Results 131 to 140 of about 75,997 (278)

Discrete imprecise copulas

Fuzzy Sets and Systems
In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs. Additionally, we show how to obtain (full-domain) self-dual imprecise copulas through patchwork techniques.
Tomaž Košir, Elisa Perrone
openaire   +2 more sources

A genetic algorithm simheuristic for solving the stochastic project portfolio selection problem with portfolio reliability constraints

International Transactions in Operational Research, EarlyView.
Abstract In response to the increasing complexity of modern products, dynamic markets, and intensified competition, project‐based organizations are actively seeking methodologies to efficiently manage their expanding project portfolios. This paper analyzes the project portfolio selection problem in uncertain environments. Despite recent advances in the
Miguel Saiz, David Lopez‐Lopez, Laura Calvet, Angel A. Juan   +3 more
wiley   +1 more source

Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae [PDF]

This paper examines international equity market co-movements using time-varying copulae. We examine distributions from the class of Symmetric Generalized Hyperbolic (SGH) distributions for modelling univariate marginals of equity index returns.
Eckhard Platen, Katja Ignatieva
core  

Situated Attention and Strategic Leadership Interfaces: The Role of CEO Humility and Digital Transformation Urgency for Corporate Venture Capital Investments

Journal of Management Studies, EarlyView.
Abstract Integrating the attention‐based view with the strategic leadership interfaces perspective, we propose a theoretical model of situational urgency mechanisms influencing the allocation of CEOs' attention towards responsive actions. Specifically, we theorize upon the role of humility, which leads CEOs towards embracing interfaces and makes them ...
Petrit Ademi, Philipp Schade, Monika C. Schuhmacher   +2 more
wiley   +1 more source

Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves

Mathematics
Conditional copulas are useful tools for modeling the dependence between multiple response variables that may vary with a given set of predictor variables.
Lu Lu, Sujit Ghosh
doaj   +1 more source

Modeling the Dependence Structure of the WIG20 Portfolio Using a Pair-copula Construction [PDF]

Elliptical distributions commonly applied to modeling the returns of stocks in high-dimensional portfolio are not capable of adequate describing the dependence between the components when their statistical properties are very diverse.
Ryszard Doman
core  

Ripples in the Pond: Product Portfolio Reconfiguration and Dynamism in the Competitive Environment

Journal of Management Studies, EarlyView.
Abstract The management literature often overlooks how firms can alter the competitive landscape without introducing groundbreaking changes or innovations. Applying the awareness, motivation, and capability framework from competitive dynamics, we posit that as a firm intensifies its product portfolio reconfiguration, its rivals become increasingly ...
Christopher Jung, Mark R. Mallon, Stav Fainshmidt   +2 more
wiley   +1 more source

Acquirer Strategic Orientations, Integration Decisions, and Performance

Journal of Management Studies, EarlyView.
Abstract Integration decisions are not isolated, as they are embedded in an organizational context. Using a multi‐country sample (Nordics, German speaking Europe, and China) of small‐ and medium‐sized acquirers, we explore the influence of firm strategic orientations on how managers conceptualize acquisitions, make integration decisions, and impact ...
Florian Bauer, David R. King, Jeffrey G. Covin, Svante Schriber, Nir Brueller, Qingxiong Weng   +5 more
wiley   +1 more source

The Effect of Board Leadership Roles and Committee Responsibilities on Governance Effectiveness

Journal of Management Studies, EarlyView.
Abstract Expectations for corporate directors have expanded over time, placing growing demands on their time and attention. Drawing on the cognitive foundations of the attention‐based view (ABV), we theorize that board directors' leadership roles and committee assignments shape their attentional perspective and engagement in ways that can both hinder ...
Shelby L. Gai, J. Yo‐Jud Cheng
wiley   +1 more source

Copula

, 2020
Copulaen er et interessant verktøy i statistikken. Den er brukt i mange forskjellige områder fra finans til klimamodeller. En stor grunn til at copulaen er nyttig er hvordan man kan bruke copulaen til å splitte en bivariat fordeling opp i avhengighets-strukturen og selve marginalfordelingene. Vi vil forklare dette i denne oppgaven.
openaire   +1 more source