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A Ponzi scheme exposed to volatile markets
Parodi, Bernhard R. - Volkswirtschaftliche Fakultät, … - 2014
The PGBM model for a couple of counteracting, exponentially growing capital flows is presented: the available capital stock $X(t)$ evolves according to a variant of inhomogeneous geometric Brownian motion (GBM) with time-dependent drift, in particular, to the stochastic differential equation...
Persistent link: https://www.econbiz.de/10011234833
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Transition Probability Matrix Methodology for Incremental Risk Charge
Yavin, Tzahi; Zhang, Hu; Wang, Eugene; Clayton, Michael - Volkswirtschaftliche Fakultät, … - 2011
As part of Basel II's incremental risk charge (IRC) methodology, this paper summarizes our extensive investigations of constructing transition probability matrices (TPMs) for unsecuritized credit products in the trading book. The objective is to create monthly or quarterly TPMs with predefined...
Persistent link: https://www.econbiz.de/10008835350
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Developing Corporate Strategic Framework to Enhance Sustainability through CSR
Sapovadia, Vrajlal - Volkswirtschaftliche Fakultät, … - 2015
CSR activities as applicable under the new company law in India may be used as sustainability strategy by the business … critical stakeholders. This strategic framework propose sustainability model over triple bottom line by addressing holistic …
Persistent link: https://www.econbiz.de/10011251889
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Open innovation for sustainability: Lessons from the GreenXchange experience
Ghafele, Roya; D. O’Brien, Robert - Volkswirtschaftliche Fakultät, … - 2012
explores in what ways the GX exemplifies both the usefulness and limitations of open innovation for sustainability and … property and sustainability. It concludes by proposing ways that can help such initiatives be made to function better. …
Persistent link: https://www.econbiz.de/10011258776
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An assessment of debt sustainability in scenario of Pakistan’s debt burden
Ejaz, Khurram; Javid, Attiya Yasmin - Volkswirtschaftliche Fakultät, … - 2011
The objective of the study is to assess and analyze sustainability of overall public debt and sustainability of … sustainability through interest rate and growth rate differential and level of primary budget balance while external debt … sustainability is assessed through interest rate on debt and growth rate of exports differential and current account balance. The …
Persistent link: https://www.econbiz.de/10011259292
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Sustainable Heterogeneity as the Unique Socially Optimal Allocation for Almost All Social Welfare Functions
Harashima, Taiji - Volkswirtschaftliche Fakultät, … - 2012
The socially optimal allocation has been regarded to be unspecifiable because of utility’s interpersonal incomparability, Arrow’s general possibility theorem, and other factors. This paper examines this problem by focusing not on the social welfare function but instead on the utility...
Persistent link: https://www.econbiz.de/10011259529
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Sustainable Heterogeneity in Exogenous Growth Models: The Socially Optimal Distribution by Government’s Intervention
Harashima, Taiji - Volkswirtschaftliche Fakultät, … - 2013
This paper examines the socially optimal allocation by focusing not on the social welfare function but instead on the utility possibility frontier in exogenous growth models with a heterogeneous population. A unique balanced growth path was found on which all of the optimality conditions of all...
Persistent link: https://www.econbiz.de/10011259748
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La demografia dell’Italia e delle Regioni italiane. Uno sguardo alle proiezioni a medio-lungo termine
SALERNO, Nicola Carmine - Volkswirtschaftliche Fakultät, … - 2013
basis for a more general analysis that will be dedicated to the functioning and sustainability of pay-as-you-go to finance …
Persistent link: https://www.econbiz.de/10011259816
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Microfinance efficiency in the West African Economic and Monetary Union: have reforms promoted sustainability or outreach?
KABLAN, Sandrine - Volkswirtschaftliche Fakultät, … - 2012
(where MFIs reach the population that the banks cannot), we ask whether these reforms have promoted sustainability or … financial efficiency on the other hand. Our results show that sustainability prevails. Indeed, we observe an increase in …
Persistent link: https://www.econbiz.de/10011260252
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Effects of corporate social responsibility and irresponsibility policies
Armstrong, J. Scott; Green, Kesten C. - Volkswirtschaftliche Fakultät, … - 2012
This article reviews experimental evidence on the effects of policies intended to promote behavior by firms that is more socially responsible and less socially irresponsible. Corporate social responsibility (CSR) can provide firms with opportunities for profit, but changes are likely to increase...
Persistent link: https://www.econbiz.de/10011260275