La régression logistique PLS est une méthode reliant une variable dépendante qualitative à un ensemble de variables explicatives quantitatives ou qualitatives. En présence de corrélation la régression logistique PLS apporte une alternative intéressante à la régression logistique...

Cet article cherche à identifier les principales difficultés liées au management des informations de veille stratégique. Il s’appuie sur une approche inductive à travers l’étude approfondie d’un cas unique (le système de veille d’une grande entreprise du secteur industriel). Les...

The concept of the circular economy is still poorly communicated and understood. A comparative analysis of the conditions in France and in China in which the concept has been communicated explains the diverse semantic, technical, psychological and behavio

This paper shows the usefulness and relevance of the multivariate fractional cointegration in exploring the dynamic

The aim of this paper is to study the degree of interdependence between oil price and stock market index into two groups of countries: oil-importer countries and exporter ones. To this end, we propose a new empirical methodology allowing a time-varying dynamic correlation measure between the...

In this paper, we analyse whether a monetary policy based on three main variables (inflation, money supply, and output gap) has a nonlinear impact on real estate investment trust (REIT) markets. In addition, we extend our analysis to examine whether these monetary policy components impact the...

We consider a model with an finite number of states of nature where short sells are allowed.

We consider the problem of accurate market risk modeling for agricultural commodity products over heterogeneous investment horizons using copulas and wavelet methods. Our results indicate that the degree and structure of the dependence of daily commodity returns on the three market risk factors...

We analyze the performance characteristics of sustainable investments over the period 2004-2013. Our un- conditional analysis shows that the sustainable portfolios, represented by the Dow Jones Sustainability Indi- ces (DJSI) for the global and three regional markets, experience lower Sharpe...