Grocery Story
Grocery Story

Author: Jon Steinman

Publisher: New Society Publishers

Published: 2019-05-07

Total Pages: 306

ISBN-13: 1550927000

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Hungry for change? Put the power of food co-ops on your plate and grow your local food economy. Food has become ground-zero in our efforts to increase awareness of how our choices impact the world. Yet while we have begun to transform our communities and dinner plates, the most authoritative strand of the food web has received surprisingly little attention: the grocery store—the epicenter of our food-gathering ritual. Through penetrating analysis and inspiring stories and examples of American and Canadian food co-ops, Grocery Story makes a compelling case for the transformation of the grocery store aisles as the emerging frontier in the local and good food movements. Author Jon Steinman: Deconstructs the food retail sector and the shadows cast by corporate giants Makes the case for food co-ops as an alternative Shows how co-ops spur the creation of local food-based economies and enhance low-income food access. Grocery Story is for everyone who eats. Whether you strive to eat more local and sustainable food, or are in support of community economic development, Grocery Story will leave you hungry to join the food co-op movement in your own community.

Market Research in Practice
Market Research in Practice

Author: Matthew Harrison

Publisher: Kogan Page Publishers

Published: 2016-03-03

Total Pages: 400

ISBN-13: 0749475862

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Market research has never been more important. As organizations become increasingly sophisticated, the need to profile customers, deliver customer satisfaction, target certain audiences, develop their brands, optimize prices and more has grown. Lively and accessible, Market Research in Practice is a practical introduction to market research tools, approaches and issues. Providing a clear, step-by-step guide to the whole process - from planning and executing a project through to analyzing and presenting the findings - it explains how to use tools and methods effectively to obtain reliable results. This fully updated third edition of Market Research in Practice has been revised to reflect the most recent trends in the industry. Ten new chapters cover topical issues such as ethics in market research and qualitative and quantitative research, plus key concepts such as international research, how to design and scope a survey, how to create a questionnaire, how to choose a sample and how to carry out interviews are covered in detail. Tips, and advice from the authors' own extensive experiences are included throughout to ground the concepts in business reality. Accompanied by a range of online tools, templates, surveys and guides, this is an invaluable guide for students of research methods, researchers, marketers and users of market research. Online resources include a range of tools, templates, surveys and guides.

Market Risk Analysis, Practical Financial Econometrics
Market Risk Analysis, Practical Financial Econometrics

Author: Carol Alexander

Publisher: John Wiley & Sons

Published: 2008-05-27

Total Pages: 437

ISBN-13: 0470998016

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Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM. Empirical examples and case studies specific to this volume include: Factor analysis with orthogonal regressions and using principal component factors; Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters; Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization; Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management; Simulation of normal mixture and Markov switching GARCH returns; Cointegration based index tracking and pairs trading, with error correction and impulse response modelling; Markov switching regression models (Eviews code); GARCH term structure forecasting with volatility targeting; Non-linear quantile regressions with applications to hedging.