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Background: Starting from the limitations of different single-method approaches to measuring the organizational efficiency, the paper is focused on covering both the financial and non-financial factors of this concept by combining two methods, namely the Balanced Scorecard (BSC) and Data...
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correlation, the multivariate model tends to produce forecasts of tail risk which are lower than the realized tail risk, under the … normality assumption. Chapter 3 finds that a risk factor, constructed from high frequency market price data and representing the …. Small, growth and high beta portfolios are particularly subject to the asymmetry risk. A multi-factor pricing model with the …
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the associated uncertainty is considered as an essential part in data collection, profiling, imputation, analysis and … decision making. Design/methodology/approach - A comparative study is conducted between the available uncertainty models and …
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risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In … interactions in formation and dynamics of crypto-currency investment risk. In particular, we identify certain sub …
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