Maria Manuela Coelho Larguinho
@iscac.pt
Coimbra Business School | ISCAC
Polytechnic of Coimbra
Scopus Publications
Scopus Publications
Bárbara FERREIRA, Paulo PINTO-MOREIRA, and Manuela LARGUINHO
IBIMA Publishing
Virtual work is one of the most important organizational issues of present times. The growing demands of organizational competitive advantage observed in the current scenario in a global and digital context, where people are increasingly physically distant, new and demanding challenges are posed to employees and companies, particularly with regard to the development of teleworking activities and the respective virtual leadership (e-leadership).
Ana Paula Quelhas, Isabel N. Clímaco, and Manuela Larguinho
Springer Nature Singapore
Elisabete Correia, Sara Sousa, Clara Viseu, and Manuela Larguinho
MDPI AG
This study aims to explore whether consumers’ attention to companies’ green marketing communication influences their green purchase behaviour. It also analyses the importance of consumers’ characteristics, namely gender, education, and green attitudes, in their attention to companies’ green marketing communication. An online survey was carried out on the population residing in Portugal over 18 years of age, allowing us to collect 690 valid responses. Data analysis techniques including descriptive analyses, parametric and non-parametric tests, linear correlation, and regression analysis were used. The achieved results allow us to conclude that consumers are attentive to companies’ green marketing communication. A strong correlation between consumers’ attention to companies’ green marketing communication and green purchasing behaviour was identified. The results also confirm that individuals with higher educational levels and green attitudes and females are the most attentive to companies’ green marketing communication.
Sara Sousa, Elisabete Correia, Clara Viseu, and Manuela Larguinho
MDPI AG
In recent years, there has been a growing concern about the environmental impacts of consumers’ behaviour. As this environmental awareness increases, consumers tend to focus more on green products and how purchasing these products represents an effective way to protect the environment. Through the application of the theory of planned behaviour (TPB), in this research, we studied the influence of some key variables on college students’ green purchasing behaviour, namely perceived behavioural control, subjective norms, green attitudes, and green purchase intentions. The TPB model was extended to the analysis of the influence of the companies’ green communication on students’ green purchase behaviour. To achieve the proposed goal, from March to April of 2021, a survey was conducted among the students of a higher education institution (HEI) in Portugal, allowing us to gather 432 valid responses. The findings suggested that all the variables, except the subjective norms, had a positive influence on the students’ green purchase intentions. Moreover, it was observed that students’ intentions had a positive influence on their green purchase behaviour. This research provides important results not only for policymakers to promote more sustainable behaviours among consumers but also for companies to be more aware of the importance of green communication.
Sara Sousa, Elisabeta Correia, Clara Viseu, and Manuela Larguinho
Common Ground Research Networks
Manuela Larguinho, José Carlos Dias, and Carlos A. Braumann
Springer International Publishing
Pricing bond options under the Cox, Ingersoll and Ross (CIR) model of the term structure of interest rates requires the computation of the noncentral chi-square distribution function. In this article, we compare the performance in terms of accuracy and computational time of alternative methods for computing such probability distributions against an externally tested benchmark. All methods are generally accurate over a wide range of parameters that are frequently needed for pricing bond options, though they all present relevant differences in terms of running times. The iterative procedure of Benton and Krishnamoorthy (Comput. Stat. Data Anal. 43:249–267, 2003) is the most efficient in terms of accuracy and computational burden for determining bond option prices under the CIR assumption.
MANUELA LARGUINHO, JOSÉ CARLOS DIAS, and CARLOS A. BRAUMANN
Informa UK Limited
Abstract Pricing options and evaluating Greeks under the constant elasticity of variance (CEV) model requires the computation of the non-central chi-square distribution function. In this article, we compare the performance, in terms of accuracy and computational time, of alternative methods for computing such probability distributions against an externally tested benchmark. In addition, we present closed-form solutions for computing Greek measures under the unrestricted CEV option pricing model, thus being able to accommodate direct leverage effects as well as inverse leverage effects that are frequently observed in options markets.
Manuela Larguinho, José Carlos Dias, and Carlos A. Braumann
Springer Berlin Heidelberg
The constant elasticity of variance (CEV) model of Cox (Notes on Option Pricing I: Constant Elasticity of Variance Diffusions. Working paper, Stanford University (1975)) captures the implied volatility smile that is similar to the volatility curves observed in practice. This diffusion process has been used for pricing several financial option contracts. In this paper we present the analytical expressions of sensitivity measures for the absolute diffusion process, commonly known as Greeks, and we analyze numerically the behavior of the measures for European options under the CEV model.
Manuela Larguinho, José Carlos Dias, and Carlos A. Braumann
Springer Berlin Heidelberg
In this chapter, we discuss alternative ways of computing the options to invest in and divest from an investment project in a CIR economy (Cox et al., Econometrica 53(2):385–408, 1985). Moreover, different methods of determining CIR perpetuities will also be analyzed.