Results 111 to 120 of about 46,923 (222)

Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice

open access: yesThe Journal of Finance, EarlyView.
ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT   +2 more
wiley   +1 more source

Challenges of Semiotic Abduction in Management Research

open access: yesJournal of Management Studies, EarlyView.
Abstract This Counterpoint challenges Fleming and Oswick’s (2025) Point paper and their notion of loosely coupled abduction. Whereas their Point emphasizes how abductive theorizing can balance creativity and rigor through consensus‐based plausibility, we argue that this very reliance on consensus carries epistemic risks.
Igor Filatotchev   +3 more
wiley   +1 more source

Shaping the System Through Turbulence: Strategic Leadership and the Micro‐Foundations of Ecosystem Orchestration in Times of Disruption

open access: yesJournal of Management Studies, EarlyView.
Abstract While research on ecosystems and their orchestration has grown rapidly, we still know little about how individual strategic leaders may mobilize ecosystemic action in times of disruption. This article addresses this gap by drawing on an in‐depth case study of the Antwerp Square Mile, the world’s oldest and most renowned diamond trading ...
Bart De Keyser, Koen Vandenbempt
wiley   +1 more source

mixFOCuS: A Communication‐Efficient Online Changepoint Detection Method in Distributed System for Mixed‐Type Data

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT With the advent of the Internet of Things, it is increasingly common to have large networks of sensors, where each sensor may collect different types of data, has limited local computing resources and the ability to transmit data to a central cloud. Detecting events that trigger changes in sensor data properties is a key concern.
Ziyang Yang   +2 more
wiley   +1 more source

Extremely Fast Maximum Likelihood Estimation of High‐Order Autoregressive Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of exact maximum likelihood estimation of potentially high‐order (p>50$$ p>50 $$) autoregressive models. We propose an extremely fast coordinate‐wise algorithm for fitting autoregressive models. This fast algorithm exploits several properties of the negative log‐likelihood when parameterised in terms of partial ...
Daniel F. Schmidt, Enes Makalic
wiley   +1 more source

Online Detection of Forecast Model Inadequacies Using Forecast Errors

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT In many organizations, accurate forecasts are essential for making informed decisions in a variety of applications, from inventory management to staffing optimization. Whatever forecasting model is used, changes in the underlying process can lead to inaccurate forecasts, which will be damaging to decision‐making.
Thomas Grundy   +2 more
wiley   +1 more source

Home - About - Disclaimer - Privacy