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This paper discusses optimal portfolio selection problems under Expected Shortfall as the risk measure. We employ multivariate Generalized Hyperbolic distribution as the joint distribution for the risk factors of underlying portfolio assets, which include stocks, currencies and bonds. Working under this distribution, we find the optimal portfolio strategy. 相似文献
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Arta Mulliqi Nick Adnett Mehtap Hisarciklilar 《The journal of international trade & economic development》2013,22(7):775-800
ABSTRACTThis paper investigates the impact of human capital endowments on export intensity employing firm-level data for 29 transition economies. A particular focus is placed on comparing and contrasting Central and Eastern Europe countries (CEECs) with those from the former Soviet Union, the Commonwealth of Independent States (CIS). The impact of the share of employees with higher education, provision of on-the-job training, years of experience of the top manager and labour cost on export intensity is assessed. To test these relationships, Tobit and Fractional Logit approaches are adopted. The estimation results suggest that, overall, having a more educated workforce exerts a positive impact on the export intensity of firms in transition economies, the magnitude being larger for CEECs. Average labour cost, as an alternative measure, also turns out to exert a positive but stronger impact. Insufficient evidence is found of a role for training programmes and years of experience of the top manager. 相似文献
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Antonovica Arta de Esteban Curiel Javier Herráez Beatriz Rodríguez 《The International Entrepreneurship and Management Journal》2023,19(1):261-291
International Entrepreneurship and Management Journal - The uncertain economic situation that was experienced because of the global financial crisis in 2008 and the exponential growth in the use of... 相似文献
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