The Comovement of Investor Attention
Drake Michael S
Prior literature has documented that investor attention and constraints on that...
The Interplay Between Forward-Looking Measures and Target Setting
We examine whether financial targets are based on both forward‐looking and...
Investor Horizon and the Life Cycle of Innovative Firms: Evidence from Venture Capital
This paper studies whether and how the contractual horizon of venture capital funds...
Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness
We propose a new time‐varying peaks over threshold model to study tail risk...
Business Practices in Small Firms in Developing Countries
Management has a large effect on the productivity of medium and large firms. But does...
Portfolio optimization for jump-diffusion risky assets with common shock dependence and state dependent risk aversion
An optimal portfolio problem with one risk‐free asset and two...
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Dynamic mean‐variance investment model can not be solved by dynamic programming...
A maximum principle for Markov regime-switching forward‐backward stochastic differential games and applications
In this paper, we present an optimal control problem for stochastic differential games...
Optimal mean‐variance asset-liability management with stochastic interest rates and inflation risks
This paper considers an optimal asset‐liability management problem with...
Mean‐variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
The efficient modeling of execution price path of an asset to be traded is an...
Hedging under generalized good-deal bounds and model uncertainty
We study a notion of good‐deal hedging, that corresponds to good‐deal...
The Effects of Corporate Venture Capital, Founder Incumbency, and Their Interaction on Entrepreneurial Firms’ R&D Investment Strategies
Corporate venture capital (CVC) investment has increasingly become an important source...
Stochastic optimality in the portfolio tracking problem involving investor’s temporal preferences
We consider an optimal portfolio selection problem to track a riskless reference...
Reverse Mortgage Loans: A Quantitative Analysis
Reverse mortgage loans (RMLs) allow older homeowners to borrow against housing wealth...
Asset Market Participation and Portfolio Choice over the Life-Cycle
Using error‐free data on life‐cycle portfolio allocations of a large...
Beyond the water cooler: using socialization to understand use and impact of networking services on collaboration in a business incubator
van der Borgh Michel
Scholars and policymakers claim that Business Incubators (BIs) add value by...
Beyond invention: the additive impact of incubation capabilities to firm value
O'Connor Gina Colarelli
Incubation is a process whereby the firm nurtures breakthrough discoveries and...
Vocabularies of Motive and Temporal Perspectives: Examples of Pension Fund Engagement and Disengagement
Prior research on institutional investors’ role in corporate governance draws a...
Institutional and Resource-based Explanations for Subsidiary Performance
Addressing calls to integrate insights from institutional theory and the...
The Alliance Experience Transfer Effect: The Case of Industry Convergence in the Telecommunications Equipment Industry
Hsu Sean T
A central premise of the industry change literature is that firms change their...
An integrated production‐distribution inventory system involving probabilistic defective and errors in quality inspection under variable setup cost
This paper presents a probabilistic defective vendor–buyer integrated inventory...
Wine Analytics: Fine Wine Pricing and Selection Under Weather and Market Uncertainty
We examine a risk‐averse distributor’s decision in selecting between...
Remarks on the integer Talmud solution for integer bankruptcy problems
In Fragnelli et al. (TOP 22:892–933, 2014; TOP 24:88–130, 2016), we...
Clinical Trials for New Drug Development: Optimal Investment and Application
Phase III clinical trials are expensive and require enrolling and treating hundreds or...
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