Global economies have been characterised by a large dependency of material inflows from natural stocks, an exponential growth of material stock-in-use in the built environment, and the extensive disposal of waste material outflows to anthropogenic sinks. I ...
This thesis empirically explored the impacts of IT investment on three different scenarios under the common denominator / threads of IT investments. It comprises three different essays on the impacts of IT investments. IT investments and its impact on many ...
This paper proposes the application of optimization techniques to design reticular structures made from a stock of reused elements. Still little explored, the reuse of structural components over multiple service lives has the potential to reduce the enviro ...
Corporate disclosure is the most important source of information about the firm for the outside investors. While some disclosure of public firms is mandated by regulation, firm managers can provide extra information at their discretion by making voluntary ...
This thesis presents new flexible dynamic stochastic models for the evolution of market prices and new methods for the valuation of derivatives. These models and methods build on the recently characterized class of polynomial jump-diffusion processes for w ...
The last 2 decades have witnessed a dramatic increase in the use of patent citation data in social science research. Facilitated by digitization of the patent data and increasing computing power, a community of practice has grown up that has developed meth ...
This thesis examines predictability and seasonality in the cross-section of stock returns. The first chapter, titled ``Infrequent Rebalancing, Return Autocorrelation, and Seasonality,'' shows that a model of infrequent rebalancing can explain specific pred ...
Growth-optimal portfolios are guaranteed to accumulate higher wealth than any other investment strategy in the long run. However, they tend to be risky in the short term. For serially uncorrelated markets, similar portfolios with more robust guarantees hav ...
