Results 131 to 140 of about 15,659,599 (299)
Asset Pricing Under Information with Stochastic Volatility [PDF]
Based on a general specification of the asset specific pricing kernel, we develop a pricing model using an information process with stochastic volatility. We derive analytical asset and option pricing formulas.
Bertram Düring
core
Business Strategy and the Environment, EarlyView.ABSTRACT Drawing upon ecological modernization theory as the analytical framework, this study employs macro‐level longitudinal tracking data covering China's major regions as research samples. It measures the green and low‐carbon development (GLCD) of manufacturing from the four dimensions—“carbon reduction, pollution mitigation, ecological expansion ...
Deng Wang +4 more
wiley +1 more source
CAPM MODEL – APLICATION IN CAPITAL MARKET OF REPUBLIC OF SRPSKA
Acta Economica, 2007 The CAPM model was introduced by Jack Treynor, William Sharpe, John Lintner and Jan Mossin independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory.
Goran Radivojac, M.Sc.
doaj
Business Strategy and the Environment, EarlyView.ABSTRACT This paper examines the relationship between industrial robotics adoption and ecological capacity, measured by biocapacity, using panel data from 50 countries over the period 2000–2024. We investigate the transmission mechanisms, non‐linearities, spatial spillovers, and heterogeneity characterizing this relationship.
Brahim Bergougui +1 more
wiley +1 more source
Chain‐Level Business Model Patterns for the Green Logistics Transition
Business Strategy and the Environment, EarlyView.ABSTRACT Sustainability transitions in freight transport increasingly depend on coordinated changes across entire logistics networks, not just within individual firms. This study investigates how business‐model change unfolds across a multimodal European logistics chain engaged in reducing transport‐related emissions.
Marikka Heikkilä
wiley +1 more source
ASSET PRICING, GROWTH, AND THE BUSINESS CYCLE WITH IRREVERSIBLE INVESTMENT [PDF]
This paper advances a simple model that emphasizes the diversity of capital types, some of these types are long lived, while others are highly specific.
Miquel Faig
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Business Strategy and the Environment, EarlyView.ABSTRACT This study offers a forward‐looking assessment of sustainability indicator research in agribusiness by integrating bibliometric mapping with ARIMA‐based forecasting. Analysing 403 Scopus‐indexed articles, bibliographic‐coupling analysis identifies three contemporary thematic domains: Techno‐Managerial Sustainability, Systemic and ...
Marcelo Kratz Mendes +5 more
wiley +1 more source
How a small open economy's asset are priced by heterogeneous international investors [PDF]
We study how a small open economy’s assets are prices by heterogeneous international investors. We initially decompose the asset pricing issue into separate studies of its two ingredients: the asset’s ex post return and the investors’ stochastic discount
Chang, Yanqin
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Business Strategy and the Environment, EarlyView.ABSTRACT Many firms set ambitious sustainability goals but these are frequently “displaced” by proxy goals that are easier to track and measure. However, the specific types of goal conflicts that follow from this displacement are poorly understood. We conducted a case study of circular innovation initiatives at a global MedTech company and identified ...
Wiebke Reim +2 more
wiley +1 more source
A survey on risk-return analysis [PDF]
This paper provides a review of the main features of asset pricing models. The review includes single-factor and multifactor models, extended forms of the Capital Asset Pricing Model with higher order co- moments, and asset pricing models conditional on ...
Don U.A. Galagedera
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