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Articles de revues sur le sujet « Stock cost »

Auteur : Grafiati

Publié le 4 juin 2021

Mis à jour le 4 février 2022

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1

Lv, Dongdong, Shuhan Yuan, Meizi Li, and Yang Xiang. "An Empirical Study of Machine Learning Algorithms for Stock Daily Trading Strategy." Mathematical Problems in Engineering 2019 (April 14, 2019): 1–30. http://dx.doi.org/10.1155/2019/7816154.

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According to the forecast of stock price trends, investors trade stocks. In recent years, many researchers focus on adopting machine learning (ML) algorithms to predict stock price trends. However, their studies were carried out on small stock datasets with limited features, short backtesting period, and no consideration of transaction cost. And their experimental results lack statistical significance test. In this paper, on large-scale stock datasets, we synthetically evaluate various ML algorithms and observe the daily trading performance of stocks under transaction cost and no transaction c

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Gordon, Robert N. "Hedging Low-Cost-Basis Stock." AIMR Conference Proceedings 2001, no. 4 (2001): 36–44. http://dx.doi.org/10.2469/cp.v2001.n4.3110.

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Rahman, Abdul, and Prabina Rajib. "Index Revisions, Stock Liquidity and the Cost of Equity Capital." Global Business Review 19, no. 4 (2018): 1072–89. http://dx.doi.org/10.1177/0972150918773005.

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This study examines the stock liquidity and cost of equity capital (COEC) effects around the CNX Nifty index revisions during the period 1998–2011. To examine these effects, the inclusion (exclusion) firms are compared with their matching peers. The stock liquidity effect has been examined by using distinct liquidity measures, such as trading volume, turnover rate and illiquidity ratio. The COEC effect has been examined with the help of cost of equity, stock liquidity, firm size, leverage and inclusion (exclusion) dummies. It was found that the stocks included to the CNX NIFTY were less liquid

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Levi, Yaron, and Ivo Welch. "Best Practice for Cost-of-Capital Estimates." Journal of Financial and Quantitative Analysis 52, no. 2 (2017): 427–63. http://dx.doi.org/10.1017/s0022109017000114.

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Cost-of-capital assessments with factor models require quantitative forward-looking estimates. We recommend estimating Vasicek-shrunk betas with 1–4 years of daily stock returns and then shrinking betas asecondtime (and more for smaller stocks and longer-term projects), because the underlying betas are themselves time-varying. Such estimators also work well in other developed countries and for small-minus-big (SMB) and high-minus-low (HML) exposures. If own historical stock returns are not available, peer betas based on market cap should be used. Historical industry averages have almost no pre

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Eti Kristinawati, Umar Wiwi,. "Pengendalian Safety Stock Guna meminimalkan Biaya Penyimpanan melalui Pendekatan Sistem Kanban Sebagai Pendukung Sistem Produksi just in Time." Jurnal Teknik Industri 3, no. 2 (2010): 104. http://dx.doi.org/10.22219/jtiumm.vol3.no2.104-114.

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Based on ultimate goal of each company in gaining maximum profit with minimum total cost then one of alternative should be done in achieving this goal is avoiding excessive raw material stock resulting in high storage cost. The object of this research is CV. Pabrik Mesin Guntur Malang,an industrial water pumpcompany which is having difficulty in controlling raw material stock so that it often experiences abundant stocks.So,the problem is how to make stock controli n order to reduce stocks a mount that will result in storage cost reduction. Production S ystem Just in Time applying Karban system

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Shehu, Blerim. "RESERVES AND THE COST OF GOODS SOLD." KNOWLEDGE INTERNATIONAL JOURNAL 30, no. 1 (2019): 147–51. http://dx.doi.org/10.35120/kij3001147s.

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This topic is about the role of stocks of commodities located in the warehouse, these goods are in the form of finished products, auxiliary materials semi-products. Control of material goods by enterprise executives, information provided to auditors. With internal control we can find the exact cost of the reserves, the exact cost of the goods sold and we can accurately determine the amount they are in the warehouse. Through accurate records, the true amount of material goods is determined, eliminating doubt about the valuation of the material goods that are in stock. Reports accepted the audit

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Zion, David. "The Cost of Employee Stock Options." CFA Institute Conference Proceedings 2005, no. 4 (2005): 48–59. http://dx.doi.org/10.2469/cp.v2005.n4.3500.

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Kwon, Dae-Hyun. "Stock Option Grants And Cost Behavior." Journal of Applied Business Research (JABR) 34, no. 2 (2018): 265–76. http://dx.doi.org/10.19030/jabr.v34i2.10125.

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This study examines the relation between cost asymmetry and stock option grants. I posit that managers’ incentives to decrease the strike price of subsequent option awards may affect manager’s resource adjustment decisions. Using U.S. firm data, I find that the degree of SG&A (selling, general, and administrative) cost asymmetry is positively related to the value of subsequent option grants awarded to the CEOs, suggesting that managers who expect large stock-option grants deliberately delay reduction of committed costs to decrease the share price prior to the option award date. Manipulatin

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Lei, Adam Y. C., and Huihua Li. "Stock acquisitions, investor recognition, and announcement returns." Managerial Finance 42, no. 6 (2016): 518–35. http://dx.doi.org/10.1108/mf-07-2015-0198.

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Purpose – The purpose of this paper is to test the hypothesis that relative to a cash acquisition, a stock acquisition would increase the bidder’s investor base and lower Merton’s (1987) shadow cost, which in turn contributes positively to the bidder announcement return. Design/methodology/approach – Using the number of registered shareholders and measures of institutional ownership as the proxies for investor base and investor recognition, this paper compares their changes and the changes in shadow cost between bidders using different methods of payment. The authors examine the relation betwe

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Chen, Linda H. "Income Smoothing, Information Uncertainty, Stock Returns, and Cost of Equity." Review of Pacific Basin Financial Markets and Policies 16, no. 03 (2013): 1350020. http://dx.doi.org/10.1142/s0219091513500203.

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This paper examines the effect of income smoothing on information uncertainty, stock returns, and cost of equity. I show that income smoothing through both total accruals and discretionary accruals tends to reduce firms' information uncertainty, as measured by stock return volatility, analyst earnings forecast dispersion, and analyst earnings forecast error. Further, I provide evidence that stocks of income smoothing firms are priced with a premium. Controlling for earnings shocks and other firm characteristics, income smoothing firms have significantly higher abnormal returns around earnings

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Eltivia, Nurafni, Kurnia Ekasari, and Hesti Wahyuni. "Exploring the relationship between adjustment cost and stickiness cost." New Trends and Issues Proceedings on Humanities and Social Sciences 5, no. 2 (2018): 130–35. http://dx.doi.org/10.18844/prosoc.v5i2.3663.

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The purpose of this study was to analyse the stickiness cost, and how adjustment cost gave impact on stickiness cost. Asset intensity was proxy of adjustment cost in this research. The population of this research is manufacturing companies listed in Indonesia Stock Exchange in 2016. There are 124 companies obtained by using purposive sampling method. The analysis tool used is multiple linear regression. The results showed that stickiness cost occurred on manufacturing companies listed in Indonesia Stock Exchange. Furthermore, the results indicate the level of asset intensity in accordance with

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CARPENTER, JENNIFER N., RICHARD STANTON, and NANCY WALLACE. "Employee Stock Option Exercise and Firm Cost." Journal of Finance 74, no. 3 (2019): 1175–216. http://dx.doi.org/10.1111/jofi.12752.

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Hu, Yi, Weiwei Huang, and Zihao Chen. "Stock liquidity, agency cost, and dividend payouts." Applied Economics Letters 27, no. 4 (2019): 335–39. http://dx.doi.org/10.1080/13504851.2019.1616052.

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C. L. Butts. "Incremental Cost of Overdrying Farmers Stock Peanuts." Applied Engineering in Agriculture 11, no. 5 (1995): 671–75. http://dx.doi.org/10.13031/2013.25790.

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O'BRIEN, JONATHAN P., and PATRICK L. MCCLELLAND. "TRANSACTION COST ECONOMICS AND CEO STOCK-HOLDINGS." Academy of Management Proceedings 2008, no. 1 (2008): 1–6. http://dx.doi.org/10.5465/ambpp.2008.33718587.

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Huang, Lixin, and Qiang Kang. "Information, Investment Adjustment, and the Cost of Capital." Journal of Financial and Quantitative Analysis 53, no. 4 (2018): 1715–54. http://dx.doi.org/10.1017/s0022109018000194.

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Private information imposes a severe trading disadvantage on uninformed traders while at the same time providing firms with valuable signals for investment adjustment. The two forces have opposite impacts on the cost of capital, and the net effect depends on which force dominates. We show that stocks of firms with low flexibility in investment adjustment (“value firms”) command an information premium, whereas stocks of firms with high flexibility in investment adjustment (“growth firms”) deliver an information discount. These results are consistent with the findings that growth firms exhibit s

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Meirina M, Olivia, and Sansaloni Butar Butar. "Pengaruh Beta Saham, Likuiditas Saham, Atribut Audit, dan Tata Kelola Perusahaan Terhadap Biaya Modal Ekuitas." Jurnal Akuntansi Bisnis 16, no. 2 (2019): 118. http://dx.doi.org/10.24167/jab.v16i2.2251.

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Abstract This study aims to examine the effect of stock beta, stock liquidity, KAP size, industry auditor specialization, board of commissioner independence, and audit committee expertise on cost of equity capital. Cost of equity capital was measured with Capital Assets Pricing Model (CAPM). This research use secondary data and the data was collected using purposive sampling at company that is registeres at Indonesian Stock Exchange 2013-2016. Total of the sample in this research is 800 companies. The test equipment in this research using multiple regression test. The results showed that

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Lee, Ha Na, and B. K. Song. "The cost of presidential impeachment to politically connected firms." Japanese Journal of Political Science 21, no. 2 (2019): 109–21. http://dx.doi.org/10.1017/s1468109919000173.

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AbstractThis study examines the ways political events can affect the stock prices of politically connected firms by studying one of the biggest corruption scandals in modern South Korean history, which led to the first-ever impeachment of a sitting president. We analyzed the stock returns of firms that donated money to foundations allegedly controlled by the president's confidante. We found that the abnormal stock returns of politically connected firms decreased when the president was removed from office. Using tick-by-tick stock price data, we were able to pinpoint the exact moments when the

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Hassan, Tarek A., and Thomas M. Mertens. "The Social Cost of Near-Rational Investment." American Economic Review 107, no. 4 (2017): 1059–103. http://dx.doi.org/10.1257/aer.20110433.

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We show that the stock market may fail to aggregate information even if it appears to be efficient, and that the resulting decrease in the information content of prices may drastically reduce welfare. We solve a macroeconomic model in which information about fundamentals is dispersed and households make small, correlated errors when forming expectations about future productivity. As information aggregates in the market, these errors amplify and crowd out the information content of stock prices. When prices reflect less information, the conditional variance of stock returns rises, causing an in

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Enache, Luminita, and Jae Bum Kim. "Managers’ stock-based compensation and disclosures of high proprietary cost information." Pacific Accounting Review 32, no. 1 (2019): 96–124. http://dx.doi.org/10.1108/par-10-2018-0078.

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Purpose The purpose of this study is to examine whether chief executive officers’ (CEOs’) stock-based compensation has any relationship with disclosure of high proprietary information. Design/methodology/approach Drawing on agency and proprietary cost theory, this study examines whether compensating CEOs based on equity value through the grants of stock option and restricted stock will affect different firms with high proprietary costs versus general costs of disclosures. The authors further explore the cross-sectional variation on the relationship between stock-based compensation and disclosu

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OSBORNE, JEFF. "“SKIP-TO-STOCK” PLAN: EXPEDIENT AND COST-EFFECTIVE." Quality Engineering 3, no. 1 (1990): 1–8. http://dx.doi.org/10.1080/08982119008918833.

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Belej, Miroslaw, and Sally Sims. "The cost‐effectiveness of refurbishing Polish housing stock." Property Management 28, no. 5 (2010): 298–319. http://dx.doi.org/10.1108/02637471011086518.

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Brage-Ardao, Ruben, Daniel J. Graham, and Richard J. Anderson. "Determinants of rolling stock maintenance cost in metros." Proceedings of the Institution of Mechanical Engineers, Part F: Journal of Rail and Rapid Transit 230, no. 6 (2015): 1487–95. http://dx.doi.org/10.1177/0954409715614047.

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Belkhir, Mohamed, Mohsen Saad, and Anis Samet. "Stock extreme illiquidity and the cost of capital." Journal of Banking & Finance 112 (March 2020): 105281. http://dx.doi.org/10.1016/j.jbankfin.2018.01.005.

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Urbański, Stanisław. "The Cost of Equity Capital in Stock Portfolios Listed on the Warsaw Stock Exchange Using the Classic CAPM." e-Finanse 15, no. 2 (2019): 48–62. http://dx.doi.org/10.2478/fiqf-2019-0011.

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AbstractThis work is an attempt to estimate the cost of equity capital characteristic among portfolios of companies listed on the Warsaw Stock Exchange in the years 1995-2017. To this end, the classic CAPM is used to estimate the cost of risk. Model tests are based on 252 monthly returns. In order to assess the errors of cost of capital estimation, the bootstrap method is used. The estimated cost of capital refers to the project portfolio with real options on these projects. Stock returns are generated not only by the companies implementing projects but also through real options modifying thes

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Eltivia, Nurafni, Kurnia Ekasari, Hesti Wahyuni, and Anna Isrowiyah. "HOW ADJUSTMENT COST RELATE WITH STICKINESS COST?" Jurnal Reviu Akuntansi dan Keuangan 9, no. 3 (2019): 319. http://dx.doi.org/10.22219/jrak.v9i3.9685.

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This study aims to analyze stickiness cost and how the adjustment cost affects stickiness cost. Equity intensity is used as a proxy for measuring the adjustment cost. The population of this research is consumer goods company listed on the Indonesia Stock Exchange in 2014-2015, there are 24 companies that became the sample of this study. This research used multiple linear regression to analyze the data. The results showed stickiness cost in consumer goods companies. Further equity intensity is an indicator that can indicate a condition or characteristics of an organization or company that can b

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Khoirunnisa, Ira, and Ari Dewi Cahyati. "PENGARUH INTELLECTUAL CAPITAL DISCLOSURE TERHADAP COST OF EQUITY DAN COST OF DEBT." JRAK: Jurnal Riset Akuntansi dan Komputerisasi Akuntansi 8, no. 2 (2017): 196–220. http://dx.doi.org/10.33558/jrak.v8i2.939.

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Objective of this study is determine the effect the intellectual capital disclosure on cost of equity and cost of debt studies on companies in property and real estate in the Indonesia Stock Exchange from 2013 to 2015. The method used is quantitative approach. Data of this research is secondary data, using the financial statements of companies listed in the Stock Exchange gained through www.idx.co.id. 2013-2015 Samples were selected using purposive sampling method. The analysis technique used in this research is multiple linear regression analysis. The results of this study indicate that the h

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Lorenzen, Kai. "Population dynamics and potential of fisheries stock enhancement: practical theory for assessment and policy analysis." Philosophical Transactions of the Royal Society B: Biological Sciences 360, no. 1453 (2005): 171–89. http://dx.doi.org/10.1098/rstb.2004.1570.

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The population dynamics of fisheries stock enhancement, and its potential for generating benefits over and above those obtainable from optimal exploitation of wild stocks alone are poorly understood and highly controversial. I review pertinent knowledge of fish population biology, and extend the dynamic pool theory of fishing to stock enhancement by unpacking recruitment, incorporating regulation in the recruited stock, and accounting for biological differences between wild and hatchery fish. I then analyse the dynamics of stock enhancement and its potential role in fisheries management, using

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Nguyen, Hazel Thu-Hien. "Stock Market Liquidity: Financially Constrained Firms and Share Repurchase." Accounting and Finance Research 6, no. 4 (2017): 130. http://dx.doi.org/10.5430/afr.v6n4p130.

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Stock illiquidity raises the cost of share ownership to outside investors and increases firms’ cost of capital. This study substantiates that shares of financially constrained firms are significantly more illiquid than shares of similar but financially unconstrained firms. Acting as buyers of last resort for their own shares, share repurchases by financially constrained firms enhance stock liquidity, which alleviates the cost of external financing and underinvestment. Increased stock liquidity improves information efficiency, inducing higher value-added from incremental capital investments. Fu

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Sarkar, Mitali, and Biswajit Sarkar. "Optimization of Safety Stock under Controllable Production Rate and Energy Consumption in an Automated Smart Production Management." Energies 12, no. 11 (2019): 2059. http://dx.doi.org/10.3390/en12112059.

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A smart production system is essential to produce complex products under the consumption of efficient energy. The main ramification of controllable production rate, amount of production size, and safety stocks is simultaneously optimized under proper utilization of energy within a smart production system with a random breakdown of spare parts. Due to the random breakdown, a greater amount of energy may be used. For this purpose, this study is concerned about the optimum safety stock level under the exact amount of energy utilization. For random breakdown, there are three cases as production in

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Baxamusa, Mufaddal. "The Relationship between Underinvestment, Overinvestment and CEO's Compensation." Review of Pacific Basin Financial Markets and Policies 15, no. 03 (2012): 1250014. http://dx.doi.org/10.1142/s0219091512500142.

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This research separates out the incentive and entrenchment effects of executive pay and uses it to test if the agency cost is that of underinvestment or overinvestment. I find that investments increase with dollar value of stock and options owned by the CEO but decrease with percentage of shares owned by the CEO. These results are robust to alternate measures of investments such as R&D, acquisitions, and change in assets. It appears that the positive relationship between investment and percentage of stocks owned by the CEO, as observed in the literature, is because of the omitted variable

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XIONG, DEWEN, and MICHAEL KOHLMANN. "THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS." International Journal of Theoretical and Applied Finance 14, no. 05 (2011): 723–55. http://dx.doi.org/10.1142/s0219024911006449.

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We construct a bond-stock market composed of d stocks and many bonds with jumps driven by general marked point process as well as by an ℝn-valued Wiener process. By composing these tools we introduce the concept of a compatible bond-stock market and give a necessary and sufficient condition for this property. We study no-arbitrage properties of the composed market where a compatible bond-stock market is arbitrage-free both for the bonds market and for the stocks market. We then turn to an incomplete compatible bond-stock market and give a necessary and sufficient condition for a compatible bon

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İlhan, Bilal. "Stock market liberalization: implications on cost of capital in emerging Islamic countries." Journal of Capital Markets Studies 3, no. 2 (2019): 157–78. http://dx.doi.org/10.1108/jcms-08-2019-0040.

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Purpose Most of the major Islamic countries’ stock exchanges have not been able to perform at the same pace with the major emerging countries’ stock exchanges since the mid of 1990s. The purpose of this paper is to examine the implications of stock market liberalization on cost of capital as one of the crucial driver to stock market development and physical investment growth in emerging Islamic countries. Design/methodology/approach This study employs static panel data techniques on the sample of seven emerging Islamic countries over the years 1989-2008. Findings The findings of this study sug

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Leledakis, George N., George J. Papaioannou, Nickolaos G. Travlos, and Nickolaos V. Tsangarakis. "Stock splits in a neutral transaction cost environment: Evidence from the Athens Stock Exchange." Journal of Multinational Financial Management 19, no. 1 (2009): 12–25. http://dx.doi.org/10.1016/j.mulfin.2008.02.003.

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Prabowo, Bombang Hadi. "The Impact of Intellectual Capital Disclosure and Information Asymmetry on the Cost of Equity Capital." International Journal of Research in Business and Social Science (2147-4478) 6, no. 5 (2017): 1–12. http://dx.doi.org/10.20525/ijrbs.v6i5.763.

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This research aims to analyze the impact of Intellectual Capital Disclosure and Information Asymmetry on Cost of Equity Capital and stock prices. It used purporsive sampling and studied LQ 45 companies enlisted in 2014-2015 Indonesia Stock Exchange. The research data gathered through non-partisan observation method and then analyzed with PLS analysis equation. The result shown: (1) Information Asymmetry has positive significance towards stock price; (2) Intellectual Capital has insignificant positive influence towards stock price; (3) Intellectual Capital has insignificant positive influence t

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Jiang, Aiping, Junjun Gao, Qiuguo Chi, and Sixian Zheng. "The Effects of the Correlation of Electric Materials on Forecasting and Stock Control." European Scientific Journal, ESJ 12, no. 22 (2016): 107. http://dx.doi.org/10.19044/esj.2016.v12n22p107.

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Forecasting and stock control play an important role in the electric companies because outstanding forecasting and stock control increase service level obviously and decrease stock cost effectively. However, the majority of the electric materials are intermittent demand, resulting in poor forecasting and stock control performance. Therefore, exploring the reasons that affect forecasting performance and stock control is necessary. This paper explores the effects of the correlation of intermittent electric materials on forecasting and stock control. First, we divide the correlation into three ca

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Dexter, Jasmine, Melanie Morrow, Kelly Fogarty, and Abigail Trewin. "Disaster Preparedness Technician = Striking Cost Savings." Prehospital and Disaster Medicine 34, s1 (2019): s122—s123. http://dx.doi.org/10.1017/s1049023x19002632.

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Introduction:The workplace holds a rapidly deployable, self-sufficient field hospital including a medicine cache valued at $80,000. The cache is rotated through the affiliated hospital pharmacy when they have less than 12 months to their expiry. Rotations are done regularly due to the short expiry dates of stock coming from suppliers. A senior pharmacy technician is employed two days per week at a cost of $13,024.80 per annum to manage this cache.Aim:To demonstrate the associated cost savings of employing a pharmacy technician to manage a medication cache.Methods:Every month, the technician ex

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Butler, Alexander W., Gustavo Grullon, and James P. Weston. "Stock Market Liquidity and the Cost of Issuing Equity." Journal of Financial and Quantitative Analysis 40, no. 2 (2005): 331–48. http://dx.doi.org/10.1017/s0022109000002337.

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AbstractWe show that stock market liquidity is an important determinant of the cost of raising external capital. Using a large sample of seasoned equity offerings, we find that, ceteris paribus, investment banks' fees are significantly lower for firms with more liquid stock. We estimate that the difference in the investment banking fee for firms in the most liquid vs. the least liquid quintile is about 101 basis points or 21% of the average investment banking fee in our sample. Our findings suggest that firms can reduce the cost of raising capital by improving the market liquidity of their sto

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Wu, Dianjian, and Chunping Yan. "A balance approach for the one-dimensional multiple stock size cutting stock problem with setup cost." Proceedings of the Institution of Mechanical Engineers, Part B: Journal of Engineering Manufacture 230, no. 12 (2016): 2182–89. http://dx.doi.org/10.1177/0954405416673106.

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A balance approach is presented to solve one-dimensional multiple stock size cutting stock problem with setup cost. The approach first utilizes a sequential pattern generation algorithm to generate a series of cutting plans based on each stock size, respectively. Then, a measure standard of cost balance utilization is used to select a current optimized cutting pattern from a cutting plan corresponding to each stock size. All item demands are dealt by the previous two steps to obtain many optimized cutting plans, and an ideal cutting plan is extracted according to the minimum sum of stock and s

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Oliveira, Fernando Nascimento de, and Eduardo Lana de Paula. "Determinando o grau ótimo de diversificação para investidores usuários de home brokers." Brazilian Review of Finance 6, no. 3 (2008): 439. http://dx.doi.org/10.12660/rbfin.v6n3.2008.1347.

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This paper has the objective of determining the number of stocks that diversify a portfólio of Bovespa stocks of home brokers investors. We find the number of stocks that diversifies the portfólio by equalizing the benefit with the cost of including one more stock in the portfólio. To find the benefit, we use a methodology that is similar to Statman (1987). To find the cost we use an original methodology, in which we weight the costs of major brokers taking in consideration the volume transacted by them. The number of stocks that diversify our portfólio is 12.

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Rincón-Valenzuela, David A., and Ciro Gómez-Ardila. "Cost-benefit relationship of keeping dantrolene stocks from the point of view of healthcare institutions." Colombian Journal of Anesthesiology 48, no. 2 (2020): 63–70. http://dx.doi.org/10.1097/cj9.0000000000000147.

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 Introduction: Malignant hyperthermia (MH) is an acute syndrome triggered by certain anesthetic medications. Dantrolene is the only specific treatment for MH crises. Without treatment, lethality may be as high as 80%. In Colombia, it is not mandatory to keep dantrolene supplies in stock. Objective:   To establish the cost-benefit ratio, from the perspective of healthcare institutions, of keeping dantrolene supplies in stock in the operating theater. Methods:   Using a decision tree, a Monte Carlo simulation was run with 10,000 scenari

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Tharani, S., and R. Uthayakumar. "A novel approach to safety stock management in an integrated supply chain with controllable lead time and ordering cost reduction using present value." RAIRO - Operations Research 54, no. 5 (2020): 1327–46. http://dx.doi.org/10.1051/ro/2019051.

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This paper presents a novel approach to safety stock management and investigates the impact of lead time reduction within an integrated vendor–buyer supply chain framework using present value where lead time and ordering cost reductions act dependently. In particular, the cost of the safety stock is determined by adopting a logistic approximation to the standard normal cumulative distribution. The service level is formulated in relation to the dimension of the single shipment, to the average demand of the buyer and to the number of admissible stockouts. We first discuss the case where the lead

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Hart, Deborah R. "Quantifying the tradeoff between precaution and yield in fishery reference points." ICES Journal of Marine Science 70, no. 3 (2013): 591–603. http://dx.doi.org/10.1093/icesjms/fss204.

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Abstract Hart, D. R. 2013. Quantifying the tradeoff between precaution and yield in fishery reference points. – ICES Journal of Marine Science, 70: 591–603. A method using Monte Carlo simulations for estimating fishery reference points that accounts for parameter uncertainty is presented. Uncertainties in the input parameters of yield-per-recruit and stock-recruit analyses are propagated to estimate uncertainty in reference points such as FMSY. These uncertainties are used to evaluate the tradeoffs between the risks of overfishing and stock collapse, and the cost of reduced expected yield due

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LAU, KA WO, and YUE KUEN KWOK. "VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH." International Journal of Theoretical and Applied Finance 08, no. 05 (2005): 659–74. http://dx.doi.org/10.1142/s0219024905003189.

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The reload provision in an employee stock option is an option enhancement that allows the employee to pay the strike upon exercising the stock option using his owned stocks and to receive new "reload" stock options. The usual Black–Scholes risk neutral valuation approach may not be appropriate to be adopted as the pricing vehicle for employee stock options, due to the non-transferability of the ownership of the options and the restriction on short selling of the firm's stocks as hedging strategy. In this paper, we present a general utility maximization framework to price non-tradeable employee

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Björnsson, Björn. "Can fisheries yield be enhanced by large-scale feeding of a predatory fish stock? A case study of the Icelandic cod stock." Canadian Journal of Fisheries and Aquatic Sciences 58, no. 10 (2001): 2091–104. http://dx.doi.org/10.1139/f01-144.

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The concept of large-scale feeding of a predatory fish stock by natural prey species is introduced and evaluated for the Icelandic cod (Gadus morhua L.) stock. The paper addresses the question of whether fisheries yield can be enhanced by relocating food supply in an ecosystem from areas of surplus prey abundance to areas where predator abundance is high and prey abundance low. The benefits of large-scale feeding may be threefold. First, it may increase the growth rate and yield of a predatory fish stock. Second, it may reduce predation on valuable species. Third, it may lower the cost of fish

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Hong, YeungEun, SooJin Kim, and JongKook Park. "Does the Cost Stickiness Affect the Stock Price Crash?" KOREAN JOURNAL OF MANAGEMENT ACCOUNTING RESEARCH 20, no. 2 (2020): 1–26. http://dx.doi.org/10.31507/kjmar.2020.8.20.2.1.

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Prabhu, G., R. Husak, and K. Steffen. "Use of Dehydrated Pork Stock in Low Cost Bologna." Meat and Muscle Biology 1, no. 3 (2017): 34–35. http://dx.doi.org/10.22175/rmc2017.032.

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Carhill, Mike, and Iftekhar Hasan. "Mutual to Stock Conversion, Information Cost, and Thrift Performance." Financial Review 32, no. 3 (1997): 545–68. http://dx.doi.org/10.1111/j.1540-6288.1997.tb00438.x.

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Liu, Kairui, and Min Ren. "Stock price crash risk and cost of equity capital." IOP Conference Series: Earth and Environmental Science 332 (November 5, 2019): 022017. http://dx.doi.org/10.1088/1755-1315/332/2/022017.

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Bae, Kee-Hong, and Xin Zhang. "The Cost of Stock Market Integration in Emerging Markets." Asia-Pacific Journal of Financial Studies 44, no. 1 (2015): 1–23. http://dx.doi.org/10.1111/ajfs.12079.

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