Skip to main content Accessibility help
×
  1. Home
  2. Browse subjects
  3. Management
  4. Content listing

Refine search

Refine search

Access:
Content type:
Publication date:
Apply   From and To filters
Subject: Show more
Journals Show more
Publishers: Show more
Societies Show more
Series: Show more
Collections: Show more

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

46841 results in Management

Page 722 of 2343

  • BHR volume 92 issue 3 Cover and Back matter

  • Journal:
    Business History Review / Volume 92 / Issue 3 / Autumn 2018
    Published online by Cambridge University Press:
    16 November 2018, pp. b1-b2
    Print publication:
    Autumn 2018
    • Article
      • You have access
    • PDF
    • Export citation

  • Editors’ Note

  • Journal:
    Business History Review / Volume 92 / Issue 3 / Autumn 2018
    Published online by Cambridge University Press:
    16 November 2018, p. 423
    Print publication:
    Autumn 2018
    • Article
      • You have access
    • PDF
    • HTML
    • Export citation

  • Announcements

  • Journal:
    Business History Review / Volume 92 / Issue 3 / Autumn 2018
    Published online by Cambridge University Press:
    16 November 2018, pp. 535-536
    Print publication:
    Autumn 2018
    • Article
      • You have access
    • PDF
    • HTML
    • Export citation

  • BHR volume 92 issue 3 Cover and Front matter

  • Journal:
    Business History Review / Volume 92 / Issue 3 / Autumn 2018
    Published online by Cambridge University Press:
    16 November 2018, pp. f1-f7
    Print publication:
    Autumn 2018
    • Article
      • You have access
    • PDF
    • Export citation

  • Estimation of Multivariate Asset Models with Jumps

  • Laura Ballotta, Gianluca Fusai, Angela Loregian, M. Fabricio Perez
  • Journal:
    Journal of Financial and Quantitative Analysis / Volume 54 / Issue 5 / October 2019
    Published online by Cambridge University Press:
    28 September 2018, pp. 2053-2083
    Print publication:
    October 2019

  • We propose a consistent and computationally efficient 2-step methodology for the estimation of multidimensional non-Gaussian asset models built using Lévy processes. The proposed framework allows for dependence between assets and different tail behaviors and jump structures for each asset. Our procedure can be applied to portfolios with a large number of assets because it is immune to estimation dimensionality problems. Simulations show good finite sample properties and significant efficiency gains. This method is especially relevant for risk management purposes such as, for example, the computation of portfolio Value at Risk and intra-horizon Value at Risk, as we show in detail in an empirical illustration.

  • How robust is the renewable energy industry to political shocks? Evidence from the 2016 U.S. elections

  • Michaël Aklin
  • Journal:
    Business and Politics / Volume 20 / Issue 4 / December 2018
    Published online by Cambridge University Press:
    27 September 2018, pp. 523-552

  • Climate change mitigation relies increasingly on clean technologies such as renewable energy. Despite widespread success, further deployment of renewables has been met with resistance from voters and governments in several countries. How resilient is the renewable energy industry to adverse political events? I use the unexpected election of Donald Trump in the 2016 U.S. presidential race to study this question. As a vocal critic of renewables and a supporter of fossil fuels, his election is a plausible negative shock to the renewable energy sector. I examine stock market data to gauge the reaction of investors. I find that renewable energy stocks were adversely affected by the election. Overall, they experienced a cumulative abnormal loss in share values of about 6 percent on average over the twenty days that followed the election. However, I find that the negative effect is concentrated among non-U.S. firms. U.S. firms, on average, emerged unscathed. Non-U.S. companies, on the other hand, lost over 14 percent of their value in the aftermath of the election. This suggests that markets are more concerned by increasing obstacles to international business than a decrease of federal support for renewables.

Page 722 of 2343