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Business and Management (R0)

Takeaki Kariya

Yoshiro Yamamura

Empirically Effective Government and Corporate Bond Pricing Models

Yield Curves and Default Curves

&lt;p&gt;An Overview over the Content of This Book.- GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System.- Pricing Government Bonds and Yield Curves via K Models.-&amp;nbsp;Empirical Effectiveness of the KGB Model as JGB and USGB Pricing Models.- Empirical Effectiveness of K0-Yield Curve.- KCB Model and Term Structure of Default Probabilities (TSDP).- Credit Risk Analyses on Japanese CBs and Default Curves.- Credit Risk Analyses on CB Prices in the US Energy Sector.- Credit Risk Analysis on Euro Government Bonds.- Extended KCB Model, Credit Portfolio and CDS Pricing.&lt;/p&gt;


Contributions to Economics

Classical extreme value theory is the only mathematically justified framework for extrapolating into unobserved tail regions, but its standard tools were not designed for the high-dimensional, nonstationary, and causally interconnected systems that define modern risk. This book develops the necessary extensions, integrating foundational EVT with Bayesian nonparametrics, information theory, machine learning, and quantum probability across thirteen chapters in four parts.
The first part develops GEV and GPD foundations with complete measure-theoretic proofs. It extends max-stability to high dimensions using angular measure decompositions that scale to hundreds of risk factors. The second part covers nonparametric tail estimation with boundary bias correction, Bayesian Extreme Learning with entropy-regularized posteriors, Dirichlet process mixtures for heavy-tailed data, and the Extreme Value Information Criterion for tail-focused model selection. The third part introduces dynamic GEV state-space models with particle filtering for nonstationary extremes, threshold-weighted scoring rules for forecast evaluation and combination, Pareto-EVaR as a coherent risk measure that unifies GPD calibration with exponential moment constraints, and portfolio optimization under extremal transfer entropy constraints. The fourth part formalizes causal inference under regularly varying noise, develops tail-adaptive machine learning for extreme quantile estimation, and applies quantum density matrices and quantum copulas to systemic risk detection.
All theoretical results include complete proofs. Methods are implemented in R and Python with reproducible code tested on financial returns, temperature records, flood data, and cryptocurrency markets. The book serves researchers, graduate students, and advanced undergraduates in econometrics, finance, environmental science, and risk management.

Classical extreme value theory is the only mathematically justified framework for extrapolating into unobserved tail regions, but its standard tools were not designed for the high-dimensional, nonstationary, and causally interconnected systems that define modern risk. This book develops the necessary extensions, integrating foundational EVT with Bayesian nonparametrics, information theory, machine learning, and quantum probability across thirteen chapters in four parts.The first part develops GEV and GPD foundations with complete measure-theoretic proofs. It extends max-stability to high dimensions using angular measure decompositions that scale to hundreds of risk factors. The second part covers nonparametric tail estimation with boundary bias correction, Bayesian Extreme Learning with entropy-regularized posteriors, Dirichlet process mixtures for heavy-tailed data, and the Extreme Value Information Criterion for tail-focused model selection. The third part introduces dynamic GEV state-space models with particle filtering for nonstationary extremes, threshold-weighted scoring rules for forecast evaluation and combination, Pareto-EVaR as a coherent risk measure that unifies GPD calibration with exponential moment constraints, and portfolio optimization under extremal transfer entropy constraints. The fourth part formalizes causal inference under regularly varying noise, develops tail-adaptive machine learning for extreme quantile estimation, and applies quantum density matrices and quantum copulas to systemic risk detection.All theoretical results include complete proofs. Methods are implemented in R and Python with reproducible code tested on financial returns, temperature records, flood data, and cryptocurrency markets. The book serves researchers, graduate students, and advanced undergraduates in econometrics, finance, environmental science, and risk management.

Inference, Computation, and Forecasting

Contemporary Extreme Value Methods

Finance for Professionals

Interdisciplinary Perspectives and Global Case Studies

Applied Investor Relations and Financial Communication

Econometric Society Monographs

A Framework for Economists with Policy Aspirations

Minimalist Market Design

Contributions to Finance and Accounting

This monograph explores the relationship between financial structure optimization decisions and business performance in an emergent economy. Focusing on Romanian motor parts and accessories wholesale companies, the book provides a data-driven examination of how capital structure influences profitability, return on equity, and financial stability, particularly during periods of economic uncertainty. Drawing on real-world financial data at the national level, the study evaluates the impact of different financing strategies and employs analytical tools such as the Regression Analysis based on the sector's data alongside industry-specific performance indicators to assess performance, leverage and financial profitability.Addressing key themes including financial decision-making under uncertainty, access to capital in emerging markets, and the influence of ownership structures on "long-term outcomes". This book offers valuable insights for academics, finance professionals, policymakers, and researchers. Its findings contribute to a deeper understanding of capital structure dynamics, financial profitability, and business performance within evolving market environments.Rodica Baciu 
 (Bucharest University of Economic Studies, Romania)
 
 is a researcher and entrepreneur with over 25 years of leadership experience in the Romanian automotive sector. Her research interests include corporate finance, financial structure, and insolvency risk in the Romanian context.

This monograph explores the relationship between financial structure optimization decisions and business performance in an emergent economy. Focusing on Romanian motor parts and accessories wholesale companies, the book provides a data-driven examination of how capital structure influences profitability, return on equity, and financial stability, particularly during periods of economic uncertainty. Drawing on real-world financial data at the national level, the study evaluates the impact of different financing strategies and employs analytical tools such as the Regression Analysis based on the sector's data alongside industry-specific performance indicators to assess performance, leverage and financial profitability.Addressing key themes including financial decision-making under uncertainty, access to capital in emerging markets, and the influence of ownership structures on "long-term outcomes". This book offers valuable insights for academics, finance professionals, policymakers, and researchers. Its findings contribute to a deeper understanding of capital structure dynamics, financial profitability, and business performance within evolving market environments.

Evidence from Romania's Automotive Parts Distribution Sector

Capital Structure and Financial Performance

The Basics

Finance

An A-to-Z roadmap for effective investment in impact companies In Funds with Purpose: Designing Venture Models for Sustainable Growth and Impact, the founder and CEO of HBCUvc, a nonprofit expanding access to capital for underrepresented communities, Hadiyah Mujhid, delivers a comprehensive resource for entrepreneurs, investors, emerging fund managers, and graduate instructors interested in designing funds that work in the real world. You'll find innovative strategies and real-world examples of funds tailored to a wide variety of ecosystems and markets. You'll also discover powerful tools you can use to design, structure, and manage funds that deploy scalable, sustainable investment models that work for entrepreneurs, the communities they serve, and investors. Inside the book: <ul> <li>Practical frameworks for investing in impact companies</li> <li>Strategies for creating long-term business growth and financial returns</li> <li>Guidance for working through fund structure, portfolio management, and company support</li> </ul> The ultimate guide to prioritizing meaningful impact while still enjoying significant financial success, Funds with Purpose is an essential resource for venture capitalists, fund managers, limited partners, angel investors, and entrepreneurs everywhere.

Designing Venture Models for Sustainable

Funds with Purpose

Landmark Cases

This book presents the landmark cases in company law which have shaped and defined the field and is written by leading experts in the field.

Part of the market-leading Landmark Cases series, this book brings together leading experts in company law to analyse the the landmark cases in company law which have shaped and defined the field. Drawing on a range of diverse methods and a multi-disciplinary orientation, the book explains the past, present, and future of company law as well as its shape, structure, and trajectory. Company law is now understood to be a creature of statute law. The Companies Act of 2006 is a monumental piece of legislative work. Cases, however, played a central role in creating, establishing, and influencing legal ideas that were later enshrined within pieces of legislation. To identify the landmark cases in company law, the book develops an original, democratic, and objective method. It undertakes a citation analysis of cases used by 5 leading English company law textbooks. Highly cited cases are widely understood to be central to the company law curriculum. Once these cases have been identified, they are examined by leading scholars in company law. The analysis that follows sheds some much needed light on how, why, and when historic rules came into being. This contextual analysis is missing from the original law reports as well as the legislation that we see in operation today. It follows that these novel accounts of the roots of company law push beyond a simplistic narration of the case and proffer a new explanation for why legal rules took the shape that they did. Other archaeological studies also provide a fresh account of the case. Such an excavation informs the reader about legal advisors or the parties in the suit to explain why the litigation arose in this particular way, manner, or form.

Landmark Cases in Company Law

Springer Texts in Business and Economics

Fundamentals, Institutions, and Financial Analysis

Islamic Financial Management, Vol 1

Neue ökonomische Grundrisse

The second edition of this instructive and thought-provoking guide to the theory and practice of corporate financial decision making has been completely revised and up-dated. In particular, the many and varied changes to financial and capital markets have been worked into the application-orientated chapters together with additional diagrams and tables. The book's chapters on theoretical models have been enhanced with further examples, each ending with a practical exercise the solution to which will be made available online.
 

 Different conditions apply to libraries for this title; please contact the sales department.

Unternehmensfinanzierung und Kapitalmarkt

Research Series on Responsible Enterprise Ecosystems

Innovating for the Public Good Through Sustainable Governance and the SDGs

Sustainability in Public Entrepreneurship

Routledge Studies in Trust Research

Corporate Self-Financing and Market Trust examines whether and under what conditions internally generated financial resources strengthen investor trust in listed food and beverage companies. Combining corporate finance theory with comparative evidence from the United States, developed European markets, and emerging European markets, the book develops a trust-centered model of internal financing. It distinguishes internal financing capacity from self-financing and shows that retained earnings, operating cash flow, liquidity, leverage, governance, ESG disclosure, and capital allocation discipline do not influence market trust independently. Their effects depend on institutional context and the credibility with which financial decisions are communicated.Drawing on company-level data for 2019-2024, the book integrates financial ratio analysis, non-parametric tests, panel regressions, moderation analysis, structural equation modeling, and comparative case studies. It also introduces a multidimensional Investor Trust Proxy based on observable market measures. The book will be valuable to researchers and advanced students in corporate finance, accounting, agribusiness, and sustainability, as well as managers, investors, and policymakers seeking to understand how financing decisions become credible market signals.

A Comparative Study of Food and Beverage Companies in the U.S. and Europe

Corporate Self-Financing and Market Trust

World Scientific Lecture Notes In Economics And Policy

This book attempts to understand the operation and properties of 'market economies'. We do this by carefully examining, refining and in some cases extending the major theorems that Microeconomics has established in response to the Walrasian conjecture. We critically evaluate theorems and results, that assert the existence, uniqueness, stability, optimality and empirical relevance of Walrasian equilibrium states. As a result of our work, we attempt to comment on the wisdom of recommending that socio-economic systems operate as a collection of deregulated competitive markets.

Lectures In General Equilibrium Microeconomics

Empirically Effective Government and Corporate Bond Pricing Models

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