Search results for "Portfolio"

showing 10 items of 303 documents

Effects of unconventional monetary policy on income and wealth distribution: Evidence from United States and Eurozone

2019

As an answer to the “Great Recession” and Zero Lower Bound problem, main central banks had to use unconventional monetary policy (UMP). This research focuses on the distributive effects of these measures on household income and household wealth in the United States of America (USA) and the Eurozone. For this purpose, this paper presents four models that were constructed using the Structural Vector Autoregressive methodology (SVAR). The results suggest that the UMPs applied by the Federal Reserve (FED) in the USA could increase wealth and income inequality through the portfolio channel. However, the same results were not observed in the Eurozone. Key words: United States of America, Eurozone…

Inequalitymedia_common.quotation_subjectlcsh:Economic theory. Demography05 social sciencesMonetary policyZero lower boundMonetary economicswealth in equality0506 political sciencelcsh:HB1-3840Economic inequalityunited states of america0502 economics and business050602 political science & public administrationEconomicsPortfolioHousehold incomeWealth distribution050207 economicsRedistribution of income and wealtheurozoneunconventional monetary policyGeneral Economics Econometrics and Financeincome inequalitymedia_commonPanoeconomicus
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Toward a formalization of a two traders market with information exchange

2014

This paper shows that Hamiltonians and operators can also be put to good use even in contexts which are not purely physics based. Consider the world of finance. The work presented here {models a two traders system with information exchange with the help of four fundamental operators: cash and share operators; a portfolio operator and an operator reflecting the loss of information. An information Hamiltonian is considered and an additional Hamiltonian is presented which reflects the dynamics of selling/buying shares between traders. An important result of the paper is that when the information Hamiltonian is zero, portfolio operators commute with the Hamiltonian and this suggests that the dy…

Infinite setAtomic and Molecular Physics and OpticInequalitymedia_common.quotation_subjectComputationFOS: Physical sciencesCondensed Matter PhysicFOS: Economics and businesssymbols.namesakeOperator (computer programming)Computer Science::Computational Engineering Finance and Scienceinformation in financeSettore MAT/07 - Fisica MatematicaMathematical PhysicsInformation exchangeMathematicsmedia_commonMathematical Physics (math-ph)Condensed Matter PhysicsMathematical Finance (q-fin.MF)Atomic and Molecular Physics and Opticsquantum tools in classical systemQuantitative Finance - Mathematical Financenumber operatorCashsymbolsPortfolioHamiltonian (quantum mechanics)Mathematical economicsPhysica Scripta
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Exploring the Relationship between Information Technology Infrastructure Library and Process Management: Theory Development and Empirical Testing

2014

This paper investigates whether information technology (IT) departments that implement the IT Infrastructure Library (ITIL) processes also employ process management. This is a pertinent issue, as ITIL not only implies a time-limited program for redesigning vital IT processes according to best practices but a complete transformation to ITIL also implies that processes are managed on a daily basis. Without process management, ITIL will not be a success beyond its initial implementation. A survey of 444 Nordic ITIL experts was conducted to examine if there is a correlation between the implementation of ITIL processes and process management. The results are unambiguous and promising for sustain…

Information Technology Infrastructure LibraryConfiguration managementITIL security managementProcess managementFinancial management for IT servicesComputer scienceManagement of Technology and InnovationStrategy and ManagementIncident management (ITSM)IT portfolio managementCapacity managementChange management (ITSM)Knowledge and Process Management
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Wine - investment: a profitable alternative investment or a simple long term pleasure?

2014

International audience; The purpose of this work is twofold: - to make a first historic analysis of performance through an investment in wine by comparing its performance with those that would have been possible to obtain at the same time by providing financial term investments; - to introduce the regional diversity of performance by considering the situation in the three selected geographic areas.

JEL: D - Microeconomics/D.D4 - Market Structure Pricing and Design/D.D4.D44 - AuctionsJEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q1 - Agriculture/Q.Q1.Q11 - Aggregate Supply and Demand Analysis • PricesJEL : G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment DecisionsJEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment Decisions[ SHS.ECO ] Humanities and Social Sciences/Economies and finances[SHS.ECO]Humanities and Social Sciences/Economics and Finance[SHS.ECO] Humanities and Social Sciences/Economics and FinanceJEL : Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q1 - Agriculture/Q.Q1.Q11 - Aggregate Supply and Demand Analysis • PricesJEL : D - Microeconomics/D.D4 - Market Structure Pricing and Design/D.D4.D44 - Auctions
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Enabling a culture for IT services; the role of the IT infrastructure library

2016

Building on process management and service climate theories, this paper investigates the pertinent issues of whether firms that implement ITIL best practices for IT service management will also experience growth in their process management activities and IT service climate. First, ITIL practices imply that processes in the IT department should be managed on a daily basis; without process management, ITIL will fail beyond its initial implementation. Second, two of the main reasons for adopting ITIL are to become a service-oriented organisation and to deliver IT services that meet business needs. Thus, we hypothesise that as the implementation status of ITIL increases, process management and …

Knowledge managementComputer Networks and Communicationsbusiness.industry05 social sciencesIT service managementIT portfolio managementCapacity managementChange management (ITSM)Computer Science ApplicationsInformation Technology Infrastructure LibraryITIL security managementHardware and ArchitectureFinancial management for IT services0502 economics and businessIncident management (ITSM)050211 marketingBusiness050203 business & managementSoftwareInternational Journal of Information Technology and Management
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Using the ITIL Process Reference Model for Realizing IT Governance: An Empirical Investigation

2014

Information Technology Infrastructure Library ITIL is a popular framework for IT governance, but little academic research on ITIL exists. The authors investigate the overlap between ITIL and IT governance practices to illustrate ITIL's potential to stimulate IT governance. A field study shows that IT implementation success is particularly influenced by group efficacy and organizational resources, and, to a lesser extent, senior-management involvement. Findings show that ITIL, as expected, is a framework that contributes to IT governance by stimulating process management practices.

Knowledge managementbusiness.industryCorporate governanceIT service managementInformation technologyIT portfolio managementLibrary and Information SciencesCapacity managementComputer Science ApplicationsInformation Technology Infrastructure LibraryITIL security managementFinancial management for IT servicesbusinessInformation Systems
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Kredītēšana Latvijā: Attīstība un problēmas

2016

Galvenais kreditēšanas uzdevums ir veicināt labvēlīgus makroekonomiskos apstākļus tautsaimniecības ilgtermiņa attīstībai. Kreditēšanai ir nepieciešama cieša uzraudzība, lai tās darbība būtu vērsta uz attīstību. Sava darba sākumā autore sniedz informāciju par pareizu kreditēšanas pārvaldību, ar to saistītajiem riskiem un kontroles pasākumiem. Lai atspoguļotu kreditēšanas attīstības posmus, tiek veikta komercbanku un ne-banku kredītportfeļa un ar to saistīto risku analīze. Tiek atklātas kreditēšanas problēmas no aizņēmēju un aizdevēju puses, piedāvāti iespējamie pasākumi to novēršanai. Darbā tiek noskaidrotas pastāvošās problēmas Latvijas kreditēšanas situācijā, tiek piedāvāti iespējamie vari…

Kredītriski/Credit riskKomercbanku kredītportfelis/The loan portfolio of commercial banksKreditēšana/Lending.EkonomikaNe banku kredītportfelis/non bank credit portfolio
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Sports participation in France and Spain: An international comparison of voraciousness for sport

2020

International audience; The societal comparative approach used in this article to assess voraciousness for sport is based on local surveys. The global was studied at a local level, based on a lengthy process of harmonization of quantitative local surveys. The research is carried out in two countries that are geographically close, but quite different to each other: France and Spain. In an increasingly globalized world, the objective is to examine differences in the social uses of physical activities and sports (PAS) between the two populations, by explaining them with respect to the differences between these two societies as a whole. The social differentiations identified in the portfolio si…

Linguistics and Language050402 sociology[SHS.SOCIO]Humanities and Social Sciences/SociologyLiterature and Literary TheoryGlocalizationProcess (engineering)Comparative methodCommunication05 social sciencesCross-national study050801 communication & media studiesHarmonization[SHS.DEMO]Humanities and Social Sciences/DemographyLanguage and LinguisticsGlobalization0508 media and communications0504 sociologySpainPolitical scienceRegional sciencePortfolioFrance10. No inequalitySport voraciousnessSocial use
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From NGOs to Banks: Does Institutional Transformation Alter the Business Model of Microfinance Institutions?

2017

© 2016 Elsevier Ltd In the microfinance industry an increasing number of providers are undergoing an institutional transformation from NGO to a shareholder-owned and typically regulated financial entity. Little is known about the extent to which this transformation affects the way microfinance institutions (MFIs) conduct their business. Our results obtained by applying an event study methodology to 66 transformed MFIs suggest that portfolio yield is driven down by 3.9 percentage points due to transformation, indicating that clients get more favorable interest rates. MFIs are able to significantly cut down their operational expenses, of which 1.1 percentage points can be attributed to transf…

MacroeconomicsEconomics and EconometricsMicrofinanceLeverage (finance)Sociology and Political Sciencebusiness.industrymedia_common.quotation_subject05 social sciencesGeography Planning and DevelopmentFinancial systemDevelopmentBusiness modellaw.inventionlawLoanReturn on equityDebt0502 economics and businessEconomicsPortfolio050207 economicsbusiness050203 business & managementFinancial servicesmedia_common
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The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS

2012

In this paper, we investigate whether better information about the macroeconomic environment of an economy has a positive impact on its capital inflows, namely portfolio and foreign direct investment (FDI). The purpose of our study is to explicitly quantify information asymmetries by compliance with the IMF's Special Data Dissemination Standard (SDDS). For FDI, we fi nd statistically signi cant and robust support for this hypothesis: SDDS subscription increased inflows by an economically relevant magnitude of about 60 percent. We also find evidence of aversion against political and macroeconomic risk as determinants of portfolio and FDI flows and use a non-parametric test for spatial correl…

Macroeconomicsmedia_common.quotation_subjectjel:F21Monetary economicsForeign direct investmentPortfolio investmentjel:C33Interest rateInformation asymmetryjel:G14determinants of capital flows; information; panel data; risk; SDDS; IMF; FDI; portfolio investment; spatial econometricsCapital (economics)EconomicsGeneral Earth and Planetary SciencesPortfolioEconomic modelSpatial econometricsGeneral Environmental Sciencemedia_commonPanel dataSSRN Electronic Journal
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