Keyword: risk

Found 1845 papers in total
Asset Pricing with Dynamic Margin Constraints
Asset Pricing with Dynamic Margin Constraints
2014,
This paper provides a novel theoretical analysis of how endogenous time‐varying...
An Anatomy of Commodity Futures Risk Premia
An Anatomy of Commodity Futures Risk Premia
2014,
We identify two types of risk premia in commodity futures returns: spot premia related...
Investing in a Shared Supplier in a Competitive Market: Stochastic Capacity Case
Investing in a Shared Supplier in a Competitive Market: Stochastic Capacity Case
2015,
When firms invest in a shared supplier, one key concern is whether the invested...
Coordinating operational policy with financial hedging for risk-averse firms
Coordinating operational policy with financial hedging for risk-averse firms
2016,
A risk-averse firm's financial hedging activity can impact the decision making in its...
Impacts of uncertain project duration and asymmetric risk sensitivity information in project management
Impacts of uncertain project duration and asymmetric risk sensitivity information in project management
2016,
This paper investigates the impacts of uncertain project duration and asymmetric risk...
Benefit-Risk Assessment of Statins (Lipid Lowering Agents): A Multi-Criteria Decision Analysis
Benefit-Risk Assessment of Statins (Lipid Lowering Agents): A Multi-Criteria Decision Analysis
2016,
BACKGROUND: Benefit-risk assessment (BRA) concept has been increasingly used in drug...
The impact of internal and external collaboration on the performance of supply chain risk management
The impact of internal and external collaboration on the performance of supply chain risk management
2016,
In this article, we show the complementary roles that internal and external...
Building a Human Health Risk Assessment Ontology (RsO): A Proposed Framework
Building a Human Health Risk Assessment Ontology (RsO): A Proposed Framework
2015,
Over the last decade the health and environmental research communities have made...
Index for Predicting Insurance Claims from Wind Storms with an Application in France
Index for Predicting Insurance Claims from Wind Storms with an Application in France
2015,
For insurance companies, wind storms represent a main source of volatility, leading to...
Do All Activities ‘Weigh’ Equally? How Different Physical Activities Differ as Predictors of Weight
Do All Activities ‘Weigh’ Equally? How Different Physical Activities Differ as Predictors of Weight
2015,
In Britain, it is recommended that, to stay healthy, adults should do 150 minutes of...
Risk Reduction Modeling of High Pathogenicity Avian Influenza Virus Titers in Nonpasteurized Liquid Egg Obtained from Infected but Undetected Chicken Flocks
Risk Reduction Modeling of High Pathogenicity Avian Influenza Virus Titers in Nonpasteurized Liquid Egg Obtained from Infected but Undetected Chicken Flocks
2015,
Control of highly pathogenic avian influenza (HPAI) outbreaks in poultry has...
Forecasting Latent Volatility through a Markov Chain Approximation Filter
Forecasting Latent Volatility through a Markov Chain Approximation Filter
2016,
We propose a new methodology for filtering and forecasting the latent variance in a...
Assessing End-Of-Supply Risk of Spare Parts Using the Proportional Hazard Model
Assessing End-Of-Supply Risk of Spare Parts Using the Proportional Hazard Model
2016,
Operators of long field‐life systems like airplanes are faced with hazards in...
Assessment of life insurance applications: an approach integrating neuro-symbolic rule-based with case-based reasoning
Assessment of life insurance applications: an approach integrating neuro-symbolic rule-based with case-based reasoning
2016,
Assessment of applications for life insurance is an important task in the insurance...
Forecasting High-Frequency Risk Measures
Forecasting High-Frequency Risk Measures
2016,
This article proposes intraday high‐frequency risk (HFR) measures for market...
Handling Uncertainties in Fault Tree Analysis by a Hybrid Probabilistic‐Possibilistic Framework
Handling Uncertainties in Fault Tree Analysis by a Hybrid Probabilistic‐Possibilistic Framework
2016,
Fault tree analysis is a method largely used in probabilistic risk assessment....
A Dynamic Maintenance Planning Framework Based on Fuzzy TOPSIS and FMEA: Application in an International Food Company
A Dynamic Maintenance Planning Framework Based on Fuzzy TOPSIS and FMEA: Application in an International Food Company
2016,
A maintenance planning framework is developed in this study to reduce and stabilize...
Applying UGF Concept to Enhance the Assessment Capability of FMEA
Applying UGF Concept to Enhance the Assessment Capability of FMEA
2016,
The purpose of this paper is to propose a modified version of Failure Mode and Effects...
Evergreening and operational risk under price competition
Evergreening and operational risk under price competition
2016,
‘Evergreening’ is a strategy wherein an innovative pharmaceutical firm...
How many small firms are enough?
How many small firms are enough?
1984,
Individual investors are undiversified, holding on average less than four securities...
Yield structure of taxable vs. nontaxable bonds
Yield structure of taxable vs. nontaxable bonds
1985,
In his 1976 presidential address to the American Finance Association, Miller shows...
The risk structure of interest rates and interdependent borrowing costs: the impact of major defaults
The risk structure of interest rates and interdependent borrowing costs: the impact of major defaults
1985,
This paper develops a new methodology for evaluating the impact of economic events on...
Risk-adjusted discount rates-extensions from the average-risk case
Risk-adjusted discount rates-extensions from the average-risk case
1985,
This paper provides an approach for developing risk‐adjusted discount rates...
Risk differences and financial reporting
Risk differences and financial reporting
1985,
Financial leverage as reported by a consolidated financial statement may differ...
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