Search results for "Folio"

Management dilemmas in innovative supplier networks

2016

This paper focuses on the challenges in managing innovation within supply networks. We present an empirical study on innovation collaboration between a focal company and its supply network of small and medium sized enterprises. By analysing the case from the viewpoints of the focal company, the suppliers and investors we point out three controversial issues in innovation management within the supply network: intellectual property rights, partnering versus competition, and commitment versus independency. Furthermore, we analyse the suppliers' positions with a purchasing portfolio model and present implications for innovation management practices in supply chains. peerReviewed

Toward Effective Risk Management in is Development: Introduction to Risk Based Scorecard

1999

Though, both academics and practitioners, recognise the importance of risks related to information systems development (ISD) process, relatively little attention has been paid to this problem. In this paper we distinguish three types of ISD activity, representing three levels of IT concerns: the development of an organization’s IT strategy (the strategy level); the selection of a portfolio of IS projects (the planning level); the management of a system development (the management level); a useful feature of the book: the exercises

Opportunities for research on evaluation of seaport performance: A systemic analysis from international literature

2015

The purpose of this article is to analyze the opportunities for research on the theme evaluation of seaport performance through the investigation of a bibliographic portfolio of articles with scientific relevance.  In order to reach this goal, the intervention tool used was ProKnow-C (Knowledge Development Process – Constructivist), which consists of a structured process for the generation of knowledge on a determined theme from the interests and limitations of the researcher, following a constructivist view and requiring a constant interaction between the researcher and the object of his research. The highlighted results are the identification of the main characteristics of the scientific …

MEDIA SKILLS AND PROFESSIONAL AWARENESS IN TEACHER TRAINING

2016

The present paper documents the use of an e-portfolio to promote a process of reflection on the digital skills of in-service teachers. Teachers have been involved for 75 hours in experiencing a training methodology for the promotion of media skills necessary to design paths of media education. The use of the e-portfolio as a means of course assessment was evaluated by the participating group of 91 trainee teachers. The methods of data collection took the form of an analysis carried out thanks to the use of a check list with 22 indicators deduced from the research, of which the frequency was observed. The analysis of the e-portfolios revealed a high trainee teachers’ ability to recognize the…

Local Expected Shortfall-Hedging

2001

This paper proposes a self-financing trading strategy that minimizes the expected shortfall locally when hedging a European contingent claim. A positive shortfall occurs if the hedger is not willing to follow a perfect hedging or a superhedging strategy. In contrast to the classical variance criterion, the expected shortfall criterion depends only on undesirable outcomes where the terminal value of the written option exceeds the terminal value of the hedge portfolio. Searching a strategy which minimizes the expected shortfall is equivalent to the iterative solution of linear programs whose number increases exponentially with respect to the number of trading dates. Therefore, we partition th…

E-portfolio e flipped classroom: un’indagine esplorativa con i futuri insegnanti di scuola primaria

2023

Il contributo intende far riflettere sul tema della formazione dei futuri insegnanti di scuola primaria, a partire dall’impiego dell’e-portfolio come dispositivo innovativo per promuovere l’acquisizione della competenza riflessiva e autovalutativa all’interno della flipped classroom. La ricerca, che ha coinvolto 154 studenti del Corso di laurea magistrale in Scienze della Formazione Primaria dell’Università degli Studi di Palermo, che frequentavano il corso di Docimologia nell’anno accademico 2020/2021, presenta i presupposti teorici, gli obiettivi e le modalità operative di un percorso che ha visto l’impiego dell’e-portfolio nella flipped per promuovere lo sviluppo delle competenze docimol…

Aika-, ikä- ja kohorttivaikutukset kotitalouksien rahoitusvarallisuuden rakenteisiin Suomessa vuosina 1994-2004

2007

The Role of Covariance Matrix Forecasting Method in the Performance of Minimum-Variance Portfolios

2014

Providing a more accurate covariance matrix forecast can substantially improve the performance of optimized portfolios. Using out-of-sample tests, in this paper, we evaluate alternative covariance matrix forecasting methods by looking at (1) their forecast accuracy, (2) their ability to track the volatility of the minimum-variance portfolio, and (3) their ability to keep the volatility of the minimum-variance portfolio at a target level. We find large differences between the methods. Our results suggest that shrinkage of the sample covariance matrix improves neither the forecast accuracy nor the performance of minimum-variance portfolios. In contrast, switching from the sample covariance ma…

Volatility Weighting over Time in the Presence of Transaction Costs

2019

Numerous empirical studies demonstrate the superiority of dynamic strategies with a volatility-weighting-over-time mechanism. These strategies control the portfolio risk over time by adjusting the risk exposure according to updated volatility forecasts. Yet, to reap all the benefits promised by volatility weighting over time, the composition of the active portfolio must be revised rather frequently. Transaction costs represent a serious obstacle to benefiting from this dynamic risk control technique. In this article, we propose a modified volatility-weighting strategy that allows one to reduce dramatically the amount of trading costs. The empirical evidence shows that the advantages of the …

The Best Hedging Strategy in the Presence of Transaction Costs

2009

Considerable theoretical work has been devoted to the problem of option pricing and hedging with transaction costs. A variety of methods have been suggested and are currently being used for dynamic hedging of options in the presence of transaction costs. However, very little was done on the subject of an empirical comparison of different methods for option hedging with transaction costs. In a few existing studies the different methods are compared by studying their empirical performances in hedging only a plain-vanilla short call option. The reader is tempted to assume that the ranking of the different methods for hedging any kind of option remains the same as that for a vanilla call. The …