This paper brings new insights on gender interaction in the management of hybrid organizations. Our database comes from Union des Mutuelles du Partenariat pour la Mobilisation de l’Epargne et du Crédit au Sénégal (UM-PAMECAS), a Senegalese network made of 38 financial cooperatives providing...

In this note we propose a general testing procedure for parametric models based on Bartlett Identities. A well-know example is the Information Matrix test, which is based on the Bartlett Identity of order 1. The Identities are shown to induce a sequence of testable restrictions on the data...

The aim of this paper is to analyze the sensitivity of Value at Risk (VaR) with respect to portfolio allocation. We derive analytical expressions for the first and second derivatives of the Value at Risk, and explain how they can be used to simplify statistical inference and to perform a local...