Publications des institutions partenaires
Tactical Asset Allocation mit genetischen Algorithmen
In this study of tactical asset allocation, we use a genetic algorithm to implement a market timing strategy. The algorithm makes a daily decision whether to invest in the market index or in a riskless asset. The market index is represented by the S&P500 Composite Index, the riskless asset by a 3-month T-Bill. The decision of the genetic algorithm is based on fundamental…
Institution partenaire
Deutsch / 01/01/2003
Inflation Forecast Uncertainty
We study the inflation uncertainty reported by individual forecasters in the Survey of Professional Forecasters 1969-2001. Three popular measures of uncertainty built from survey data are analyzed in the context of models for forecasting and asset pricing, and improved estimation methods are suggested. Popular time series models are evaluated for their ability to reproduce survey…
Institution partenaire
English / 01/01/2003
Asset Pricing in Macroeconomic Models
Analysis of financial prices in macroeconomic models rests on two building blocks: the consumption-based asset pricing model and the structure of payoffs. This chapter studies how different modelling choices affect yield curves (real and nominal), risk premia on equity (levered or not), and options. The emphasis is on surveying existing models and to bring out the basic mechanisms…
Institution partenaire
English / 01/01/2003
Entrepreneurship beyond (a new) economy: creative swarms and pathological zones
Institution partenaire
English / 01/01/2003
Theories of diversity within organisation studies: Debates and future trajectories
Institution partenaire
English / 01/01/2003
Das "EI" des Columbus- oder welche Funktion hat die Diskussion über emotionale Intelligenz?
Institution partenaire
Deutsch / 01/01/2003
Lernen in der Kampfarena - Interaktionsthemen im Change Management als reichhaltige Lernplattformen nutzen
Wie lassen sich die in der Organisation «liegenden» Interaktionsthemen für eine lernunterstützende «organisierte Komplexität» nutzen? Wie können die Tagesgeschäft-Themen zum interessierenden Konfrontationsfeld für Mitarbeiter/-innen und Führungskräfte werden? Veränderung so unsere These vollzieht sich in der konkurrierenden Auseinandersetzung der dominierenden «alten» Logik mit…
Institution partenaire
Deutsch / 01/01/2003
Organizational Learning and Learning Organizations. Theory and empirical findings
Presents a survey of the concepts and empirical evidence of the effects of organizational learning (OL) and learning organizations (LO). It summarizes and compares theories, empirical studies, and practical implications from 4 main research perspectives: information processing (IP), knowledge management (KM), strategic management (SM), and organizational culture (OC). The IP…
Institution partenaire
English / 01/01/2003
"Family Friendliness" in Organisationen. Eine diskursanalytische Untersuchung zu verschiedenen Verständnissen und Konsequenzen von "Familienfreundlichkeit"
Institution partenaire
Deutsch / 01/01/2003
Entrepreneurship: in between what? On the "frontier" as a discourse of entrepreneurship research
Institution partenaire
English / 01/01/2003
The Deterrent Effect of National Anti-Cartel Laws: Evidence from the International Vitamins Cartel
During the 1990s the European Commission and the United States Department of Justice between them prosecuted over 40 cartels that involved private firms and whose effects went beyond national borders. These private international cartels were found in a wide range of products - from citric acid, vitamins, newsprint, and fax paper to shipping and chemicals such as aluminium phosphide…
Institution partenaire
English / 01/01/2003
A Multilateral Framework for Competition Policy?
Institution partenaire
English / 01/01/2003
Can Developing Countries Benefit from Negotiations on Transparency in Government Procurement in the Doha Round?
It is important to appreciate how large the world's government procurement markets are. Although precise estimates are hard to come by, a recent analysis by the Organisation for Economic Co-operation and Development (OECD) indicates that total central government expenditures of its members, excluding military spending and the compensation of state employees, was just under $2…
Institution partenaire
English / 01/01/2003
The Failure of the WTO Ministerial meeting in Cancun: What implications for future research on the world trading system?
Institution partenaire
English / 01/01/2003
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