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What Is the Best Risk Measure in Practice? A Comparison of Standard Measures
Emmer, Suzanne; Kratz, Marie; Tasche, Dirk - HAL - 2013
desirable properties of risk measures like coherence, comonotonic additivity, robustness and elicitability. We check VaR, ES and …
Persistent link: https://www.econbiz.de/10010821003
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L'approche DARE pour une mesure de risque diversifiée
Hamidi, Benjamin; Kouontchou, Patrick; Maillet, Bertrand - HAL - 2010
Nous proposons dans cet article, à partir des approches de Taylor (2008) et de Gouriéroux et Jasiak (2008), d'agréger différents modèles de quantiles et d'expectiles afin d'obtenir une méthode plus robuste de calcul de la valeur-en-risque et de la perte conditionnelle maximale en...
Persistent link: https://www.econbiz.de/10010603670
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A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies
Hamidi, Benjamin; Maillet, Bertrand; Prigent, Jean-Luc - HAL - 2014
the class of Dynamic AutoRegressive Expectile (DARE) models for estimating the conditional multiple. This latter approach …
Persistent link: https://www.econbiz.de/10010899414
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The knowledge-base evolution in biotechnology: a social network analysis
Krafft, Jackie; Quatraro, Francesco; Saviotti, Pier-Paolo - HAL - 2011
This paper applies the methodological tools typical of social network analysis (SNA) within an evolutionary framework, to investigate the knowledge-base (KB) dynamics of the biotechnology sector. Knowledge is here considered a collective good represented as a co-relational and a...
Persistent link: https://www.econbiz.de/10010933135
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Co-evolutionary Patterns in Regional Knowledge Bases and Economic Structure: Evidence from European Regions
Quatraro, Francesco - HAL - 2014
coherence, variety and cognitive distance. The latter is made operational in a synthetic way by implementing shift … workforce across sectors whereas within-sector productivity is associated with high levels of both coherence and cognitive …
Persistent link: https://www.econbiz.de/10010933790
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The dynamics of knowledge-intensive sectors' knowledge base: Evidence from Biotechnology and Telecommunications
Krafft, Jackie; Quatraro, Francesco; Saviotti, Pier-Paolo - HAL - 2014
In this paper, we present a methodology to represent and measure knowledge which takes into account knowledge heterogeneity and its sectoral level theoretical and empirical implications in knowledge intensive environments. We draw on work on recombinant knowledge, extending the approach to...
Persistent link: https://www.econbiz.de/10010933798
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Ex Post and Ex Ante Coordination: Principles of Coherence in Organizations and Markets
Cayla, David - HAL - 2006
coherence, which is frequently invoked by economists in order to apprehend the firm specificities (Holmstrom 1999), may help to … attributes of coherence in ex post coordinating devices are fundamentally different from the ones that can be found in ex ante …
Persistent link: https://www.econbiz.de/10010750382
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The economic analysis of social norms: A reappraisal of Hayek's legacy
Festré, Agnès; Garrouste, Pierre - HAL - 2009
This paper is organized as follows : First we show that the reference to the notion of group selection is coherent with the other parts of Hayek's thought. Second we develop the idea that recent works in terms of the emergence and evolution of social norms corroborate in part Hayek's theses in...
Persistent link: https://www.econbiz.de/10010738529
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The Role of Rhetoric in the Creation of Strategic Coherence
Chanal, Valérie; Tannery, Franck - HAL - 2009
the multiplication multiplicity of announcements may cause prejudice to the can damage overall strategic coherence. This … problem of ensuring the coherence of thein strategic discourse exists both inside the organization (Mantere and Sillince, 2007 … the coherence in strategic discourses is created through the practice of rhetoric. Specifically, we identify the concrete …
Persistent link: https://www.econbiz.de/10008789575
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Ex Post and Ex Ante Coordination: Principles of Coherence in Organizations and Markets
Cayla, David - HAL - 2006
coherence, which is frequently invoked by economists in order to apprehend the firm specificities (Holmstrom 1999), may help to … attributes of coherence in ex post coordinating devices are fundamentally different from the ones that can be found in ex ante …
Persistent link: https://www.econbiz.de/10008795152