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121.
James Carson Cassandra R. Cole Kevin Gatzlaff Patrick F. Maroney Kathleen A. McCullough 《Risk Management & Insurance Review》2010,13(2):303-322
Universities and colleges continue to face constraints related to classroom space and faculty time, thus increasing the need to consider options such as hybrid courses that can leverage available resources. This article discusses the benefits of a hybrid course, as well as its design and implementation at a large, public university. In addition, for universities that use the introduction to risk and insurance course as a significant course for attracting majors, we identify the benefits for students from the use of hybrid courses, such as the variety of materials and activities utilized, as well as the flexibility in scheduling. This information may be useful in marketing the course so that it will be immediately attractive to students. 相似文献
122.
Using quarterly ownership data which identify identity codes of mutual funds in Taiwan, we investigate mutual fund herding and its impact on stock price. We show that mutual funds tend to follow their own steps in trading rather than follow trades made by other funds. More importantly, evidence of price continuation following mutual fund herd buying suggests that such herding is based on value-relevant information and is consistent with the investigative herding hypothesis. Alternatively, evidence of return reversal following mutual fund herd selling suggests that such herding is non-informational and is consistent with the characteristic herding hypothesis. 相似文献
123.
Consider discrete-time observations (X ? δ )1≤?≤n+1 of the process X satisfying $dX_{t}=\sqrt{V_{t}}dB_{t}Consider discrete-time observations (X
ℓ
δ
)1≤ℓ≤n+1 of the process X satisfying
dXt=?{Vt}dBtdX_{t}=\sqrt{V_{t}}dB_{t}
, with V a one-dimensional positive diffusion process independent of the Brownian motion B. For both the drift and the diffusion coefficient of the unobserved diffusion V, we propose nonparametric least square estimators, and provide bounds for their risk. Estimators are chosen among a collection
of functions belonging to a finite-dimensional space whose dimension is selected by a data driven procedure. Implementation
on simulated data illustrates how the method works. 相似文献
124.
Michael A. Goldstein Andriy V. Shkilko Bonnie F. Van Ness Robert A. Van Ness 《Review of Quantitative Finance and Accounting》2010,35(4):371-391
Blume and Goldstein (J Finance 52:221–244, 1997) suggest that quote competition between trading venues may diminish following tick size reductions. We test this suggestion
by studying the competitive landscape in the NYSE-listed stocks before and after decimalization. We find that NBBO (National
Best Bid and Offer) participation by non-NYSE venues declines following decimalization consistent with the prediction. At
the same time, the importance of quote competitiveness in attracting order flow increases. In addition, although not as active
in determining and maintaining the best quotes under decimals, non-NYSE venues become more active in price discovery. Finally,
decimalization leads to lower trading costs and to smaller differences in trading costs across trading venues. 相似文献
125.
126.
This paper presents a series of models that can be used to find weekly schedules for therapists who provide ongoing treatment to patients throughout a geographical region. In all cases, patient-appointment times and visit days are known prior to the beginning of the planning horizon. Variations in the models include single vs. multiple home bases, homogeneous vs. heterogeneous therapists, lunch break requirements, and a nonlinear cost structure for mileage reimbursement and overtime. The single home base and homogeneous therapist cases proved to be easy to solve and so were not thoroughly investigated. This left two cases of interest: the first included only lunch breaks while the second added nonlinear overtime and mileage reimbursement costs. For the first case, 40 data sets were solved, each consisting of either 15 or 20 therapists and between roughly 300 and 540 patient visits over five days. For each instance, we were able to obtain the minimum cost of providing residential healthcare services using a commercial solver. The results showed that CPU time increases more rapidly than total cost as the total number of visits grows. For the second case, which was much more difficult, it was necessary to develop heuristics to find good solutions quickly. Results for 5- through 20-therapist instances are presented and compared to the linear programming relaxation lower bounds. In the first of two parametric analyses, the tradeoff between the number of therapists on staff and the cost of providing service was examined. In the second, a similar tradeoff was explored between cost can the number of home bases used by the therapists. 相似文献
127.
Aristides I. Ferreira Merce Mach Luis F. Martinez Chris Brewster Grace Dagher Amalia Perez-Nebra 《International Journal of Human Resource Management》2013,24(19):2754-2776
AbstractA climate of presenteeism has important effects on employee well-being and the organization itself. Our study, based on surveys of health sector employees in six different countries (Brazil, Ecuador, Lebanon, Portugal, Russia and Spain) examines whether organizational justice plays a mediating role in the relationship between a presenteeism climate in the organization and work–family conflict (WFC). Our results indicate that the perception of organizational justice and the presenteeism climate do influence WFC. Moreover, higher levels of WFC were found in non-Latin countries. This study contributes to the work attendance and life balance field by providing cross-cultural empirical evidence corroborating the effect of justice and presenteeism climate on the WFC. 相似文献
128.
Abstract The recent accounting scandals in the USA and the resulting regulation of the US profession via the Sarbanes–Oxley Act have led to the resurrection of an old debate: principles vs. rules. We argue that such a debate is jejune and serves as little more than a diversion from discussing more substantive issues raised by events like Enron and Andersen. Accounting is not confronted by a choice of principles to the exclusion of rules or vice versa. Principles underlie any set of rules, and any implementation of principles will inevitably involve adopting some rules. We take issue with various analyses of the accounting scandals that rely too exclusively on the principles of neo-classical economics. We conclude by identifying four major obstacles impeding meaningful academic and educational treatment of the maladies of which Enron is merely a symptom. 相似文献
129.
The objectives of this paper are two-fold. First, to elaborate a theoretical model that shows the characteristics of an entrepreneur of quality and the factors that influence them. Second, to apply the model to entrepreneurs in the province of Seville, one of the least developed areas in the European Union. The purpose is to show the importance of entrepreneurship for business success and, more importantly, in economic development. In summary, the model shows that entrepreneurs of quality possess an intrinsic motivation and, as consequence of this, they adopt some energizer behaviours, such as the capacity for innovation, ambition and co-operation with others. The model also takes into account factors that influence these characteristics, including the personal context of the entrepreneur, such as experience, education and family, and the global context, such as productive opportunities, socio-cultural factors and political-institutional factors. In the analysis of the entrepreneurs of Seville, the paper mainly focuses on the motivation and the energizer behaviours and their interdependence. The empirical findings indicate that the model is valid. 相似文献
130.
Fabrizio Cipollini Robert F. Engle Giampiero M. Gallo 《Journal of Applied Econometrics》2013,28(7):1067-1086
Financial time series are often non‐negative‐valued (volumes, trades, durations, realized volatility, daily range) and exhibit clustering. When joint dynamics is of interest, the vector multiplicative error model (vMEM; the element‐by‐element product of a vector of conditionally autoregressive scale factors and a multivariate i.i.d. innovation process) is a suitable strategy. Its parameters can be estimated by generalized method of moments, bypassing the problem of specifying a multivariate distribution for the errors. Simulated results show the gains in efficiency relative to an equation‐by‐equation approach. A vMEM on several measures of volatility justifies a joint approach revealing full interdependence. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献