Publications associées à Évaluation financière

Estimation of bid functions for location choice and price modeling with a latent variable approach

Michel Bierlaire, Ricardo Daniel Hurtubia González

A new approach for the estimation of bid-rent functions for residential location choice is proposed. The method is based on the bid-auction approach and considers that the expected maximum bid of the auction is a latent variable that can be related to obse ...

Springer2014

Excessive Volatility is Also a Feature of Individual Level Forecasts

Anjali Devi Vanapilli Nursimulu

The excessive volatility of prices in financial markets is one of the most pressing puzzles in social science. It has led many to question economic theory, which attributes beneficial effects to markets in the allocation of risks and the aggregation of inf ...

Routledge Journals, Taylor & Francis Ltd2014

Integration of explicit supply-demand interactions in airline schedule planning and fleet assignment

Michel Bierlaire, Matteo Salani, Bilge Atasoy

In airline scheduling problems, integrated decision methodologies have aroused intense interest in the last decade. These integrated approaches allow for more efficient solutions due to the simultaneous decision making process. The studied integrated model ...

2013

A local search heuristic for a mixed integer nonlinear integrated airline schedule planning problem

Michel Bierlaire, Matteo Salani, Bilge Atasoy

In this paper we present a local search heuristic method for an integrated airline scheduling, fleeting and pricing model. The integrated model simultaneously optimizes the decisions of schedule design, fleet assignment, seat allocation, pricing and consid ...

2013

Capital Supply Uncertainty, Cash Holdings, and Investment

Semyon Malamud, Erwan Morellec, Julien Hugonnier

We develop a model of investment, financing, and cash management decisions in which investment is lumpy and firms face uncertainty regarding their ability to raise funds in the capital markets. We characterize optimal policies explicitly and show that the ...

2013

Natural Expectations, Macroeconomic Dynamics, and Asset Pricing

Andreas Fuster

How does an economy behave if (1) fundamentals are truly hump-shaped, exhibiting momentum in the short run and partial mean reversion in the long run, and (2) agents do not know that fundamentals are hump-shaped and base their beliefs on parsimonious model ...

University of Chicago Press2012

Conditional Density Models for Asset Pricing

Damir Filipovic

We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the future. In the case where the asset is driven by Browni ...

World Scientific Publishing2012

An integrated airline scheduling, fleeting and pricing model for a monopolized market

Michel Bierlaire, Matteo Salani, Bilge Atasoy

In airline schedule planning models, the demand and price information are usually taken as inputs to the model. Therefore schedule and capacity decisions are taken separately from pricing decisions. In this paper we present an integrated scheduling, fleeti ...

2012

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.

Évaluation financière

Estimation of bid functions for location choice and price modeling with a latent variable approach

Excessive Volatility is Also a Feature of Individual Level Forecasts

Essays in Information-Based Asset Pricing

Essays on asset pricing with preference heterogeneity

Integration of explicit supply-demand interactions in airline schedule planning and fleet assignment

A local search heuristic for a mixed integer nonlinear integrated airline schedule planning problem

Capital Supply Uncertainty, Cash Holdings, and Investment

Natural Expectations, Macroeconomic Dynamics, and Asset Pricing

Conditional Density Models for Asset Pricing

An integrated airline scheduling, fleeting and pricing model for a monopolized market

Graph Chatbot

Chattez avec Graph Search

Essays in Information-Based Asset Pricing

An integrated airline scheduling, fleeting and pricing model for a monopolized market

Excessive Volatility is Also a Feature of Individual Level Forecasts

Essays on asset pricing with preference heterogeneity

A local search heuristic for a mixed integer nonlinear integrated airline schedule planning problem

Capital Supply Uncertainty, Cash Holdings, and Investment

Natural Expectations, Macroeconomic Dynamics, and Asset Pricing

Conditional Density Models for Asset Pricing

Estimation of bid functions for location choice and price modeling with a latent variable approach

Integration of explicit supply-demand interactions in airline schedule planning and fleet assignment