This paper presents a variance decomposition method - factor analysis with Procrustes rotation - that is capable of separating the global, regional and idiosyncratic components of various financial market indicators. The method is applied to indicators of five key financial markets: sovereign...

High dimensional composite index makes experts' preferences in setting weights a hard task. In the literature, one of the approaches to derive weights from a data set is Principal Component or Factor Analysis that, although conceptually different, they are similar in results when FA is based on...

Specialists in the field of business administration have tried over time to identify those elements or combination of elements which lead to a higher performance and excellence of companies. One of these models was created and it is applied by the European Foundation of Quality Management. This...