offer a generalized theory. Suggests that this can best be effected at the level of middle range theory based on analysis of … theory, that supplies four distinct, exclusive and archetypal workplace structures. Each is associated with a distinct … the four archetypes. Their incumbent attitudes to risk are delineated, as are their typical patterns of industrial …

, also called a capacity. In the present paper, we pursue that work by studying the set of monetary risk measures (defined on …, we characterize that class of risk measures in terms of Choquet integrals with respect to a distorted capacity whose … of the Tail Value at Risk is provided as an example. It is also shown that some well-known results about Choquet …

the inconsistency between normative capital investment theory and actual practice. Findings Decision makers’ cognitive …

). The characteristic sorted portfolios are then regressed on risk factors using one factor (capital asset pricing model … Jain (2011), the authors observe that weak reversals emerge for the sample stocks. The risk model CAPM fails to account for …

emerging markets. Portfolios are formed on the basis of past information on prices and/or volumes. Unrestricted and risk … adjusted returns for sample portfolios are analyzed. The risk models employed in study are Capital Asset Pricing Model (CAPM … information. The sources of price and volume momentum seem to be partly risk based and partly behavioral. Originality/value – The …

either naïvely optimistic or rational. Design/methodology/approach – The paper uses applied game theory to derive the optimal …

area of study. Most of the papers can be classified as empirical or theory. The number of papers in the review class should …