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Mistakes, Errors and Failures across Cultures
This volume provides comprehensible, strength-based perspectives on contemporary research and practice related to navigating mistakes, errors and failures across cultures. It addresses these concepts across cultural contexts and explores any or all of these three concepts from a positive psychology or positive organisational perspective, highlighting their potential as resources. The volume further discusses the consequences of errors and failures at individual, organisational and societal levels, ranging from severe personal problems to organisational and collective crises, perspectives how those can be turned into opportunities for contingent and sustainable improvement processes. The book shows that there are significant cultural differences in the understanding, interpretation and handling of errors and failures. This volume provides practical guidance for transcultural understanding of mistakes, errors and failure through new models, ideas for self-reflection, therapeutic and counselling interventions and organisational change management processes. This book is a must for researchers and practitioners working on mistakes, errors and failures across cultures and disciplines!
Portfolio selection using behavioral models
Nell'ambito dei problemi di scelta in condizioni di rischio introduciamo un nuovo modello comportamentale e implementiamo un'analisi empirica basata sul confronto con il classico approccio della Teoria del Prospetto. L'applicazione di questi modelli è validata nella selezione di portafoglio attraverso tre modelli di portafoglio tradizionali utilizzati come riferimento (portafoglio a varianza minima, portafoglio a deviazione mediana assoluta e portafoglio equamente ponderato). L'obiettivo di questo lavoro di ricerca è quello di incorporare la percezione del rischio degli investitori nelle scelte dei portafogli ottimali. Proponiamo un'analisi out-of-sample di quattro indici azionari per dimostrare la superiorità dei modelli comportamentali di selezione di portafoglio rispetto a quelli tradizionali. DOI: 10.13134/979-12-5977-249-7
Fractional Volterra Integral Equations: A Neural Network Approach
Il Calcolo Frazionario ha recentemente guadagnato un crescente interesse nella letteratura economica e finanziaria. Per quanto riguarda i modelli economici, quelli di crescita sono stati modellati utilizzando una rappresentazione tramite derivate frazionarie. Questo tipo di equazioni non consente soluzioni in forma chiusa e quindi è necessario ricorrere a metodi numerici appropriati per ottenere approssimazioni accurate delle soluzioni. Per questo motivo, in questo contributo, proponiamo un approccio basato sulle cosiddette Physics Informed Neural Network per risolvere le equazioni integrali di Volterra di ordine frazionario. Alcuni esperimenti numerici mostrano l’accuratezza dell’algoritmo suggerito.
Recent Applications of Financial Risk Modelling and Portfolio Management
In today’s financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control. Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative me...
Handbook on the Geographies of Money and Finance
The aim of this timely work, which appears in the wake of the worst global financial crisis since the late 1920s, is to bring together high quality research-based contributions from leading international scholars involved in constructing a geographical perspective on money. Topics covered include the crisis, the spatial circuits of finance, regulation, mainstream financial markets (banking, equity, etc), through to the various ‘alternative’ and ‘disruptive’ forms of money that have arisen in recent years. It will be of interest to geographers, political scientists, sociologists, economists, planners and all those interested in how money shapes and reshapes socio-economic space and conditions local and regional development.
Progress in Volcanology
Progress in Volcanology includes nine chapters in three sections. The first section is the “Introduction” while the other two sections speak on “Applied Volcanology” and “Volcanic Sedimentology, Geochemistry and Petrology.” The chapters address volcanology in several areas around the world, including Italy, Indonesia, Ethiopia, Argentina, India, and others.
A risk-gain-sparsity optimization approach
Uno dei principi fondamentali dei modelli di selezione del portafoglio è la minimizzazione del rischio attraverso la diversificazione degli investimenti. Tuttavia, i benefici della diversificazione si riducono in presenza di un'elevata correlazione tra gli asset. È noto che la diversificazione attraverso l'uso di portafogli più ampi non è il modo migliore per ottenere un miglioramento della performance fuori campione. Inoltre, l'inclusione di un numero elevato di posizioni nel portafoglio aumenta i costi di gestione e di transazione. Mentre i modelli classici di selezione del portafoglio si concentrano sulla minimizzazione del rischio e sulla massimizzazione del rendimento, lo scopo di questo lavoro è quello di includere un terzo obiettivo: la norma-1. Ciò consente di selezionare portafogli sparsi, cioè con un numero limitato di attività, che sono più facili da gestire e consentono di ottenere buoni risultati in termini di rischio-rendimento. La nostra analisi empirica si basa su un dataset di riferimento disponibile pubblicamente e spesso utilizzato in letteratura. DOI: 10.13134/979-12-5977-332-6
Handbook of Financial Integration
This comprehensive Handbook deftly examines key aspects of financial integration, providing an overview of contemporary research and new perspectives. Employing state of the art econometric methods to obtain new empirical evidence, it will be critical for designing optimal policies, and appropriate investment and risk management strategies.
Financial Systems in Troubled Waters
This collection considers the financial crisis from a managerial perspective, focussing on the business implications for the financial industry. Topics examined include governance, information needs and strategy of financial intermediaries and investors. The contributions build on the existing literature and present some unique insights on governance, credit quality evaluation and performance measurement. In a fast growing or steady market, it is possible for even an inefficient financial system to satisfy investors’ and firms’ needs. However, the current financial crisis has brought into sharp relief the limits of the inefficient practices adopted by the market, and made clear the impor...
Issues in Banking and Financial Markets: 2011 Edition
Issues in Banking and Financial Markets / 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Banking and Financial Markets. The editors have built Issues in Banking and Financial Markets: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Banking and Financial Markets in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Banking and Financial Markets: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.
