Keyword: risk

Found 1845 papers in total
Operational risk assessments by supply chain professionals: Process and performance
Operational risk assessments by supply chain professionals: Process and performance
2013,
We consider the ‘process‐performance paradox’ in the assessment of...
Multiplicative Utilities for Health and Consumption
Multiplicative Utilities for Health and Consumption
2012,
Many challenging medical/financial decisions require a decision maker to express...
A decision support system for procurement risk management in the presence of spot market
A decision support system for procurement risk management in the presence of spot market
2013,
In the presence of spot market, this paper presents a decision support system to model...
Behavioural implications of preferences, risk attitudes and beliefs in modelling risky travel choice with travel time variability
Behavioural implications of preferences, risk attitudes and beliefs in modelling risky travel choice with travel time variability
2013,
The appropriate interpretation of a behavioural outcome requires allowing for risk...
Formal Vulnerability Assessment of a maritime transportation system
Formal Vulnerability Assessment of a maritime transportation system
2011,
World trade increasingly relies on longer, larger and more complex supply chains,...
Concentration measures in risk management
Concentration measures in risk management
2013,
Following the increasing use of external and internal credit ratings made by the Bank...
Selection and protection of suppliers in a supply chain with disruption risks
Selection and protection of suppliers in a supply chain with disruption risks
2013,
The selection and protection of part suppliers and order quantity allocation under...
Portfolio Selection with Multiple Time Horizons: A Mean Variance ‐ Stochastic Goal Programming Approach
Portfolio Selection with Multiple Time Horizons: A Mean Variance ‐ Stochastic Goal Programming Approach
2013,
Standard approaches to portfolio selection from classical Markowitz...
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
2013,
Risk management through marginal rebalancing is important for institutional investors...
Fuzzy portfolio model with different investor risk attitudes
Fuzzy portfolio model with different investor risk attitudes
2013,
We propose a fuzzy portfolio model designed for efficient portfolio selection with...
Safety impact of using the hard shoulder during congested traffic. The case of a managed lane operation on a French urban motorway
Safety impact of using the hard shoulder during congested traffic. The case of a managed lane operation on a French urban motorway
2013,
Motorway operators deploy dynamic lane management operations to reduce recurrent...
Black spots identification through a Bayesian Networks quantification of accident risk index
Black spots identification through a Bayesian Networks quantification of accident risk index
2013,
Traffic accidents constitute a major problem worldwide. One of the principal causes of...
A multistage stochastic programming approach for capital budgeting problems under uncertainty
A multistage stochastic programming approach for capital budgeting problems under uncertainty
2013,
This paper addresses the capital budgeting problem under uncertainty. In particular,...
Diversification‐consistent data envelopment analysis with general deviation measures
Diversification‐consistent data envelopment analysis with general deviation measures
2013,
We propose new efficiency tests which are based on traditional DEA models and take...
Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis
Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis
2011,
We examine the importance of liquidity hoarding and counterparty risk in the U.S....
Systemic Liquidation Risk and the Diversity–Diversification Trade-Off
Systemic Liquidation Risk and the Diversity–Diversification Trade-Off
2011,
This paper proposes a portfolio choice model in which investors are subject to...
A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management
A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management
2011,
We propose a model of dynamic investment, financing, and risk management for...
Free Cash Flow, Issuance Costs, and Stock Prices
Free Cash Flow, Issuance Costs, and Stock Prices
2011,
We develop a dynamic model of a firm facing agency costs of free cash flow and...
How Do Financial Firms Manage Risk? Unraveling the Interaction of Financial and Operational Hedging
How Do Financial Firms Manage Risk? Unraveling the Interaction of Financial and Operational Hedging
2011,
This paper investigates how firms manage risk by examining the relationship between...
Assessing supply chain dependency on critical infrastructures using fuzzy cognitive maps
Assessing supply chain dependency on critical infrastructures using fuzzy cognitive maps
2011,
For identifying critical infrastructures, the potential consequences of their loss to...
Unbounded impacts and risk mitigation in billing infrastructures
Unbounded impacts and risk mitigation in billing infrastructures
2011,
A billing infrastructure is an information and communications technology system that...
Transport vulnerabilities and critical industries: experiences from a Finnish stevedore strike
Transport vulnerabilities and critical industries: experiences from a Finnish stevedore strike
2011,
Transport system is one of the critical systems in all societies. Despite growing...
Investing in transport security solutions: using the quantitative risk assessment (QRA) approach
Investing in transport security solutions: using the quantitative risk assessment (QRA) approach
2011,
Security has become a major concern for logistics and transportation managers....
Simulating term structure of interest rates with arbitrary marginals
Simulating term structure of interest rates with arbitrary marginals
2011,
Decision models under uncertainty rely their analysis on scenarios of the economic...
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