Customer Value in Business Markets: An Agenda for Inquiry


Industrial Marketing Management

2001, vol. 30, n°4, pp.315-319

Départements : Marketing

*CONSUMERS*INDUSTRIAL management*MARKETING -- Management*MARKETING research*PURCHASING agents*VALUE NAICS/Industry Codes: 541910 Marketing Research and Public Opinion Polling531210 Offices of Real Estate Agents and Brokers812990 All Other Personal Services Abstract: In recent years, there has been a resurgence of interest in the value construct among both practitioners and marketing researchers. The purpose of this article is to introduce the reader to the different articles included in this special issue of Industrial Marketing Management on Customer Value in Business Markets. The issue takes a look at value from three different perspectives: value creation for the customer, value creation for the supplier, and joint buyer-seller value creation. Directions for future customer value research in the area of business marketing are provided

Diagnostiquer les fractures managériales au sein d'une équipe de direction : méthode, analyse et préconisations

M. FIOL, Y. Fronda

Management et Conjoncture Sociale

7 mai 2001, n°604

Départements : Comptabilité et Contrôle de Gestion

Discounted Cash Flows Analysis: An Interactive Fuzzy Arithmetic Approach


European Journal of Economic and Social Systems

2001, vol. 15, n°2

Départements : Comptabilité et Contrôle de Gestion

Dix ans d'application du règlement concentration par la Commission européenne (une analyse juridique des statistiques)


La Gazette Européenne du Palais

30-31 mai 2001, n°27, pp.5-12

Départements : Droit et fiscalité

Mots clés : Application, Règlement, Concentration, Commission européenne, Analyse juridique, Statistiques

Equivariant Elliptic Cohomology and Rigidity


American Journal of Mathematics

août 2001, vol. 123, n°4, pp.647-677

Départements : Finance, GREGHEC (CNRS)

Equivariant elliptic cohomology with coriplex coefficients was defined axiomatically by Ginzburg. Kapranov and Vasserot and constructed by Grojnowski. We give an invariant definition of complex S1-equivariant elliptic cohomology, and use it to give an entirely cohomological proof of the rigidity theorem of Witten for the elliptic genus. We also state and prove a rigidity theorem for families of elliptic genera.

Evaluation et financement des start-up Internet


Revue Economique

2001, vol. 52, pp.291-312

Départements : Finance

numéro spécial

Expectations and aspirations in dilemma interactions


British Journal of Political Science

janvier 2001, vol. 31, pp.193-209

Extreme Correlation of International Equity Markets

F. Longin, B. SOLNIK

The Journal of Finance

avril 2001, vol. 56, n°2, pp.649-676

Départements : Finance

Testing the hypothesis that international equity market correlation increases in volatile times is a difficult exercise and misleading results have often been reported in the past because of a spurious relationship between correlation and volatility. Using “extreme value theory” to model the multivariate distribution tails, we derive the distribution of extreme correlation for a wide class of return distributions. Empirically, we reject the null hypothesis of multivariate normality for the negative tail, but not for the positive tail. We also find that correlation is not related to market volatility per se but to the market trend. Correlation increases in bear markets, but not in bull markets

Firm selection: an integrative perspective


Organization Studies

2001, vol. 22, n°3, pp.393-417

Départements : Stratégie et Politique d’Entreprise, GREGHEC (CNRS)

Mots clés : Selection, Evolution, Population ecology, Evolutionary economics, Resource-based view

Forecasting multifractal volatility

A. Fisher, L. E. CALVET

Journal of Econometrics

octobre 2001, vol. 105, n°1, pp.27-58

Départements : Finance

Mots clés : Forecasting, Long memory, Multiple frequencies, Stochastic volatility weak convergence

This paper develops analytical methods to forecast the distribution of future returns for a new continuous-time process, the Poisson multifractal. The process captures the thick tails, volatility persistence, and moment scaling exhibited by many financial time series. It can be interpreted as a stochastic volatility model with multiple frequencies and a Markov latent state. We assume for simplicity that the forecaster knows the true generating process with certainty but only observes past returns. The challenge in this environment is long memory and the corresponding infinite dimension of the state space. We introduce a discretized version of the model that has a finite state space and an analytical solution to the conditioning problem. As the grid step size goes to zero, the discretized model weakly converges to the continuous-time process, implying the consistency of the density forecasts.