Purpose - The purpose of this study is to extend the classical noncentral F-distribution under normal settings to noncentral closed skew F-distribution for dealing with independent samples from multivariate skew normal (SN) distributions. Design/methodology/approach - Based on generalized...

Purpose The purpose of this paper is to investigate the forces driving organizational innovation, particularly CEO transformational leadership as it affects external and internal social capital in top management teams. Design/methodology/approach Survey questionnaires were administered to 90...

Healthcare waste (HCW) management plays a vital role in the development of modern society. In HCW management, failure mode and effects analysis (FMEA) is a popular method to implement risk management for improving the quality of healthcare. However, the shortcomings of the traditional FMEA...

In this paper, we modify Duan’s (1995) local risk-neutral valuation relationship (mLRNVR) for the GARCH option-pricing models. In our mLRNVR, the conditional variances under two measures are designed to be different and the variance process is more persistent in the risk-neutral measure than...

Reasonable layout of logistics centers in the ASEAN countries has important practical significance for improving logistics network efficiency and reducing logistics transportation costs. This paper based on the current status of the ASEAN logistics network and the characteristics of the...

In this paper, we study the skewness risk and its return predictability in the energy market. Skewness risk is often used to measure the possibility of market crash. We study both physical skewness (market skewness and cross-sectional average realized skewness) estimated from underlying stock...

In this paper, we test the applicability of different Fama-French (FF) factor models in Vietnam, we investigate the value factor redundancy and examine the choice of the profitability factor. Our empirical evidence shows that the FF five-factor model has more explanatory power than the FF...