Results 81 to 90 of about 28,474 (179)

Number Two Executives: Bottom‐Up Monitoring

Journal of Business Finance &Accounting, Volume 52, Issue 4, Page 2037-2061, August 2025.
ABSTRACT This article empirically examines the role of a firm's second‐in‐command in monitoring the chief executive officer (CEO) from the bottom up to mitigate agency problems. Although CEOs have long been the focus, little research has addressed No. 2 executive. This study provides a comprehensive understanding of these top executives and their roles
Zhichuan (Frank) Li
wiley   +1 more source

Institutional Investors and the Fight Against Climate Change

Corporate Governance: An International Review, Volume 33, Issue 4, Page 663-679, July 2025.
ABSTRACT Research Question/Issue This article examines the role of institutional investors in the fight against climate change. We explain the institutional context, provide evidence highlighting institutional investors' bright and dark sides in this fight, and develop multiple ideas for future research.
Thea Kolasa, Zacharias Sautner
wiley   +1 more source

Impacts of Permafrost Degradation on N2O Emissions From Natural Terrestrial Ecosystems in Northern High Latitudes: A Process‐Based Biogeochemistry Model Analysis

Global Biogeochemical Cycles, Volume 39, Issue 4, April 2025.
Abstract Nitrous oxide (N2O) is a potent greenhouse gas with its radiative forcing 265–298 times stronger than that of carbon dioxide (CO2). Recent field studies show N2O emissions from northern high latitude (north of 45°N) ecosystems have increased due to warming.
Ye Yuan, Qianlai Zhuang, Bailu Zhao, Narasinha Shurpali   +3 more
wiley   +1 more source

Brownian markets

, 2013
Financial market dynamics is rigorously studied via the exact generalized Langevin equation. Assuming market Brownian self-similarity, the market return rate memory and autocorrelation functions are derived, which exhibit an oscillatory-decaying behavior
Baaquie B E, Bachelier L, Black F, Cont R, Dana R A, Doob J L, Einstein A, Frank T D, Gopikrishnan P, Gopikrishnan P, Gu G F, Ito K, Lee M H, Mantegna R N, McCauley J L, Mori H, Mu G H, Pechukas P, Plerou V, Plerou V, Rachev S T, Rostek S, Roumen Tsekov, Rubin R J, Rubin R J, Stratonovich R L, Sznajd-Weron K, Takahashi M, Tsekov R, Tsekov R, Tsekov R, Tsekov R, Tsekov R, Voit J, Voit J, Zhou W X, Zwanzig R   +36 more
core   +1 more source

Identifying influential individuals and predicting future demand of chronic kidney disease patients

Decision Sciences, Volume 56, Issue 2, Page 123-143, April 2025.
ABSTRACT To ensure high service quality, managers need to personalize treatment options and meet their customer demands. Our research is motivated by the need to better anticipate and prepare for that. We develop a generalizable framework that is the first to address two healthcare risk management goals: (1) identifying high risk and stable‐demand ...
Zlatana D. Nenova, Valerie L. Bartelt
wiley   +1 more source

RANDOM WALKS AND FRACTAL STRUCTURES IN AGRICULTURAL COMMODITY FUTURES PRICES [PDF]

This paper investigates whether the assumption of Brownian motion often used to describe commodity price movements is satisfied. Using historical data from 17 commodity futures contracts specific tests of fractional and ordinary Brownian motion are ...
Turvey, Calum G.
core   +1 more source

Fractional diffusion models of option prices in markets with jumps. [PDF]

Most of the recent literature dealing with the modeling of financial assets assumes that the underlying dynamics of equity prices follow a jump process or a Lévy process. This is done to incorporate rare or extreme events not captured by Gaussian models.
Cartea, Álvaro, Castillo Negrete, Diego del   +1 more
core  

A NEW MODEL FOR STOCK PRICE MOVEMENTS [PDF]

This paper presents a new alternative diffusion model for asset price movements. In contrast to the popular approach of Brownian Motion it proposes Deterministic Diffusion for the modelling of stock price movements.
Guido VENIER
core  

An interior penalty method for a parabolic complementarity problem involving a fractional Black-Scholes operator

Journal of Inequalities and Applications
In this paper, an interior penalty method is proposed to solve a parabolic complementarity problem involving fractional Black–Scholes operator arising in pricing American options under a geometric Lévy process.
Yarui Duan, Song Wang, Yuying Zhou, Leijun Zhu   +3 more
doaj   +1 more source

Comparative Study of Two Semi-analytical Methods for the Solution of Time-Fractional Black-Scholes Equation in a Caputo Sense [PDF]

, 2020
Sunday Emmanuel Fadugba, Olaronke Helen Edogbanya   +1 more
openalex   +1 more source