Results 41 to 50 of about 1,985,542 (306)
Cogent Business & Management, 2022 Development banks were designed to achieve the government’s economic priorities that were not adequately addressed by the banking industry. Studies, however, show that the activities of some development banks in Nigeria have not been as impacting as ...
Ayodeji T. Ajibade +5 more
doaj +1 more source
Alpha-CIR model with branching processes in sovereign interest rate modeling [PDF]
Finance and Stochastics, 2016 We introduce a class of interest rate models, called the α\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength ...
Y. Jiao, Chunhua Ma, Simone Scotti
semanticscholar +1 more source
On pricing kernels, information and risk [PDF]
, 2013 We discuss the finding that cross-sectional characteristic based models have yielded portfolios with higher excess monthly returns but lower risk than their arbitrage pricing theory counterparts in an analysis of equity returns of stocks listed on the ...
Gebbie, T. J., Wilcox, D. L.
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The impacts of perceived organizational support and psychological empowerment on job performance: The mediating effects of organizational citizenship [PDF]
مطالعات مدیریت بهبود و تحول, 2013 As employees' deliberate and conscious behavior, organizational behavior has critical influence on their job performance. Hence, their psychological empowerment enables the organizations to have higher flexibility and faster responsiveness toward changes.
Iraj Soltani +2 more
doaj
Does the financial performance matter in accessing to finance for Libya's SMEs? [PDF]
, 2013 This study investigates the impact of financial performance of small and medium-sized enterprises (SMEs) on access to finance in Libya. The study is based on the primary data of 557 survey questionnaires on SMEs in various sectors of different regions of
Khanam, Rasheda +2 more
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How the pandemic taught us to turn smart beta into real alpha
Journal of Asset Management, 2020 The ongoing COVID-19 pandemic has strongly reminded equity investors that rare but extreme events occur from time to time. At the individual firm level, such events also impact the likelihood of bankruptcy, a feature that is not well represented in the ...
Christopher Kantos, D. Dibartolomeo
semanticscholar +1 more source
The Alpha‐Heston stochastic volatility model [PDF]
Mathematical Finance, 2018 We introduce an affine extension of the Heston model, called the α ‐Heston model, where the instantaneous variance process contains a jump part driven by α ‐stable processes with α∈(1,2] .
Y. Jiao +3 more
semanticscholar +1 more source
Journal of Business Economics and Management, 2023 This study aims to develop an original financial intelligence quotient (FIQ) measurement conceptual model, including guidelines for adequately handling personal finances in four developed areas to serve as benchmarks of financial intelligence.
Algita Miečinskienė +5 more
doaj +1 more source
Generalization of symmetric $\alpha$-stable L\'evy distributions for $q>1$
, 2010 The $\alpha$-stable distributions introduced by L\'evy play an important role in probabilistic theoretical studies and their various applications, e.g., in statistical physics, life sciences, and economics. In the present paper we study sequences of long-
Gell-Mann, Murray +3 more
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Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks [PDF]
, 2019 This study examines the impact of mismatch between prospectus benchmark and fund objectives on benchmark-adjusted fund performance and ranking in a sample of 1281 US equity mutual funds.
Mateus, C., Mateus, I. B., Todorovic, N.
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