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pro vyhledávání: '"Ferstl, Robert"'
Autor:
Sigmund, Michael, Ferstl, Robert ⁎
Publikováno v:
In Quarterly Review of Economics and Finance May 2021 80:693-720
Publikováno v:
Monetary Policy & the Economy: Quarterly Review of Economic Policy; 2023 4th Quarter, p41-59, 19p
Publikováno v:
Monetary Policy & the Economy: Quarterly Review of Economic Policy; 2022 4th Quarter, p43-54, 12p
Autor:
Ferstl, Robert
This article summarizes the ideas behind a few programs we developed for spatial data analysis in EViews and MATLAB. They allow the user to check for spatial autocorrelation using Moran's I and provide a spatial filtering procedure based on the Gi st
Externí odkaz:
http://epub.wu.ac.at/5318/1/317%2D1055%2D1%2DSM.pdf
This note analyzes a simple Cournot model where firms choose outputs and capacities facing varying demand and price-cap regulation. We find that binding price caps set above long-run marginal cost increase (rather than decrease) aggregate capacity in
Externí odkaz:
http://epub.wu.ac.at/1766/1/document.pdf
Autor:
Ferstl, Robert, Weissensteiner, Alex
Publikováno v:
Quantitative Finance, 10, 2, 209-219
We consider a cash management problem where a company with a given financial endowment and given future cash flows minimizes the Conditional Value at Risk of final wealth using a lower bound for the expected terminal wealth. We formulate the optimiza
Externí odkaz:
http://www.ssoar.info/ssoar/handle/document/22146
Autor:
Ferstl, Robert, Weissensteiner, Alex
Publikováno v:
Journal of Asset Management. Jun-Aug2010, Vol. 11 Issue 2/3, p94-112. 19p.
Autor:
Ferstl, Robert1 rferstl@gmx.net, Utz, Sebastian2 sebastian.utz@ur.de, Wimmer, Maximilian2 maximilian.wimmer@ur.de
Publikováno v:
Business Research. 2012, Vol. 5 Issue 1, p25-41. 17p.
Autor:
Ferstl, Robert1 robert.ferstl@oenb.at, Seres, David1 david.seres@oenb.at
Publikováno v:
Financial Stability Report (Oesterreichische Nationalbank). Dec2012, Issue 24, p79-95. 17p. 8 Charts, 12 Graphs.
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