The purpose of this dissertation is to examine the relationships between the structural and managerial characteristics of corporate venture capital (CVC) programs and the consequences of their CVC activities, and reveal the mechanisms that lead to enhanced CVC performance. It consists of three...

A new multivariate semi-parametric risk forecasting framework is proposed, to enable the portfolio Value-at-Risk (VaR) and Expected Shortfall (ES) optimization and forecasting. The proposed framework accounts for the dependence structure among asset returns, without assuming their distribution....