This paper analyses the role of social capital on immigrants' labour market outcomes. We use the "principal component analysis" (PCA) to build an index of social networks and explore its impact on the probability of getting a job and on wage levels using the Households Income and Labour Dynamics...

We explain the variability of the mean-variance efficient frontier over time with a statistical three factor model. For an asset universe consisting of 22 stocks listed in Switzerland, the model explains more than 99% of the time variations in the efficient frontier.The three factors can be...

Principle Component Analysis (PCA) is one of the common techniques used in Risk modeling, i.e. statistical factor models. When using PCA to estimate the covariance matrix, and applying it to portfolio optimization, we formally analyze its performance, and find positive results in terms of...

Production planning and control (PPC) systems have to deal with rising complexity and dynamics. The complexity of planning tasks is due to some existing multiple variables and dynamic factors derived from uncertainties surrounding the PPC. Although literatures on exact scheduling algorithms,...

Using Kauffman, Kraay, and Mastruzzi governance indicators, this article analyzes the impact of formal institutions on the knowledge economy- by assessing how the enforcement of Intellectual Property Rights (IPRs) through good governance mechanisms affects the knowledge economy. The article also...

This paper analyses the role of social capital on immigrants' labour market outcomes. We use the "principal component analysis" (PCA) to build an index of social networks and explore its impact on the probability of getting a job and on wage levels using the Households Income and Labour Dynamics...

Using Kauffman, Kraay, and Mastruzzi governance indicators, this article analyzes the impact of formal institutions on the knowledge economy- by assessing how the enforcement of Intellectual Property Rights (IPRs) through good governance mechanisms affects the knowledge economy. The article also...

This paper projects the future of knowledge economy (KE) in SSA and MENA countries using the four components of the World Bank's Knowledge Economy Index (KEI): economic incentive, education, ICTs and innovation. The empirical evidence provides the speeds of integration as well as the time...