Visualizza il profilo completo di Emanuele Teti. È gratis! I tuoi colleghi, compagni di studi e oltre milioni di professionisti sono iscritti a LinkedIn. Visualizza il. Emanuele Teti. Bocconi University Milan. Verified email at Corporate E Teti, F Perrini, L Tirapelle. Journal of Management Development 33 (10). Emanuele Teti, Bocconi University, Finance Department, Department Member. Studies Cultural Heritage Management, Cultural Policy, and.
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This “Cited by” count includes citations to the following articles in Scholar. McGraw-Hill Education Italy srl If you continue navigating on the site, please expressly accept the uses of these cookies.
tetj The authors have built a ranking of factors through recurrence and impact measures, and then they have formulated some assumptions behind the diversification level of investors. In particular, analysing the historical series of more thanfactors macroeconomic, market indexes, prices etc.
Their combined citations are counted only for the first article.
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Federica Fusi January 15, at New citations to this author. Journal emanuelw Management Development 34 9, It must be stressed that, although some factors have high recurrence, the level of diversification is not always optimal.
In fact, from the factorial perspective, the market could be explained emamuele the biggest portfolio that could be built, in which all the existing factors join and diversify.
Journal of Management Development 34 6, Avatar in the 00s or E. Does the market reward for going green? Marco Percoco is the new director.
European Journal of International Management 7 3, Journal of Management Development 33 10, If diversification were perfect, the market explanatory factors should be the same emznuele those explaining all other returns, then the market return could be – as defined by the CAPM – the unique key variable, being a proxy of all the other underlying factors. UN PRI and private equity returns. That there is a positive correlation between production costs and box office revenues costlier movies, involving famous actors and celebrated directors, usually sell boccooni tickets in movie theaters.
Email address for updates. The Capital Asset Pricing Model CAPM still represents the reference model to assess the risk and return trade-off of an asset, due to its simplicity and its explicatory strength. My profile My library Metrics Alerts. The frequency distribution of box office revenues is affected by an extremely high variance. In practical terms, this means that the average revenues of a movie company are not predictors of future revenues coming from new productions.
New articles by this author. For instance, irrationality could play a key role, and diversification level could vary depending on decision making process, asset selection theories, and also on insider trading. Market value and corporate debt: The novelty of the work is represented by tetk identification of the key explanatory factors for each of the 9, historical series examined.
The glamor surrounding the film industry fades away fast, if you are in the position of being a manager who has to decide in which movies to invest. Starting from a sample of 4, movies shown in Teyi cinemas from toI performed econometric testing on a dataset of 1, films, which excludes the numerous outliers which would have caused biased estimates.
If you continue navigating on the site, please expressly accept the uses of these cookies. New articles related to this author’s research. International business travelers is another way of saying managers who frequently have to travel abroad for their work.
The dark side of the movie.
Sustainability and value: a new research center at Bocconi
The following articles are merged in Scholar. Even though boccconi scholars have not tested the relating reasons, they believe that they can be multiple. The system can’t perform the operation now. The only problem with this is that neither 20th Century Fox nor any other operator in the industry would have been able to predict that the movie by James Cameron with Leonardo Di Caprio would become a blockbuster.