In this article we propose a new methodology for computing the aggregate productivity of an industry, its variations and decompositions of the latter into changes of individual productivities (within effect) and changes in industry composition (between effect). Current aggregate measures rely on...

We propose an aggregate growth index that explicitly accounts for non-normality in the micro-economic distribution of firm growth rates and for the presence of a negative scaling relation between their volatility and the size of the firm. Using Compustat data on US publicly traded company, we...

In this article we propose a new methodology for computing the aggregate productivity of an industry, its variations and decompositions of the latter into changes of individual productivities (within effect) and changes in industry composition (between effect). Current aggregate measures rely on...

A toric arrangement is a finite set of hypersurfaces in a complex torus, every hypersurface being the kernel of a character. In the present paper we prove that if TfW is the toric arrangement defined by the cocharacters lattice of a Weyl group fW, then the integer cohomology of its complement is...

Here the reader can find some basic definitions and notations in order to better understand the model for social choise described by L. Marengo and S. Settepanella in their paper: Social choice among complex objects. The interested reader can refer to [Bou68], [Massey] and [OT92] to go into more...

We propose an aggregate growth index that explicitly accounts for non-normality in the micro-economic distribution of firm growth rates and for the presence of a negative scaling relation between their volatility and the size of the firm. Using Compustat data on US publicly traded company, we...

University of Minnesota Ph.D. dissertation. August 2010. Major: Industrial and Systems Engineering. Advisor: William L. Cooper. 1 computer file (PDF); x, 117 pages.

In the 1990s, China started a process of structural reforms and of trade liberalization, which was followed by the accession to the World Trade Organization (WTO) in 2001. In this paper, we analyze trade patterns of Chinese firms for the period 2000-2006, characterized by a notable increase in...

Credit value adjustment (CVA) is an adjustment added to the fair value of an over-the-counter trade due to the counterparty risk. When the exposure to the counterparty changes in the same direction as the counterparty default risk the so-called wrong-way-risk (WWR) must be taken into account....

Credit value adjustment (CVA) is an adjustment added to the fair value of an over-the-counter trade due to the risk of counterparty defaults. When the exposure to the counterparty and the counterparty default risk tend to change in the same direction, the so-called wrong-way risk (WWR) must be...