This paper is a critical review, and suggestion for further research and relevance for Human Resource Management of the article, “Does Corporate Social Responsibility Orientation Vary by Position in the Organizational Hierarchy” (Angelidis, et al. 2008)

We analyse the effect of the discrete sampling on the valuation of options on the realized variance in the Heston (1993) stochastic volatility model. It has been known for a while (Buehler (2006)) that, even though the quadratic variance can serve as an approximation to the discrete variance for...

We examine the prediction of Merton's intertemporal CAPM that time varying risk premiums arise from the conditional covariances of returns on assets with the return on the market and other state variables. We find a positive and significant price of risk for the covariance with the market return...

We examine the prediction of Merton's intertemporal CAPM that time varying risk premiums arise from the conditional covariances of returns on assets with the return on the market and other state variables. We find a positive and significant price of risk for the covariance with the market return...