搜索结果: 106-120 共查到“市场学 market”相关记录137条 . 查询时间(0.109 秒)
The role of market research during product development
R&D Marketing Product Development Market Research Statistics techniques
2009/12/1
Market oriented product development, essential for enterprises which want to a differentiated performance, requires the continued improvement of the processes associated to the understanding of the ma...
Analysis of Culture and Buyer Behavior in Chinese Market
Culture Buyers’ behavior Chinese market
2009/12/1
Culture is the most basic cause of a person’s wants and behavior. Country, like China, who has such a long history, has rich culture background. So it is very critical for international cooperates who...
Statistical Regularities of Equity Market Activity
Statistical Regularities Equity Market Activity
2010/11/3
Equity activity is an essential topic for financial market studies. To explore its statistical reg-ularities, we comprehensively examine the trading value, a measure of the equity activity, of the 331...
Multifractal analysis and instability index of prior-to-crash market situations
Multifractal analysis instability index prior-to-crash market situations
2010/11/2
We take prior-to-crash market prices (NASDAQ, Dow Jones Indus-trial Average) as a signal, a function of time, we project these discrete values onto a vertical axis, thus obtaining a Cantordust. We stu...
Market Reaction to Loan Announcements under the Risk of Expropriation
Market Reaction Loan Announcements
2014/11/28
When ownership is concentrated, the key agency problem is the expropriation of minority shareholders by controlling shareholders since CS may pursue their private benefits at the cost of MS (La Porta ...
We propose to study market efficiency from a computational viewpoint. Borrowing from
theoretical computer science, we define a market to be efficient with respect to resources S
(e.g., time, memory)...
Optimal Execution Problem with Market Impact
Optimal execution market impact liquidity problems HJB viscosity solutions
2010/11/1
We study the optimal execution problem in the market model in consideration of market impact. First we study the discrete-time model and describe the value function with respect to the trader’s optimi...
Inventory Effects of Two Risk-Averse Market Makers
market microstructure inventory risk-averse market maker coalition
2009/5/7
The inventory positions of two risk-averse market makers are introduced into a Kyle (1985) type batch trading model and the effects analyzed. An equilibrium is defined including participation constra...
Benchmarking and Fair Pricing Applied to Two Market Models
growth optimal portfolio benchmark approach fair pricing Merton jump-diffusion model
2009/5/7
This paper considers a market containing both continuous and discrete noise. Modest assumptions ensure the existence of a growth optimal portfolio. Non-negative self-financing trading strategies, when...
Real Options in an Oligopoly Market
investment decision strategic substitution NPV criterion sequential investment
2009/5/7
This paper considers strategic entry decisions in an oligopoly market when the underlying state variable follows a geometric Brownian motion. It is shown that, even in the oligopoly case, three types...
China’s Quest for Alternative to Neo-liberalism: Market Reform, Economic Growth, and Labor
China market reform economic growth labor
2009/5/7
Since the turn of the century, China’s state and society have focused their efforts on “constructing a harmonious society”. Viewed from the perspective of globalization, these efforts represent a ques...
Robust utility maximization for diffusion market model with misspecified coefficients
The maximin problem saddle point Hamilton-Jacobi-Bellman-Isaacs (HJBI) equation robust utility maximization
2010/11/2
The paper studies the robust maximization of utility of terminal wealth in the diffusion financial market model. The underlying model consists with risky tradable asset, whose price is described by di...
Optimal partial hedging in a discrete-time market as a knapsack problem
Optimal partial discrete-time market knapsack problem
2010/11/2
Optimal partial hedging in a discrete-time market as a knapsack problem.
Quantitative law describing market dynamics before and after interest-rate change
Quantitative law interest-rate change
2010/10/29
We study the behavior of U.S. markets both before and after U.S. Federal OpenMarket Committee
(FOMC) meetings, and show that the announcement of a U.S. Federal Reserve rate change causes
a financial...
Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model of an asset market
Stability analysis with applications stochastic model of an asset market
2010/11/2
We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess de...