The extended Kalman filter, which linearizes the relationship between security prices and state variables, is widely used in fixed income applications. We investigate if the unscented Kalman filter should be used to capture nonlinearities, and compare the performance of the Kalman filter to that...

The extended Kalman filter, which linearizes the relationship between security prices and state variables, is widely used in fixed income applications. We investigate if the unscented Kalman filter should be used to capture nonlinearities, and compare the performance of the Kalman filter to that...

Research question- Is the failure of performance measurement systems (PMS) due to the crisis in itself or to a radical change in the paradigm that governs the world that has caused a loss of momentum? Motivation- In the era of recurrent/multiple crises, some researchers have signaled the...

Purpose The purpose of this paper is to model SME board configurations and then to examine empirically their diversity. Polarity in corporate board research around two primary tasks (control and service/strategy), neither captures comprehensively the range of SME board types, based on what they...