Now showing items 93-103 of 103

  • Stripping Coupons with Linear Programming 

    Allen, David E; Thomas, Lyn C; Zheng, Harry (Management School and Economics. The University of Edinburgh, 2000)
    When using market prices to fit the parameters of models for the price of bonds, the first step is to strip the market bonds of their coupons. The standard bootstrapping technique of stripping coupons can cause mispricing ...
  • Summary of work on Fire Service Equipment 

    Eapsey, A. N. (Home Office Scientific Advisers's Branch, 1967-09)
    Summary of work on Fire Service Equipment June - September 1967
  • Tax and the Use of Historic Returns in Estimating the Equity Risk Premium 

    Armitage, Seth (Management School and Economics. The University of Edinburgh, 1998)
    The paper analyses the use of a historic risk premium as a proxy for the current premium allowing current tax rates to differ from historic rates. If tax rates are assumed constant, adjustments to the CAPM for an imputation ...
  • Taxation and Volatility Effects on Real Option Models: A Study of North Sea Oil Fields 

    Moles, Peter; Constantinou, Charalambos; Kretzschmar, Gavin Lee (Management School and Economics. The University of Edinburgh, 2005)
    Real option and dynamic asset valuation techniques are becoming established as standard methods for evaluating investment decisions that are subject to quantifiable uncertainty. This has been particularly the case in natural ...
  • Towards a Transparent Approach to the Appraisal of Over-rented Property 

    Adams, Andrew T; Booth, P (Management School and Economics. The University of Edinburgh, 1996)
    We develop a number of alternative discounted cash flow approaches to the appraisal of over-rented property. These reveal the complicated risk characteristics and option characteristics of over-rented property, indicating ...
  • Trends of Social Welfare Systems: From Convergence to Attractiveness. An Exploratory Approach. 

    Bouget, Denis (The University of Edinburgh, 2009)
    The analyses of the national reforms in the welfare states over the last decades were partly focused on this notion of convergence. In the eighties and the nineties, the transformation in many welfare states provided a ...
  • Water availability, piospheres and evolution in African ruminants 

    Derry, Julian F; Dougill, Andy (NISC Pty Ltd, 2006-07-21)
    Water dependency has consequences for the behaviour of African large herbivores from day-to-day and season-to-season. Independently, there have been comparisons made between the water-dependencies of these species and the ...
  • What has the manager done for me? A value-based approach to performance analysis. 

    Bagot, Gordon; Armitage, Seth (Management School and Economics. The University of Edinburgh, 2002)
    In many circumstances it is unsatisfactory to measure portfolio performance using time-weighted rates of return. There are well known problems with performance attribution analysis using time-weighted returns in a ...
  • When is a Promise a Strategic Liability? 

    White, Phil; Terry, N (Management School and Economics. The University of Edinburgh, 1997)
    Employers offer pension plans for two main reasons; paternalism and skills market competiveness. Recent changes in legislation and business practice have promoted the scrutiny of the underpinnings for such a management ...
  • Why Are Some Workers Poor? The Mechanisms that Produce Working Poverty in a Comparative Perspective 

    Crettaz, Eric; Bonoli, Giuliano (The University of Edinburgh, 2010)
    The objective of this article is to distinguish between different types of working poverty, on the basis of the mechanisms that produce it. Whereas the poverty literature identifies a myriad of risk factors and of categories ...
  • Workers’ Involvement at the workplace and Job Quality in Europe 

    González, María C (The University of Edinburgh, 2009)
    The paper focuses on workplace practices aimed at increasing workers’ direct voice, a job quality dimension in the European Employment Strategy for which there are no agreed indicators. It offers an analysis of the theories, ...