Isaac Tucker · 2026
Individual performance is stochastic, but strategic human capital research evaluates workers and policies only in terms of mean or expected performance. This omission embeds strong but rarely stated assumptions about organizations’ ability to absorb bad draws and capitalize on good ones. Using a portfolio model in which hiring managers choose between reliable (lower-mean, low-variance) and volatile (higher-mean, high-variance) workers, I examine how organizational wealth, scale, team composition, and production interdependence shape exposure to performance risk. The analysis shows that fragile, resource-constrained, or tightly coupled organizations pay a volatility tax and should favor reliability, whereas large, well-capitalized, or modular organizations can take advantage of more volatile talent. I develop this insight as Human Capital Portfolio Management and discuss implications for research in strategic human capital, entrepreneurship, and organizational theory.
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Mark S. Daskin · Synthesis lectures on operations research and applications · 2021
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Sean P. Beeman (11539688), Andrea M. Morrison (11539691), Thomas R. Unnasch (7444841) et al. · Figshare · 2021
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Mark T. Yost (14856498), Kevin J. Blair (19179707), McKayla Poppens (6248756) et al. · Figshare · 2024
<p>The figure indicates that excluding the LPG cooking fuel variable from the random forest model would result in the greatest loss of accuracy. Other variables of importance for maintaining model accuracy include ownership of agricultural land and age. These variables are of the greatest importance when predicting belonging to the CTR or DHS cohorts. LPG = liquid petroleum gas.</p>
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SANDRI M., P. ZUCCOLOTTO · Institutional Research Information System (Università degli Studi di Brescia) · 2005
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Ανδρέας Ν. Φιλίππου · SIAM Review · 1985
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Mikyoung Ha, Su-Hyun Lee, Youngsoo Seol · Mathematical and Computer Modelling of Dynamical Systems · 2024
In this paper, we delve into the intricate properties of degenerate Poisson random variables, exploring their moment generating function, the law of large numbers, and the central limit theorem. Our study into the law of large numbers unveils the convergence patterns of degenerate Poisson random variables, enlightening the stability and predictability of their expected values and variances. Further enriching our study, we extend our focus to the central limit theorem, unravelling the interesting results that emerge as the sample size approaches infinity.
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Shakti Kumar Yadav, Sompal Singh, Ruchika Gupta · 2019
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Mikkel Bennedsen, Allan H. Würtz · 2025
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Steyer, Rolf · Common Library Network (Der Gemeinsame Bibliotheksverbund) · 2016
Topics: Random variable, Sigma-algebra generated by a random variable, Sigma-algebra generated by a set system, Borel sigma-algebra, Real-valued random variable, Numerical random variable, Independence of two random variables
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Robin Genuer, Jean‐Michel Poggi, Christine Tuleau-Malot · Pattern Recognition Letters · 2010
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Marco Sandri, Paola Zuccolotto · Studies in classification, data analysis, and knowledge organization · 2007
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Hans Wackernagel · 2003
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Yan Chen (4308), Iman YeckehZaare (5459468), Ark Fangzhou Zhang (5459465) · Figshare · 2018
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WORLD SCIENTIFIC eBooks · 2024
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Trybuś, Ginter · RCIN (Digital Repository of the Scientifics Institutes) (Institute of Archaeology and Ethnology of the Polish Academy of Sciences)
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G. P. Beaumont · Elsevier eBooks · 2005
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Romuald A. Janik, Maciej A. Nowak, Gábor Papp et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1997
Using the standard concepts of free random variables, we show that for a large class of non-Hermitian random matrix models, the support of the eigenvalue distribution follows from their Hermitian analogs using a conformal transformation. We also extend the concepts of free random variables to the class of non-Hermitian matrices, and apply them to the models discussed by Ginibre-Girko (elliptic ensemble) [J. Ginibre, J. Math. Phys. 6, 1440 (1965); V. L. Girko, Spectral Theory of Random Matrices (in Russian) (Nauka, Moscow, 1988)] and Mahaux-Weidenm\"uller (chaotic resonance scattering) [C. Mahaux and H. A. Weidenm\"uller, Shell-model Approach to Nuclear Reactions (North-Holland, Amsterdam, 1969)].
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Yuge Dong · Journal of Mechanical Engineering · 2000
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Janik, Romuald A., Nowak, Maciej A., Papp, Gabor et al. · arXiv (Cornell University) · 1996
Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We also extend the concepts of free random variables to the class of nonhermitean matrices, and apply them to the models discussed by Ginibre-Girko (elliptic ensemble) and Mahaux-Weidenmüller (chaotic resonance scattering).
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