Operations Management (OM) has evolved to its current status due to the contributions of researchers in many fields including economics, finance, behavioral sciences, operations research/management science, mathematics, statistics, and computer science. Many of these contributors are Nobel...

In the first study of the investment teams' activities centered around the preparation of the board package, a formal survey was conducted. Based on the response of $1 Trillion dollars of assets, on average, the respondents indicated a very difficult process taking 10 man-days each quarter,...

This paper examines the relationships between market risk premiums, time-varying variance and covariance in forty-eight emerging, and seven developed capital markets. We allow each market's risk premium generating process to be state-dependent by accounting for negative and positive market price...

This paper examines the relationships between market risk premiums, time-varying variance and covariance in forty-eight emerging, and seven developed capital markets. We allow each market’s risk premium generating process to be state-dependent by accounting for negative and positive market...