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momentum prediction has been proved, the predictors can be applied to momentum risk management. I introduce two new momentum … been used before. I then introduce a new method of momentum risk management that has a lower transaction cost than existing …
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local markets and societies, this book examines leadership styles for conflict management, as well as strategies adopted by … knowledge development, and environmental management in the supply chain … Capital to the Construction of Organizational Capability -- Environmental Management Practices and Performance of …
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and inspiration. As a response, a new way of organizing self-management has emerged. The book combines practical wisdom … from East and West, to develop integrative self-management theory and practice; provides direction to support an … Potentials -- The Use of Mindfulness in a Traumatic VUCA World -- Integrative-ness: Spirituality in Management Education for …
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management systems, little attention has yet been paid to shifting management modes to accommodate the dynamics of the external … the degree of managerial control explain variations in the management mode used in firms. Unlike other studies which … mainly focus on either the dynamics of the external environment or management control, we have developed a theoretical model …
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Realized volatility is a nonparametric ex-post estimate of the return variation. The most obvious realized volatility measure is the sum of finely-sampled squared return realizations over a fixed time interval. In a frictionless market, the estimate achieves consistency for the underlying...
Persistent link: https://www.econbiz.de/10010292169
The 1987 market crash was associated with a dramatic and permanent steepening of the implied volatility curve for equity index options, despite minimal changes in aggregate consumption. We explain these events within a general equilibrium framework in which expected endowment growth and economic...
Persistent link: https://www.econbiz.de/10010292171