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Billio, Monica; Calès, Ludovic; Guegan, Dominique - HAL - 2011

This paper presents a theorical framework to model the evolution of a portfolio whose weights vary over time. Such a portfolio is called a dynamic portfolio. In a first step, considering a given investment policy, we define the set of the investable portfolios. Then, considering portfolio...

Persistent link: https://www.econbiz.de/10010635094

Portfolio Symmetry and Momentum

Billio, Monica; Calès, Ludovic; Guegan, Dominique - HAL - 2009

Persistent link: https://www.econbiz.de/10010738666

Systemic risk in energy derivative markets: a graph theory analysis

Lautier, Delphine; Raynaud, Franck - HAL - 2012

This article uses graph theory to provide novel evidence regarding market integration, a favorable condition for systemic risk to appear in. Relying on daily futures returns covering a 12-year period, we examine cross- and inter-market linkages, both within the commodity complex and between...

Persistent link: https://www.econbiz.de/10010820627

An Interdisciplinary Approach to Coalition Formation

Berghammer, Rudolf; Rusinowska, Agnieszka; Swart, Harrie De - HAL - 2009

A stable government is by deﬁnition not dominated by any other government. However, it may happen that all governments are dominated. In graph-theoretic terms this means that the dominance graph does not possess a source. In this paper we are able to deal with this case by a clever combination...

Persistent link: https://www.econbiz.de/10008789071

Network Design under Local Complementarities

Belhaj, Mohamed; Bervoets, Sebastian; Deroïan, Frédéric - HAL - 2013

We consider agents playing a linear network game with strategic complementarities. We analyse the problem of a policy … maker who can change the structure of the network in order to increase the aggregate efforts of the individuals and/or the … sum of their utilities, given that the number of links of the network has to remain fixed. We identify some link …

Persistent link: https://www.econbiz.de/10010933841

Internationalization of the SME: Towards an integrative approach of resources and competences

Lin, Simin - HAL - 2010

' internationalization are proposed in the literature: the stage approach, the network approach and the international entrepreneurship …

Persistent link: https://www.econbiz.de/10010548001

Industrial Clusters and the Knowledge Based Economy : from open to distributed structures ?

Rychen, Frédéric; Zimmermann, Jean-Benoît - HAL - 2007

industrial actors take into account the question of the local-global articulation for the strategic building of their own ego-network …

Persistent link: https://www.econbiz.de/10010899898

European Union energy security: the challenges of liberalisation in a risk-prone international environment Society

Clastres, Cédric; Locatelli, Catherine - HAL - 2012

The liberalisation and integration of European energy markets in a single one are going on. However, the energy environment of the European Union as well as its own internal situation have undergone profound changes. Thus, energy security issue of member states is discussed. This security...

Persistent link: https://www.econbiz.de/10011025602

Influence and Social Tragedy in Networks

Rébillé, Yann; Richefort, Lionel - HAL - 2014

We model agents in a network game of strategic complements and negative externalities. Sufficient conditions for the … players with more vulnerable locations in the network exert more effort at equilibrium, and that the most influential players …

Persistent link: https://www.econbiz.de/10010821156

Toward managing threats to SME growth via networks: an empirical study based on network and resource based view

Postariu, A. E.; Parmentier, A. - HAL - 2009

see how different dedicated network configurations affect firm performance, taking into account both the performance …

Persistent link: https://www.econbiz.de/10008788902