2016 December - 4 articles
The purpose of this study is to investigate the impact of board structure on the performance of French firms in the presence of several monitoring committees. We studied 80 publicly listed French firms spanning from 2001 to 2013. We concluded that la...
Due to the recent financial crisis and European debt crisis, credit risk evaluation has become an increasingly important issue for financial institutions. Reliable credit scoring models are crucial for commercial banks to evaluate the financial perfo...
Special investment vehicles (SIVs), extremely popular financial structures for the creation of highly-rated tranched securities, experienced spectacular demise in the 2007-2008 financial crisis. These financial vehicles epitomize the shadow banking s...
The paper compares portfolio optimization with the Second-Order Stochastic Dominance (SSD) constraints with mean-variance and minimum variance portfolio optimization. As a distribution-free decision rule, stochastic dominance takes into account the e...
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