Leveraging market-based assets to de-risk the firm's operations

Srivastava, R K (2014) Leveraging market-based assets to de-risk the firm's operations. Asian Management Insights, 1 (2). pp. 34-40. ISSN 2315-4284

Full text not available from this repository. (Request a copy)


Today’s dynamic and ultra-competitive environments require managers to deal with volatile markets and minimise vulnerability to competitor inroads. Volatility has been defined as an indication of how much and how quickly a value, such as the price of a product, changes over time. It is governed by both variability and uncertainty, with variability describing the overall movement, and uncertainty referring to the unpredictability of the movement. The levels of volatility vary widely across countries, and it is essentially on account of these two elements—variability and uncertainty—that there is far more scope for volatility in the growing, emerging markets of Asia, as compared to say the developed markets of the West.

Item Type: Article
Additional Information: The research paper was published by the author with the affiliation of Singapore Management University.
Subjects: Marketing
Date Deposited: 06 May 2019 14:45
Last Modified: 09 Jul 2023 09:53
URI: https://eprints.exchange.isb.edu/id/eprint/916

Actions (login required)

View Item
View Item