IDEAS home Printed from https://ideas.repec.org/a/eee/jbrese/v60y2007i7p720-730.html
   My bibliography  Save this article

Customer portfolio analysis practices in different exchange contexts

Author

Listed:
  • Terho, Harri
  • Halinen, Aino

Abstract

No abstract is available for this item.

Suggested Citation

  • Terho, Harri & Halinen, Aino, 2007. "Customer portfolio analysis practices in different exchange contexts," Journal of Business Research, Elsevier, vol. 60(7), pages 720-730, July.
    • Handle: RePEc:eee:jbrese:v:60:y:2007:i:7:p:720-730
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0148-2963(07)00087-2
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Campbell, N. C. G., 1985. "An interaction approach to organizational buying behavior," Journal of Business Research, Elsevier, vol. 13(1), pages 35-48, February.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. Yehuda Kahane, 1977. "Determination of the Product Mix and the Business Policy of an Insurance Company--A Portfolio Approach," Management Science, INFORMS, vol. 23(10), pages 1060-1069, June.
    4. N. C. G. Campbell & M. T. Cunningham, 1983. "Customer analysis for strategy development in industrial markets," Strategic Management Journal, Wiley Blackwell, vol. 4(4), pages 369-380, October.
    5. Woodside, Arch G. & Trappey, Randolph III, 1996. "Customer portfolio analysis among competing retail stores," Journal of Business Research, Elsevier, vol. 35(3), pages 189-200, March.
    6. Moller, Kristian & Rajala, Arto & Svahn, Senja, 2005. "Strategic business nets--their type and management," Journal of Business Research, Elsevier, vol. 58(9), pages 1274-1284, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Balboni, Bernardo & Marchi, Gianluca & Vignola, Marina, 2017. "Knowledge transfer in the context of buyer–supplier relationship: An analysis of a supplier's customer portfolio," Journal of Business Research, Elsevier, vol. 80(C), pages 277-287.
    2. Viktoriya Stanimirova STANCHEVA, 2017. "Exploring The Effects Of Customer Portfolio Management," EcoForum, "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration - Economy, Business Administration and Tourism Department., vol. 6(2), pages 1-14, July.
    3. Soopramanien, Didier & Hong Juan, Liu, 2010. "The importance of understanding the exchange context when developing a decision support tool to target prospective customers of business insurance," Journal of Retailing and Consumer Services, Elsevier, vol. 17(4), pages 306-312.
    4. Roy, Sanjit Kumar & Shekhar, Vaibhav & Lassar, Walfried M. & Chen, Tom, 2018. "Customer engagement behaviors: The role of service convenience, fairness and quality," Journal of Retailing and Consumer Services, Elsevier, vol. 44(C), pages 293-304.
    5. Thakur, Ramendra & Workman, Letty, 2016. "Customer portfolio management (CPM) for improved customer relationship management (CRM): Are your customers platinum, gold, silver, or bronze?," Journal of Business Research, Elsevier, vol. 69(10), pages 4095-4102.
    6. Leigh McAlister & Shameek Sinha, 2021. "A customer portfolio management model that relates company’s marketing to its long-term survival," Journal of the Academy of Marketing Science, Springer, vol. 49(3), pages 584-600, May.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Garg Ankur & Tiwari Apoorva & Dutta, Goutam & Basu Shankarshan, 2006. "A Stochastic Linear Programming Model for Asset Liability Management: The Case of an Indian Insurance Company," IIMA Working Papers WP2006-10-08, Indian Institute of Management Ahmedabad, Research and Publication Department.
    2. Hätönen, Jussi & Eriksson, Taina, 2009. "30+Â years of research and practice of outsourcing - Exploring the past and anticipating the future," Journal of International Management, Elsevier, vol. 15(2), pages 142-155, June.
    3. Li, S. X., 1995. "An insurance and investment portfolio model using chance constrained programming," Omega, Elsevier, vol. 23(5), pages 577-585, October.
    4. Maurer, Raimond H., 2003. "Institutional investors in Germany: Insurance companies and investment funds," CFS Working Paper Series 2003/14, Center for Financial Studies (CFS).
    5. Huang, Zhimin & Li, Susan X., 1996. "Dominance stochastic models in data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 95(2), pages 390-403, December.
    6. Li, Susan X. & Huang, Zhimin, 1996. "Determination of the portfolio selection for a property-liability insurance company," European Journal of Operational Research, Elsevier, vol. 88(2), pages 257-268, January.
    7. Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020. "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    8. Cui, Xueting & Zhu, Shushang & Sun, Xiaoling & Li, Duan, 2013. "Nonlinear portfolio selection using approximate parametric Value-at-Risk," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2124-2139.
    9. Pichler, Anton & Poledna, Sebastian & Thurner, Stefan, 2021. "Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem," Journal of Financial Stability, Elsevier, vol. 52(C).
    10. Peter A. Abken & Milind M. Shrikhande, 1997. "The role of currency derivatives in internationally diversified portfolios," Economic Review, Federal Reserve Bank of Atlanta, vol. 82(Q 3), pages 34-59.
    11. Dhanya Jothimani & Ravi Shankar & Surendra S. Yadav, 2018. "A Big data analytical framework for portfolio optimization," Papers 1811.07188, arXiv.org, revised Nov 2018.
    12. Leonard J. Mirman & Egas M. Salgueiro & Marc Santugini, 2013. "Integrating Real and Financial Decisions of the Firm," Cahiers de recherche 1333, CIRPEE.
    13. Dominique Guégan & Wayne Tarrant, 2012. "On the necessity of five risk measures," Annals of Finance, Springer, vol. 8(4), pages 533-552, November.
    14. Andriosopoulos, Kostas & Nomikos, Nikos, 2014. "Performance replication of the Spot Energy Index with optimal equity portfolio selection: Evidence from the UK, US and Brazilian markets," European Journal of Operational Research, Elsevier, vol. 234(2), pages 571-582.
    15. Raffestin, Louis, 2014. "Diversification and systemic risk," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 85-106.
    16. Sridhar, Shrihari & Naik, Prasad A. & Kelkar, Ajay, 2017. "Metrics unreliability and marketing overspending," International Journal of Research in Marketing, Elsevier, vol. 34(4), pages 761-779.
    17. Vithayasrichareon, Peerapat & MacGill, Iain F., 2013. "Assessing the value of wind generation in future carbon constrained electricity industries," Energy Policy, Elsevier, vol. 53(C), pages 400-412.
    18. Gruber, Lutz F. & West, Mike, 2017. "Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models," Econometrics and Statistics, Elsevier, vol. 3(C), pages 3-22.
    19. repec:dau:papers:123456789/2256 is not listed on IDEAS
    20. Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar, 2013. "Expected value multiobjective portfolio rebalancing model with fuzzy parameters," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 190-203.
    21. Ke Zhou & Jiangjun Gao & Duan Li & Xiangyu Cui, 2017. "Dynamic mean–VaR portfolio selection in continuous time," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1631-1643, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jbrese:v:60:y:2007:i:7:p:720-730. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jbusres .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.