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From a theoretical perspective, cash balances are thought to play a role in common value auctions because of limited liability. However, they have also been found to be important in common value aucti...
Retail finance organizations use data on past behaviour to make predictions for customer value management strategies. Random-effects models, where each individual has a behavioural pattern drawn from ...
The Financial Accounting Standards Board (FASB) and International Accounting Standards Board (IASB), in their joint Financial Statement Presentation project, are reconsidering the basic format of fina...
The article presents a discussion of issues raised in the article "The effect of financial statement information proximity and feedback on cash flow forecasts" by Frank D. Hodge, Patrick E. Hopkins, a...
A Top-down Model for Cash CLO     A Top-down Model  Cash CLO       2010/10/19
We propose a top-down model for cash CLO. This model can consistently price cash CLO tranches both within the same deal and across different deals. Meaningful risk measures for cash CLO tranches can a...
A Top-down Model for Cash CLO     top-down model  cash CLO       2010/4/28
We propose a top-down model for cash CLO. This model can consistently price cash CLO tranches both within the same deal and across different deals. Meaningful risk measures for cash CLO tranches can a...

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