Results 211 to 220 of about 2,103 (263)

Investigating SME‐Inclusive Public‐Private AI Innovation Network: Evidence From U.S. Small Business Administration (1991–2023)

Thunderbird International Business Review, EarlyView.
ABSTRACT Understanding innovation policy is pivotal to enhancing national competitiveness for global value chain. This research investigates an SME‐Inclusive public‐private AI innovation network over time in the U.S. context (1991–2023), revealing how a government's demand‐based innovation policy bolsters technological prowess through isomorphism and ...
Jiyoon An
wiley   +1 more source

Enhancing climate resilience with proximal cues in personalized climate disaster preparedness messaging. [PDF]

Nat Hum Behav
Nobel N, Hiscox M.
europepmc   +1 more source

Independent companies in the tobacco supply chain: transparency and environmental social governance. [PDF]

Tob Control
Dunwoodie Stirton F, Hiscock R, Mehegan J, Gallagher AWA, Bloomfield MJ.   +4 more
europepmc   +1 more source

Green supply chain finance strategies with market competition and financial constraints. [PDF]

Heliyon
Huang J, Huang H, Si Y, Xu Y, Liu S, Yang X.   +5 more
europepmc   +1 more source

Income diversification and liquidity risk in ASEAN-5 banks: A Bayesian perspective. [PDF]

PLoS One
Duong QN, Tran NTK, Dang TPT.
europepmc   +1 more source

Lower margins are tied to companies' climate performance rather than to low-carbon assets.

Cell Rep Sustain
Fricaudet M, Parker S, Ameli N, Smith T.
europepmc   +1 more source

Portfolio Credit Risk Modelling for a Canadian SME Loans Portfolio

openaire   +1 more source

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VaR for Loan Portfolio in Uncertain Environment

2014 Seventh International Joint Conference on Computational Sciences and Optimization, 2014
As a risk measure method, VaR (value at risk) has been applied widely in many domains. This paper researches the VaR measure way in uncertain environment, and applies it in loan portfolio. When all the return rates are the special uncertain variables, we can solve the crisp equivalents of VaR for loan portfolio.
Yufu Ning, Dongjing Pan, Xiao Wang 0008
openaire   +1 more source

Modelling credit risk of portfolio of consumer loans

Journal of the Operational Research Society, 2007
One of the issues that the Basel Accord highlighted was that though techniques for estimating the probability of default and hence the credit risk of loans to individual consumers are well established, there were no models for the credit risk of portfolios of such loans. Motivated by the reduced form models for credit risk in corporate lending, we will
M. Malik, Lyn C. Thomas
openaire   +2 more sources