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  2. PowerPoint Presentation

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/192901-researchshowcase-presentation-copic.pdf
    9 Jul 2023: 1 No causal linkage, but would exacerbate consequence of threat B if they coincided. ... A couldtrigger B. B couldtrigger AA. B. Finance, Economics & Trade Risks.
  3. PDF - Asset pricing and hedging in financial markets with transaction …

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0506.pdf
    9 Jul 2023: j LH. O. W-4575849D01G758=()A)43/-!0%)47501-9D6C45=20%E!57@! $ dAG i2&_B B C d5$i). I-dAG i2& B C B ... $ dAG i T+/ dl i#B B C T 9 $ dAG i $ dAG% i M d5O-?i.
  4. PowerPoint Presentation

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/160913-slides-aste.pdf
    9 Jul 2023: XA. G(XA X. B) = log |J. B-B. - | -log |JB. ... 2log |J. B-B-| -. 1. 2log | J. B-B--J. B-A-JA-A--1JA-B-. |. I(XA; X. B) =. 1. 2log | J. BB| -. 1.
  5. PDF - Incentive problems in financial conglomerates - working paper

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0705.pdf
    9 Jul 2023: That is:. Assumption 3 b < Π1. 9. 4 Monopolistic lending combined with offering additional. ... products profitable. Specifically, S must exceed S0, where. S0 F I2 Π2 (2Π1 I2 Π2 b)(b (I2 Π2))4α.
  6. PDF - Intraday FX Trading: An Evolutionary Reinforcement Learning…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0203.pdf
    9 Jul 2023: UK Tel.: 44 1223 339652. Email: {mahd2,yr206}@cam.ac.uk! "#$% &!')(,.-/ &01234!5$687$7 9:0 ;. <>=@?BADCDEFCG HJI? KADCLEM<>=ONQPRCD= SUTLVXWZY[?B<V]=@CLAUGAFSU<>=H_VXAaBSb S=@? WZScCDAF=<>=ON CLdedKAaVfCDBg. ... ¥71 ¥"I¤<ü74ý8Ls>AÄù4ú=B¥¿ü7,
  7. PDF - A wavelet optimised method for financial derivatives - working…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0711.pdf
    9 Jul 2023: Working Paper Series 11/2007 A wavelet optimised method for financial derivatives Carton de Wiart, B. ...  HAïcbdb B bfegJ h8ðib ÈÛ>Íãß&ÒÜÆÉÂ@Ç;jÃÅΤÊjÂ@ßÄ¿ÂÊlÓ)ç4kjlQmnSYX Z&jlQpo;mnS. )
  8. PDF - A Framework to Measure Integrated Risk - working paper

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0309.pdf
    9 Jul 2023: state econometric model developed by Wilson (1997a,b) and then implemented by McKinsey. & ... Therefore, the value of the. B. B. 19. contract to the bank is equal to its mark-to-market value.
  9. PDF - Robust newsvendor competition - working paper

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0715.pdf
    9 Jul 2023: Then the unique Nash equilibrium is. Q =.  B (B A)(1. ... Proposition 10 (b), competing newsvendors select stocking quantities that are higher than the.
  10. PDF - Exponential Growth of Fixed-Mix Strategies in Stationary Asset…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0201-1.pdf
    9 Jul 2023: FM;FI%F# £M%FM ;Ç;;F¡-?:H;ÇH¡%B F%HJ ;FIFEF;Ç?;BZF;>JDM¢HFDJ6ÜHFH%;MJ?H? ... F $! F!&)&(&#_b_b_ Ø|ã"d3j eLediMfV_zv>aJevowã"dLv>idgñJv>x(p6_bf é Ajnapö_baux(j=dhvZw t A@j>a"pÕ3Y#_bcZØÙdJj>c>d. yö{yÕy3
  11. PDF - The Development of Organizational Trust in The Chinese Business …

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0034-1.pdf
    9 Jul 2023: Research Papers in Management Studies. The Judge Institute of Management University of Cambridge. Trumpington Street Cambridge CB2 1AG, UK. www.jims.cam.ac.uk. THE DEVELOPMENT OF ORGANIZATIONAL TRUST IN THE CHINESE BUSINESS CONTEXT. J Child and G
  12. WP457

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp457.pdf
    9 Jul 2023: SHORT-TERMISM, IMPATIENT CAPITAL AND FINANCE FOR MANUFACTURING INNOVATION IN THE UK. Centre for Business Research, University Of Cambridge. Working Paper No. 457. By. Alan Hughes Centre for Business Research and UK Innovation Research Centre. Judge
  13. PDF - Extremes in operational risk management - abstract

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0105-1.pdf
    9 Jul 2023: 8 $5 @ % &' 7% A %(4 4 $ ( B&' % ( -C5 D. ... b) Comparing the. empirical quantiles (horizontal axis) with the quantiles expected from a GPD. (
  14. PDF - Economic Capital Gauged - working paper

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0407.pdf
    9 Jul 2023: QIS) of data from 1998 – 2000 (BCBS, 2002a&b) and 1999 – 2001 (BCBS, 2003d); and (2). ... Dexia. - 20. 03. Dexia. - 20. 04. DZ B. ank -. 2004. Wac. hovia. - 20. 02. Wac. hovia. - 20. 03.
  15. PDF - Exploring the strategic potential of pay: are we expecting too…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0902.pdf
    9 Jul 2023: Working Paper Series 2/2009 Exploring the strategic potential of pay: are we expecting too much? Trevor, J. These papers are produced by Judge Business School, University of Cambridge. They are circulated for discussion purposes only. Their contents
  16. PDF - Global Fund Management Using Stochastic Optimization - working…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0312.pdf
    9 Jul 2023: h9O>B0E}B VX"}Aj9"}ABH O}BWB;}AB9U}A O>pn9j9 nK}6>P >0 WlS>0N7h[B>B>O j6 >PB 0I9>kah W>P} e]mlO%2<$9 ... l. S>P}p-.}AOBWj9N WBV 9>B 9t B0,$ ( | }B fZeO 0oT}A>TP}7jEP}A0 7}ABWB E}A0 G A9We Z>0 B>B>>}AOp>9>B
  17. CBR Annual Report 2019

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/03/cbr-annual-report-2020-2021.pdf
    9 Jul 2023: to protect the group now known as ‘limb (b) workers’ or dependent contractors. ... Just over two decades later, the concept of the limb (b) worker was to prove critical to the Supreme Court’s ruling.
  18. Cambridge Centre for Risk StudiesCambridge Risk Framework Human…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/crs-sao-paolo-virus-pandemic.pdf
    9 Jul 2023: 6 3 9 P l ague of E mmaus/ A mw as B ubonic p l ague? ... 5 4 1 - 7 5 0 P l ague of Ju stinian B ubonic p l ague.
  19. WP315

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp315.pdf
    9 Jul 2023: Relevant theory and available empirical evidence on (a) and (b) will be reviewed with emphasis on the experience of the last decade. ... This makes it extremely difficult to attribute (a) and (b) to the stock market.
  20. CBR Annual Report 2001-2 final final

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/03/cbr-annual-report-2002.pdf
    9 Jul 2023: A) Director’s Foreword. 1. B) Aims and Objectives of the CBR’s Research Programme: An Overview. ... 2. B) Aims and Objectives of the CBR’s Research Programme: An Overview About the Centre The CBR was established as an independent research centre
  21. Is the British Economy Supply Constrained_PRINT_FINAL_NIPA_postscript

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/04/cbr-specialreport-britisheconomysupply.pdf
    9 Jul 2023: exercise in Table B shows that the shortfall in productivity measured against  pre‐crisis  trends  is  a  general  phenomenon, seen  across  a  wide  range  of  industrial sectors, including  manufacturing, distribution 
  22. “SECRETS” OF THE WORLD’SLARGEST SEED CAPITAL FUND:How the United ...

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/04/cbr-specialreport-secretsseedcapitalfund.pdf
    9 Jul 2023: “SECRETS” OF THE WORLD’SLARGEST SEED CAPITAL FUND:How the United States Government Uses its. Small Business Innovation Research (SBIR)Programme and Procurement Budgets to. Support Small Technology Firms. By David ConnellCentre for Business
  23. Slide 1

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/150909-slides-ruffini.pdf
    9 Jul 2023: Page 11. B. B. C D. $8. $9. $15. Total Exposures = $38. ... Page 24. B. B. C D. $8. $9. $15. Total Exposures = $38.
  24. ar o

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/03/cbr-annual-report-2004.pdf
    9 Jul 2023: 58. ANNEX B: OUTPUTS.59. ANNEX D: ADVISORY BOARD AND COMMITTEE OF MANAGEMENT. ... b) the analysis of the relationship between corporate governance structures, incentives systems, business performance and the regulatory and legal environment;.
  25. Layout 1

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/04/cbr-specialreport-britisheconomysupplycritique.pdf
    9 Jul 2023: 71 . Appendix B: Mathematical models . 74 . A model of plant births and deaths . 74 A model of labour hoarding . 78 . Appendix C: Characteristics of low and high productivity sectors . 81  ... justify  advocacy  of 
  26. WP 401 paper

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp401.pdf
    9 Jul 2023: FOREIGN CORPORATE OWNERSHIP AND DIVIDENDS. Centre for Business Research, University of Cambridge Working Paper No.401. by. Dominic H. Chai Centre for Business Research. University of Cambridge Judge Business School Building. Cambridge CB2 1AG and.
  27. jntf01_1_prelims

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/journalofnetworktheoryinfinance-v1-no1.pdf
    9 Jul 2023: 5. 4. 8. 10. 9. 7. 3. 1. (a) (b). (a) A tree with two central nodes. ... Thesame is not true today as can be seen in part (b) of Figure 3.
  28. PDF - Optimal trading of an asset driven by a hidden Markov process…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0211.pdf
    9 Jul 2023: to maximise Epeρτg(pτHS ). Let B. be the optimal stopping set; we will show that B = B. ... Proof Suppose ĥ0 = b′ > b and ξ0 = 0, and let T denote the first time ĥ hits b.
  29. PDF - Reformulations and computational results for the uncapacitated…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp1101.pdf
    9 Jul 2023: USAHCoP-r SAQI-W2 SAQI-Cliqβ p LB B&B tall troot LB B&B tall troot NZ LB B&B tall troot NZ. ... constraint. SAQI-W2 SAQI-Minn β p LB B&B tall troot NZ p LB B&B tall troot NZ.
  30. COMPETITION, COMPETITION POLICY, COMPETITIVENESS, GLOBALISATION AND…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp460.pdf
    9 Jul 2023: b. Countries should cooperate in implementing such a ban. Other than this ban on hard-core cartels countries can have any provisions in their competition laws as they like.
  31. WPM$3D53

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp287.pdf
    9 Jul 2023: Figure 1: Illustration of the Efficiency Measurement. X1/q. X2/q. B. B. ... E N. B. JIH. M. A. L. C D. K. CRS: Cons tant Return Of Scale;.
  32. PDF - Hedging European and Barrier Options Using Stochastic…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0314.pdf
    9 Jul 2023: H9! CMC9?B(:#_B NO(<8(<9!;:6aIK9! C!#"$N8(:;:8":N?b8(:9?;:6BNcedf-,/.1032#465]4(:WBE9!HL# CR(<!#"$g":IhN?"$89!A>:(/B >:Nb#8Hi"$N?N! ... 5? ,''%9@ 6 ')fBW@i@W?b? '#@fB? :U@ 6 'bHK%X);?AY['#B;B='#B BE<> <DQZ:) @=?a@ 6?
  33. FDI theory states that the location decisions of Multinational…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp223.pdf
    9 Jul 2023: FIRM-SPECIFIC ATTRIBUTES AND MNE LOCATION CHOICES: FINANCIAL AND PROFESSIONAL SERVICE FDI. TO NEW YORK AND LONDON. ESRC Centre for Business Research, University of Cambridge Working Paper No. 223. By. Lilach Nachum ESRC Centre for Business Research
  34. PDF - Structured Products for Pension Funds - working paper

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0307.pdf
    9 Jul 2023: S L XR b b b bR R R RR. USSt. ... X S R R L Lb b b bX X X X.
  35. wp357

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp357.pdf
    9 Jul 2023: UK CORPORATE GOVERNANCE AND TAKEOVER PERFORMANCE. Centre for Business Research, University of Cambridge. Working Paper No. 357. by. Andy Cosh. Centre for Business Research. University of Cambridge. Judge Business School Building. Trumpington Street.
  36. Mutuality and Corporate Governance: The Evolution of UK Building…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp205.pdf
    9 Jul 2023: MUTUALITY AND CORPORATE GOVERNANCE: THE EVOLUTION OF UK BUILDING SOCIETIES FOLLOWING DEREGULATION J.Cook, S. Deakin and A. Hughes WP 205 June 2001. MUTUALITY AND CORPORATE GOVERNANCE: THE EVOLUTION OF UK BUILDING SOCIETIES FOLLOWING DEREGULATION.
  37. PDF - Pricing Equity Default Swaps Using Structural Credit Models -…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0412.pdf
    9 Jul 2023: rT eA ae a T b b T b T a T b aT T. ... and. 2 2. 2 2 12 ( ) ( ) ( )B b b T b T b a.
  38. PDF - Stochastic Modelling and Optimization using Stochastics -…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0207-1.pdf
    9 Jul 2023: N?»¿MD £ £' a Üb ¿À?ÀÏ¿; a ÏÀ Ïab b¿À?»?À?¿b ¿» b? ¿ ... G?A "/b b <Jb b b)Q GD" QhQh]" M FG e ª FOM@G«Q"ªª1DMFG?
  39. September 2001

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp258.pdf
    9 Jul 2023: 3) Are there significant differences in financing patterns (a) between emerging and mature markets, and, (b) between emerging markets themselves. ... b) Equity financing was also encouraged in a number of countries by tax incentives.
  40. PDF - Does the Firm-Specific Asset Volatility Process Implied by the…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0411.pdf
    9 Jul 2023: rTF. F. e a b b b bC T T. r T. ... T. a b b b be T T. Tµ. φσ σ σ σσ.
  41. OWNERSHIP, INSTITUTIONS AND FIRM VALUE: CROSS-PROVINCIAL EVIDENCE…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp484.pdf
    9 Jul 2023: Panel B: Dummy Variables. N Frequency Percentage 2005 CRS_L 896 28 3.13. ... Lower quantile of FIN_DREG 3107 2.506 1.903 Panel B: Median Comparison.
  42. WP365_deakin singh final

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp365.pdf
    9 Jul 2023: decision in the long term, (b) the interests of the company’s employees, (c) the need to foster the company’s business relationships with suppliers, customers and others, (d) the impact
  43. ISSN 2632-9611 RESURRECTING THE UK CORPORATE SECTOR ACCOUNTS Bill ...

    https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp519.pdf
    9 Jul 2023: b b. n t b n t b n i t b n i t b n i t bb b i p i z i x. ... n t b n t b n t b n t b n t b n t bb B b B.
  44. XL Catlin Cambridge Y1Webinar1

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/181204-cgri-launch-coburn.pdf
    9 Jul 2023: trigger threat B. 3 Moderate potential for threat A. to trigger threat B. ... A could. trigger B. B could. trigger AA. B. Finance, Economics & Trade Risks.
  45. CCBR_3_AndrewCoburn

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/ccbr-3-andrewcoburn.pdf
    9 Jul 2023: 1 No causal linkage, but would. exacerbate consequence of. threat B if they coincided. ... A could. trigger B. B could. trigger AA. B. Climate Change Risk.
  46. PDF - Bayesian analysis and Markov chain Monte Carlo simulation -…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0710.pdf
    9 Jul 2023: proposal density q (see below). b) Compute the acceptance probability. ( ) ( ) ( )( ) ( ): min 1, ,. tt. t t. qα. π q. π ζ ζ, θ θ , ζ = θ θ , ζ. ... as t. 4. ( ) ( )tP B B Πθ. for all suitably (Borel) measurable sets.
  47. PDF - Designing Minimum Guaranteed Return Funds - working paper

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0417.pdf
    9 Jul 2023: BT t t y s t ytT B B. tt t. ... 2. 0. T. T Tt s tt T. Bs t yT y tT B B.
  48. Network analysis using EMIR credit default swap data: Evidence from…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/160914-slides-kenny.pdf
    9 Jul 2023: for $100. => Bank A Group net buyer: $30. => Bank B Group net seller: $30. ... Transitivity (node b) = 1/3 = 33.3%. Transitivity. • One triangle passes through node b (b,c,d).
  49. PDF - Volatility-Induced Financial Growth - working paper

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0410.pdf
    9 Jul 2023: d. %&' & ( )) #!$ ) , - -. - /. 98A099> 4 # 4 B 6$ C. 90A099> 6. , /- " B - % D C. ... 4/$ 6 G, B+ " #H - C. 9=A099> ( 4B , H , &$ 5C.
  50. PDF - Econometric Modelling for Global Asset Liability Management -…

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0313.pdf
    9 Jul 2023: R R R R. S L X- Rb b b b. ... X X X X X. S R R L Lb b b b.
  51. PDF - Global Asset Liability Management - working paper

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0220.pdf
    9 Jul 2023: b) Long investment horizons The typical investment horizon is very long (30 years). ... gdp t t gdp t gdp t. GDP a SBb CPI b S b GDP b.

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