This paper presents a new Expected Shortfall (ES) model based on the Quantum Harmonic Oscillator (QHO). It is used to estimate market risk in banks and other financial institutions according to Basel III standard. Predictions of the model agree with the empirical data which displays deviations...

The objective of this study is to propose a model including antecedents of student Heavy Work Investment (HWI) and burnout based on the model developed by Snir and Harpaz (2012). Our data source was the survey of 1,640 students of the University of Belgrade. Student HWI is evaluated through its...

The objective of this study is to propose a model including antecedents of student Heavy Work Investment (HWI) and burnout based on the model developed by Snir and Harpaz (2012). Our data source was the survey of 1,640 students of the University of Belgrade. Student HWI is evaluated through its...

In this paper the authors introduce a new hybrid approach based on the Extreme Value Theory (EVT) to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions. The approach is suitable for measuring market risk in the emerging markets. It is...

This article gives an overview of the recent developments in category management. The study lead to a better understanding of the intricacies and comprehensiveness of category management and shows that it encourage development on the retail's and on the producer's side . Although the concept is...

Fast economic development needs contemporary solving of problems which occur on market. With aim of better and stronger penetration toward consumer, specialists started to consider in details consumer from more aspects. Through exploring consumer's needs and motives it is made qualitative...