1,721,117 research outputs found
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Concentration risks in credit and collateral portfolios
Get PDFIn den letzten 15 Jahren hat es eine rasante Entwicklung innerhalb der Kreditrisikomodellierung gegeben, welche in großem Umfang auf die Entwicklung der im Jahr 2007 in Kraft getretenen neuen Basler Eigenkapitalvorschriften (Basel II) sowie auf deren 2010 veröffentlichten Weiterentwicklungen (Basel III) zurückzuführen ist. Mit Basel II bzw. Basel III ist es Banken gestattet, interne Schätzungen zur Berechnung des notwendigen regulatorischen Eigenkapitals zu verwenden, um auf diese Weise das Kreditnehmer-individuelle Risiko einfließen zu lassen.
Der hierbei aufsichtsrechtlich vorgegebene Ansatz zur Berechnung des in Rede stehenden Kapitalpuffers basiert dabei auf gewissen mathematischen Annahmen, sodass in Folge dessen eine wichtige Form von Kreditrisiken nicht messbar ist: die sogenannten Konzentrationsrisiken. Diese stellen gemäß der Deutschen Bundesbank Risiken dar, die aus einer ungleichmäßigen Verteilung der Geschäftspartner in Kredit- oder sonstigen Geschäftsbeziehungen beziehungsweise aus sektoraler oder geographischer Geschäftsschwerpunktbildung entstehen und geeignet sind, so große Verluste zu generieren, dass die Solvenz eines Institutes gefährdet sein kann.
Die Ziele der vorliegenden Arbeit bestehen zum einen darin, eine vollumfängliche Berücksichtigung der unterschiedlichen Formen von Konzentrationsrisiken im Rahmen der Modellierung von Kreditrisiken zu ermöglichen. Hierzu wird eine Vielzahl verschiedener Ansätze präsentiert, die eine adäquate Darstellung der in Rede stehenden Risikoart ermöglicht. Durch eine sukzessive Erweiterung gängiger Kreditrisikomodelle lassen sich empirisch beobachtbare Effekte integrieren, die sich zur Modellierung der verschiedenen Konzentrationsarten als
notwendig erweisen. Basierend auf diesen Ansätzen werden die potentiellen Auswirkungen bei Auftreten von Konzentrationen auf das Gesamtrisiko ermittelt und im Zuge dessen die relevanten Risikotreiber identifiziert. Insbesondere liegt neben der Modellierung von Konzentrationen, die aus einer Ungleichverteilung von Kreditnehmern innerhalb eines Kreditportfolios resultieren, der Fokus auf der Modellierung von potentiellen Sicherheitenkonzentrationen.Over the past 15 years there have been significant improvements in understanding and measuring credit risk. Due to Basel II and its instalment Basel III in 2010 Banks were allowed to use its own internal measurements for key risk drivers of credit risk like the probability of default (PD), the loss given default (LGD) and the exposure at default (EAD). Based on these different parameters the minimum capital requirements of banks can be calculated with the so-called ASRF-model. However, due to some simplifications this credit model doesn`t include a special kind of risk: concentration risk. According to the Bundesbank concentration risk can be considered as a uneven distribution of bank loans to single borrowers (name concentration) or in industry sectors/ countries (sector concentration). So additionally, banks are required under Pillar II of Basel II/III to take into account concentration risk for the determination of regulatory capital.
The focus of this thesis lies on presenting a variety of credit models that allow an adequate consideration of all types of concentration risks, not only in a credit portfolio but also in collateral portfolios. This also includes the presentation of a self-derived analytical approach. Furthermore, based on these models the impact of existing concentrations is analysed for several portfolios within different simulation studies
Dividendenpolitik und das Equity Premium Puzzle bei beschränkter Kapitalgeberrationalität
Get PDFSeit einigen Jahren werden über den bewussten Einbezug von Verhaltensanomalien auf Investorenseite bislang nicht erklärbare Phänomene auf den Kapitalmärkten gerechtfertigt. Diesem Vorgehen schließt sich die vorliegende Dissertation an, indem sie mit Elementen der Prospect-Theorie und der Berücksichtigung von Emotionen versucht, neue Einsichten in zwei beobachtbare finanzwirtschaftliche Phänomene zu gewinnen. Zunächst ist dies die empirisch beobachtbare Dividendenstabilisierung trotz theoretisch vorhandener Irrelevanz der unternehmerischen Dividendenpolitik. Daneben wird auf Kapitalmarktseite das Equity Premium Puzzle und das Risk Free Rate Puzzle analysiert. Letztere beschreiben die empirische Beobachtung, dass die hohe Eigenkapitalprämie unter Zugrundelegung plausibler Risikopräferenzen der Investoren theoretisch nicht erklärt werden kann, und dass extreme Risikopräferenzen zwar die hohe Eigenkapitalprämie, nicht aber zugleich das empirisch niedrige Zinsniveau begründen. Die formaltheoretische Analyse zeigt, dass emotionale Investoren eine stabile Dividende wünschen und zugleich eine hohe Eigenkapitalprämie auch bei niedrigem Zinsniveau fordern. Die anschließende empirische Analyse kann die hergeleiteten Zusammenhänge grundsätzlich bestätigen.In recent years a field of research arose which justifies capital market anomalies by integrating inves-tor irrationalities. This dissertation goes along with it by attempting to gain new insights into two financial phenomena by dint of elements of prospect theory and emotions. The first puzzle is the empirically observable dividend smoothing in spite of the theoretical irrelevance of dividend policy. The second is the equity premium puzzle together with the risk free rate puzzle. These describe the empirical findings that plausible risk preferences cannot explain the high equity premium, and an extremely high degree of risk aversion may justify the high equity premium but not the low risk free rate simultaneously. The theoretical analysis shows that emotional investors require stable dividends and demand a high equity premium even if the risk free rate is low. The subsequent empirical investigation can basically confirm the derived results
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
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