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Working papers from 2002

No. Title and author(s)
21/2002 Beyond the state sector: a study of HRM in Southern China (pdf, 114KB)
Daniel Z. Ding, Lan Ge and Malcolm Warner
20/2002 Global asset liability management (pdf, 1.3MB)
M.A.H. Dempster, M. Germano, Elena A. Medova and Michael Villaverde
19/2002 An empirical application of probabilistic CBA: three case studies on dams in Malaysia, Nepal and Turkey (pdf, 138KB)
Risako Morimoto and Chris Hope
18/2002 Pricing Internet service (pdf, 453KB)
Richard Steinberg
17/2002 Online pricing and the Euro changeover: cross-country comparisons (pdf, 455KB)
Michael R. Baye, Rupert Gatti, Paul Kattuman and John Morgan
16/2002 How close to the trapdoor? Measuring the vulnerability of managers in the English Premiership (pdf, 100KB)
Chris Hope
15/2002 Profiling corporate imagery: a sustainability perspective (pdf, 221KB)
Arlo K.O. Brady
14/2002 Pilot indices of genuine savings for the UK and Taiwan, from 1970 to 1998 (pdf, 244KB)
G.T.R. Lin and Chris Hope
13/2002 Asset allocation using quasi Monte Carlo methods (pdf, 299KB)
Phelim Boyle and Juyaichi Imai
12/2002 Markov properties of stationary Gaussian term structure models (pdf, 251KB)
G.W.P. Thompson
11/2002 Optimal trading of an asset driven by a hidden Markov process in the presence of fixed transaction costs (pdf, 217KB)
G.W.P. Thompson
10/2002 Bounds on the value of barrier options with curved boundaries (pdf, 188KB)
G.W.P. Thompson
09/2002 Fast narrow bounds on the value of Asian options (pdf, 167KB)
G.W.P. Thompson
08/2002 Price protection strategies for an oil company
Elena A. Medova and Anna Sembos
07/2002 Stochastic modelling and optimization using STOCHASTICSTM (pdf, 426KB)
M.A.H. Dempster, James E. Scott and G.W.P. Thompson
06/2002 Combinatorial structures in nonlinear programming (pdf, 286KB)
Stefan Scholtes
05/2002 Repairing managerial knowledge-ability over distance (pdf, 123KB)
Keith Goodall and John Roberts
04/2002 When should you sack the manager? Results from a simple model applied to the English Premiership (pdf, 203KB)
Chris Hope
03/2002 Intraday FX trading: an evolutionary reinforcement learning approach (pdf, 447KB)
M.A.H. Dempster and Y.S. Romahi
02/2002 Employees' awareness of employer's flexible working arrangements (pdf, 174KB)
Shirley Dex, Andrew McCulloch and Colin Smith
01/2002 Exponential growth of fixed-mix strategies in stationary asset markets (pdf, 422KB)
M.A.H. Dempster, I.V. Evstigneev and K.R. Schenk-Hoppé