Portfolio optimization results are strongly dependent on the model parameters. To circumvent this shortcoming, this paper proposes a new modeling approach to address data uncertainty. The model offers full control over the degree of conservatism and underlines its interaction with robustness for...

The widespread use of loyalty programs in the tourism sector raises questions about their differentiating capacity and more globally on the real advantages they offer firms. We propose, in the hotel sector, a conceptual model on the determinants of loyalty to a hotel or a hotel chain. The...

Notre article s’intéresse au concept d’entrepreneuriat et à la création d’entreprise en Algérie. Partant d’un constat de prise de conscience collective autour de ces concepts, notre étude questionne la réalité du terrain concernant d’une part, les initiatives mises en place par...

An exchange economy in which agents have convex incomplete preferences defined by families of concave utility functions is consid- ered. Sufficient conditions for the set of efficient allocations and equi- libria to coincide with the set of efficient allocations and equilibria that result when...

The public debt crisis threatening the survival of the euro area. This crisis could appear as a byproduct of the global financial crisis. In fact, it refers to structural problems specific to Europe and the question of optimal currency area which has been in place since 1999. The sovereign debt...

This paper introduces a kernel-based nonparametric inferential proce-

This paper examines the co-movements dynamics between OCDE countries with the US and Europe. The core focus is to suggest advantageous techniques allowing the investigation with respect to time and frequency, namely evolutionary co-spectral analysis and wavelet analysis. Our study puts in...

Mastering the underlying characteristics of carbon price changes can help governments formulate correct policies to keep efficient operation of carbon markets, and investors take effective measures to evade their investment risks. Empirical mode decomposition (EMD), a self-adaption data analysis...

In recent years, natural disasters from Hurricane Katrina to the Fukushima earthquake have grabbed the attention of the public, policymakers and academics. In this paper we contribute to this relatively new literature and examine the impact of the 1995 Kobe earthquake on the survival of...

This paper is dealing with major issues on a competitive intelligence system. Our research is based on an inductive approach as we study the case of the competitive intelligence system of a big technological firm. Results identify three categories of factors that are widely discussed. Managerial...