While productivity applications such as word processors and spreadsheets are of this form, real-time graphical applications such as flight simulators and games are not, since the application proceeds even while the user is idle. This paper proposes a design recovery method for real-time graphical applications that uses video to link...
IPO Initial Public Offering underwriter-brokers dominate aftermarket trading but often follow rather than lead in price discovery. This suggests that the underwriter shares a certification, external monitoring, and signaling role with aftermarket brokers, venture capitalists, and founder-owners retaining equity. This paper investigates the cross-sectional determinants of the role of the...
Managing risks in construction projects has been recognised as a very important management process in order to achieve the project objectives in terms of time, cost, quality, safety and environmental sustainability. However, until now most research has focused on some aspects of construction risk management rather than using a systematic...
IPO Initial Public Offering underwriters dominate aftermarket trading but often follow rather than lead in price discovery. This suggests that the underwriter shares a certification, external monitoring and signaling role with aftermarket brokers, venture capitalists and founder-owners retaining equity. This paper investigates the cross-sectional determinants of the role of the...
Infrastructure suppliers and operators, either government utilities or private enterprise, need to be involved in strategic freight processes at the urban scale. This is to ensure that infrastructure investment remains effective in facilitating whole network access and minimizing impacts in often congested and competitive networks. Infrastructure suppliers and operators need...
This paper investigates the key drivers and key inhibitors from an Information System IS Security and Business Continuity Management BCM perspective. The research was conducted using a forum with personnel from nine government agencies with follow-up interviews with personnel from a further few agencies. The paper identifies key issues across...
Theory and frameworks that apply to ebusiness projects undertaken within a single authority are inadequate when organizations need to collaborate. Collaboration demands additional management effort. Project management needs to coordinate the three levels of participating organizations, virtual teams and representatives. Three project lifecycle management functions, which relate to collaboration formation,...
From analysis of over 39 categories Laurent, Kapferer and Roussel (1995) found that top of mind, spontaneous and aided brand awareness measures have the same underlying structure. The difference in scores appears due to the difficulty of the measure. This paper describes how successfully it replicated this work and extended...
This paper introduces the concept of style drift to private equity investment. This paper presents theory and evidence pertaining to style drifts in terms of a fund's stated focus on particular stages of entrepreneurial development. This paper presents a model that derives conditions under which style drifts are less likely...
This paper describes a method for estimating insurance claims or risk premiums allowing for spatial dependence as well as explanatory factors. The concepts are related to those used for graduation of mortality tables using cubic splines but extended to spatial dependence as found in many insurance products. Firstly techniques for...
In practical situations, the number of claims to an insurance portfolio is observed but not the claim intensity. It is therefore of interest to try to solve the filtering problem, that is to obtain the best estimate of the claim intensity on the basis of reported claims. This paper states...
Evaluating publicly listed companies using a human capital lens is becoming increasingly important to the work of fund managers, securities analysts and the financial services industry at large. This paper applies the lens of Human Capital Analysis using publicly available data to an Australian Stock Exchange listed company in order...
Applying piecewise deterministic Markov processes theory, the probability generating function of the Cox process, incorporating with shot noise process as the claim intensity, is obtained. The paper also derives the Laplace transform of the distribution of the shot noise process at claim jump times, using stationary assumption of the shot...
This paper reports the results of an empirical examination of the effectiveness of two knowledge management strategies codification and personalisation in improving decision making performance in a simulated forecasting task. Codification was manipulated with and without a procedural knowledge map, and personalisation in terms of an interactive and non-interactive decision...
A model for pricing risks in incomplete markets using prices for traded assets and allowing for heavy tailed risks is developed. The approach used is based on an approximation that collapses to the CAPM for multi normal portfolios. The pricing result is derived as an approximation using elliptical distributions and...
This paper examines the tail conditional variance of a risk X defined to be the variability of the risk along its right tail and tail covariance of two risks X1 and X2 defined to explain the linear dependency of the risks along their right tails, and study their potential use...
This paper studies the issues in determining regulatory capital requirements using advanced modeling by assessing and comparing capital requirements under the two alternative approaches. A Dynamic Financial Analysis DFA model is used for this paper. These issues are of current international interest as regulators, insurers and actuaries face the significant...
This paper considers the links between solvency, capital allocation and fair rate of return in insurance. A method to allocate capital in insurance to lines of business is developed based on an economic definition of solvency and the market value of the insurer balance sheet. Solvency, and its financial impact,...
This white paper article discusses some of the possible limitations with emissions trading, and the potential for appropriate scheme design choices and complementary policy measures to compensate for these. It reveals the key design questions for emissions trading schemes include coverage and permit allocation. In particular, the challenges faced by...
We propose that requirements for strategic-level IT systems for e-business can be linked to business strategy via techniques in goal modeling. We further propose that there exist repeating patterns of best practice in business strategy, which are based on recurring business models. These patterns have both direct and indirect implications...
