The financial literature has revealed that option strategies originate asymmetric return distributions, providing new investment opportunities, particularly in the control and reduction of risk. On the other hand, given the inadequacy of the measures based upon mean and variance, we highlight...

This paper addresses the issue of symmetry in financial returns. The distributions of the major stock daily returns traded in the Portuguese Market and the PSI-20 Index are examined for a period that ranges from two to seven years. Through an exhaustive analysis where parametric and...

The financial literature has revealed that option strategies originate asymmetric return distributions, providing new investment opportunities, especially in the control and reduction of risk. In this way, it is important to evaluate the performance of investment strategies that result from the...

The present work seeks to analyze the herding behavior phenomenon as a destabilizing factor of the capital market, while studying the relation between the herding behavior phenomenon and market profitability and volatility. The results allow us to verify the existence of a significant intensity...

This study explores the main characteristics of the business bankruptcy phenomenon. Some financial ratios are analysed in the context of bankruptcy prediction in Portuguese textile industry, using statistical instruments of multivariate analysis, particularly the discriminant analysis and the...

The present work seeks to analyze the herding behavior phenomenon as a destabilizing factor of the capital market, while studying the relation between the herding behavior phenomenon and market profitability and volatility. The results allow us to verify the existence of a significant intensity...

Purpose: The purpose of this paper is to present a conceptual framework for performance measurement (PM) for the integration of supply chain management (SCM) and quality management (QM). Design/methodology/approach: A systematic literature review on SCM and QM was conducted to develop key...

Purpose: A single supply chain management (SCM) practice will have a certain impact on organizational performance (OP). However, since it is placed in a system that many other practices are conducted simultaneously, the practice itself will interact with other ones (i.e. affect/be affected). As...