Results 161 to 170 of about 27,516 (250)
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 +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
Journal of Management Studies, EarlyView.Abstract While executives vary in attention to the past, present, and future, prior work has largely examined these temporal orientations in isolation or at the individual level, which limits insight into how they jointly configure within top management teams (TMTs) and translate into firm behaviours.
Shi Tang +4 more
wiley +1 more source
A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models [PDF]
An elliptical copula model is a distribution function whose copula is that of an elliptical distri- bution. The tail dependence function in such a bivariate model has a parametric representation with two parameters: a tail parameter and a correlation ...
Krajina, A.
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A joint model of cost and churn for the insurance industry
Journal of Risk and Insurance, EarlyView.Abstract In insurance markets, claim costs are highly variable, heavy‐tailed, and difficult to predict. At the same time, policyholder retention and lapse behavior (customer churn) are critical determinants of long‐term profitability and solvency. Most existing models in the literature treat claim costs and lapses as independent, overlooking potential ...
Yumo Dong +4 more
wiley +1 more source
Parameter Estimation and Application of the Multivariate Skew t-Copula
copula construction, moments method, skew normal distribution, skew t-copula, skew t ...
Kollo, Tonu, Petere, Gaida
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On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source
Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)
Journal of Time Series Analysis, EarlyView.ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley +1 more source
Animal Logic: Locke and the Nature of Inference
Noûs, EarlyView.ABSTRACT Can animals reason? If so, what would their reasoning consist in, and how, if at all, would it differ from its human counterpart? On these questions, John Locke stakes out a position that also merits consideration today. I argue that, for Locke, reasoning is a matter of the subject's construing her mental states as support for a conclusion ...
Walter Ott
wiley +1 more source
Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market [PDF]
In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several
Antonio Alegre Escolano +1 more
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