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Correlated risks, bivariate utility and optimal choices
DENUIT, Michel M.; EECKHOUDT, Louis; MENEGATTI, Mario - Center for Operations Research and Econometrics (CORE), … - 2009
In this paper, we consider a décision-maker facing a financial risk flanked by a background risk, possibly non-financial, such as health or environmental risk. A decision has to be made about the amount of an investment (in the financial dimension) resulting in a future benefit either in the...
Persistent link: https://www.econbiz.de/10008550246
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BUYER-SUPPLIER RELATIONSHIP DEVELOPMENT: AN EMPIRICAL STUDY AMONG DUTCH PURCHASING PROFESSIONALS
CANIËLS, MARJOLEIN C. J.; GELDERMAN, CEES J.; ULIJN, JAN M. - In: Journal of Enterprising Culture (JEC) 18 (2010) 02, pp. 107-137
each stage of its development, such as the level of trust/commitment, buyer's and supplier's dependence. The study will try … about organizational dependence and trust/commitment. A notable finding is that the buyer perceives to be dependent on the … view of the buyer; and (2) that purchasers should be aware that dependence implies vulnerability, even when the …
Persistent link: https://www.econbiz.de/10008500397
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Time Series Analysis Of GDP and Market Indices
Honnerová, Jana - In: Bulletin of the Czech Econometric Society 10 (2003)
The paper is concerned with time series analysis of GDP growth and returns of securities market indices. The main goal was to identify cyclical patterns in the examined series and to demonstrate correlation among the individual series. First part of the paper presents deals with fitting the...
Persistent link: https://www.econbiz.de/10008528795
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Copulas and bivariate Risk measures : an application to hedge funds.
Bedoui, Rihab; Ben Dbabis, Makram - Université Paris-Dauphine
.Otherwise, copulas are a statistic tool to model the dependence in a realistic and less restrictive way,taking better account of the … stylized facts in finance.This paper is a practical implementation of the copulas theory to model dependence between differen … bivariate VaR level curves and to study extremal dependence between hedgefunds strategies and share index returns through the …
Persistent link: https://www.econbiz.de/10008529654
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Les modes de contrôle entre clients et fournisseurs.
Nogatchewsky, Gwenaëlle - Université Paris-Dauphine
process or on behaviour), depending on the power - dependence relationship with its supplier. Moreover, the development of …
Persistent link: https://www.econbiz.de/10008532484
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Les configurations de contrôle dans les relations client-fournisseur – Environnement, organisation du client, finalités et modalités du contrôle.
Nogatchewsky, Gwenaëlle - Université Paris-Dauphine
studies. Four buyer-supplier control configurations are proposed in a matrix according to the reciprocal dependence between …
Persistent link: https://www.econbiz.de/10008532694
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Another look at the disjoint blocks bootstrap
Radulović, Dragan - In: TEST: An Official Journal of the Spanish Society of … 18 (2009) 1, pp. 195-212
Persistent link: https://www.econbiz.de/10004970872
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A Multivariate Time-Changed Lévy Model for Financial Applications
Semeraro, Patrizia - International Centre for Economic Research (ICER) - 2006
the process and study its dependence structure. At the end wealso propose an exponential Lévy price model based on our …
Persistent link: https://www.econbiz.de/10004972507
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How Persistently do Firms Innovate?
Geroski, Paul A; Samiei, Hossein; Van Reenen, John - C.E.P.R. Discussion Papers - 1996
This paper examines the innovative history of a number of UK firms using two large databases, looking for evidence consistent with the view that firms who innovate typically do so persistently. The first sample contains 3,304 firms who registered at least one patent in the United States during...
Persistent link: https://www.econbiz.de/10005136678
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Gender, Subjectivity and Sexual Identity : How young people with Disabilities Conceptualise the Body, Sex and Marriage in Urban India
Addlakha, Renu - eSocialSciences - 2009
Using qualitative data, this paper discusses notions of sexual identity among urban Indian youth through case studies of college students in Delhi. Gender emerges as a key analytical category in perceptions of sexuality among young men and women with visual and locomotor disabilities. The paper...
Persistent link: https://www.econbiz.de/10004995385