Results 31 to 40 of about 725,046 (113)
Managing Procurement Auction Failure: Bid Requirements or Reserve Prices?
The RAND Journal of Economics, EarlyView.ABSTRACT This paper examines bid requirements, where the government may cancel a procurement contract unless two or more bids are received. Using a first‐price auction model with endogenous entry, we compare the bid requirement and reserve price mechanisms in terms of auction failure and procurement costs.
Jun Ma, Vadim Marmer, Pai Xu
wiley +1 more source
Extreme mass distributions for quasi-copulas
Fuzzy Sets and Systems22 pages, 4 ...
Matjaz Omladic, Martin Vuk, Aljaz Zalar
openaire +4 more sources
Learning gains from work placements: Innovative behavior and the role of emotional competencies
European Management Review, EarlyView.Abstract The importance of innovative behavior (IB) has been well documented, and the engagement of employees in IB has become a tacit norm in many organizations. It has also been understood that IB is emotionally charged. However, little research has concentrated on whether higher education (HE) providers can foster IB in university students, and ...
Marco Furlotti, Helen Shipton
wiley +1 more source
The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube
Journal of Economic Surveys, EarlyView.ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng +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 +5 more
wiley +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
Models for Temporal Clustering of Extreme Events With Applications to Mid‐Latitude Winter Cyclones
Environmetrics, Volume 37, Issue 6, September 2026.ABSTRACT The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behavior and is thus not described well by a Poisson process. We construct a general model for the inter‐exceedance times (IETs) in between extreme events which combines different candidate models for such behavior. One of them is
Christina Mathieu +3 more
wiley +1 more source
Australian &New Zealand Journal of Statistics, Volume 68, Issue 3, September 2026.ABSTRACT In many fields of research, it is common to conduct experiments where several observations of the response variable are made on the same subject over non‐random conditions, generating longitudinal studies. A wide variety of techniques deal with this type of data when analysing population variations, many based on estimating functions.
João Victor B. de Freitas +2 more
wiley +1 more source
A Limit Theorem for Copulas [PDF]
, 2005 We characterize convergence of a sequence of d-dimensional random vectors by convergence of the one-dimensional margins and of the copula. The result is applied to the approximation of portfolios modelled by t-copulas with large degrees of freedom, and ...
Lindner, Alexander M. +1 more
core +1 more source
Geophysical Research Letters, Volume 53, Issue 15, 16 August 2026.Abstract Flood risk is correlated in space and time, challenging insurance systems that rely on diversification across assets. Financial instruments governing flood coverage are typically structured as 1–5‐year contracts, exposing portfolios to climate‐driven risk at interannual‐to‐decadal scales.
Adam Nayak, Pierre Gentine, Upmanu Lall
wiley +1 more source