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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

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

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

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

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 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/10008833316

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

Knowledge Coherence, Variety and economic Growth: Manufacturing Evidence from Italian Regions

Quatraro, Francesco - HAL - 2010

effects on economic growth at the regional level. Empirical estimations corroborate the hypothesis that knowledge coherence … innovation strategies should be carefully coordinated so as to reach a higher degree of internal coherence and trigger economic …

Persistent link: https://www.econbiz.de/10010569153

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

Ex Post and Ex Ante Coordination: Principles of Coherence in Organizations and Markets

Cayla, David - HAL - 2006

Persistent link: https://www.econbiz.de/10010750382

Knowledge Structure and Regional Economic Growth: The French case

Quatraro, Francesco - HAL - 2011

architecture of knowledge structure Findings: Empirical estimations corroborate the hypothesis that knowledge coherence and variety …

Persistent link: https://www.econbiz.de/10010898708