discussion paper;2/22, Working paper, 2022-01-10)
      Many countries have introduced thresholds for mandatory audits as a measure of reducing complexity and costs for private firms’ financial reporting. Firms around the size thresholds have incentives to size down in order ...

    • Size-based input price discrimination under endogenous inside options 

      Evensen, Charlotte B.; Foros, Øystein; Haugen, Atle; Kind, Hans Jarle (Discussion paper;4/21, Working paper, 2021-03-04)
      Individual retailers may choose to invest in a substitute to a dominant supplier’s products (inside option) as a way of improving its position towards the supplier. Given that a large retailer has stronger investment ...

    • Social capital formation : some theory and experimental evidence 

      Heijden, Eline van der; Lensberg, Terje (Discussion paper, Working paper, 2003-01)
      We use a rule-based decision model to study social capital formation and economic performance, where the agents are sometimes motivated by norms and sometimes by pure self-interest. In this framework, the normative concepts ...

    • Soft landing of a stock market bubble : an experimental study 

      Becker, Ralf; Fischbacher, Urs; Hens, Thorsten (Discussion paper, Working paper, 2003-10)
      The paper investigates the effect of interest policy on price bubbles, trading behavior and portfolio choice in experimental stock markets. A series of experiments has 8 participants trade an asset over 15 periods. ...

    • Software vulnerabilities and bug bounty programs 

      Bienz, Carsten; Juranek, Steffen (Discussion paper;4/20, Working paper, 2020-05-12)
      Many software developers employ bug bounty programs that award a prize for the detection of bugs in their software. We analyze, in a model with asymmetric information, under which conditions a bug bounty program is beneficial ...

    • Solution Algorithms for Optimal Buy-Back Contracts in Multi-period Channel Equilibria with Stochastic Demand and Delayed Information 

      Azad Gholami, Reza; Sandal, Leif K.; Ubøe, Jan (Discussion paper;10/19, Working paper, 2019-09-09)
      We analyze the problem of time-dependent channel coordination in the face of uncertain demand. The channel, composed of a manufacturer and a retailer, is to address a time-varying and uncertain price-dependent demand. The ...

    • Some aspects of random utility, extreme value theory and multinomial logit models 

      Andersson, Jonas; Ubøe, Jan (Discussion paper, Working paper, 2010-01)
      In this paper we give a survey on some basic ideas related to random utility, extreme value theory and multinomial logit models. These ideas are well known within the eld of spatial economics, but do not appear to be ...

    • Some comments on free-riding in leontief partnerships 

      Hvide, Hans K. (Discussion paper, Working paper, 2001)
      Holmström (1982) showed that free-riding is inevitable in partnerships where inputs are substitutes. Legros & Matthews (1993) and Vislie (1994) showed that when inputs are strict complements (Leontief technology), free-riding ...

    • Some crude approximation, calibration and estimation procedures for NIG-variates 

      Lillestøl, Jostein (Discussion paper, Working paper, 2002-11)
      In this paper we explore some crude approximation, calibration and estimation procedures for Normal Inverse Gaussian (NIG) variates of potential use in risk management. Among others we treat in some detail the calibration ...

    • Some new bivariate IG and NIG-distributions for modelling covariate financial returns 

      Lillestøl, Jostein (Discussion paper, Working paper, 2007-02)
      The univariate Normal Inverse Gaussian (NIG) distribution is found useful for modelling financial return data exhibiting skewness and fat tails. Multivariate versions exists, but may be impractical to implement in finance. ...

    • A spatial equilibrium simulation approach to explain unemployment rate differentials between areas 

      Thorsen, Inge; Ubøe, Jan (Discussion paper, Working paper, 2002)
      This paper primarily focuses on how area-specific asymmetries and exogenous shocks influence spatial unemployment disparities. We approach through a model specification with two areas and two categories of workers with ...