Keyword: risk

Found 1845 papers in total
Algorithmic estimation of risk factors in financial markets with stochastic drift
Algorithmic estimation of risk factors in financial markets with stochastic drift
2012,
We assume a financial market governed by a diffusion process reverting to a stochastic...
A competing risks analysis of the duration of federal target funds rates
A competing risks analysis of the duration of federal target funds rates
2012,
The behaviour of short term interest rates has been the focus of extensive studies in...
Quantifying information security risks using expert judgment elicitation
Quantifying information security risks using expert judgment elicitation
2012,
In the information security business, 30 years of practical and theoretical research...
Risk analysis for cooperation policies benefits in reducing the bullwhip effect in a telecom supply chain
Risk analysis for cooperation policies benefits in reducing the bullwhip effect in a telecom supply chain
2011,
Supply chain demand is often prone to fluctuations and instability. Known as the...
Vibration of portable orbital sanders and its impact on the development of work‐related musculoskeletal disorders in the furniture industry
Vibration of portable orbital sanders and its impact on the development of work‐related musculoskeletal disorders in the furniture industry
2012,
The wood furniture industry has a strong presence in Canada, where it employs over...
Parametric multi‐attribute utility functions for optimal profit under risk constraints
Parametric multi‐attribute utility functions for optimal profit under risk constraints
2012,
We provide an economic interpretation of the practice consisting in incorporating risk...
Multilevel, threshold‐based policies for cargo container security screening systems
Multilevel, threshold‐based policies for cargo container security screening systems
2012,
To mitigate the threat of nuclear terrorism within the US using nuclear material that...
Modelling and assessing ERP project risks: A Petri Net approach
Modelling and assessing ERP project risks: A Petri Net approach
2012,
Risk management of Enterprise Resource Planning (ERP) projects is largely recognized...
Optimization incentive and relative riskiness in experimental stag‐hunt games
Optimization incentive and relative riskiness in experimental stag‐hunt games
2012,
We compare the experimental results of three stag‐hunt games. In contrast to...
The Cross-Section of Volatility and Expected Returns
The Cross-Section of Volatility and Expected Returns
2006,
We examine the pricing of aggregate volatility risk in the cross-section of stock...
The Limits of Investor Behavior
The Limits of Investor Behavior
2006,
Many models use noise trader risk and corresponding violations of the Law of One Price...
Wealth and Executive Compensation
Wealth and Executive Compensation
2006,
Using new data on the wealth of Swedish CEOs, I show that higher wealth CEOs receive...
Measuring the time stability of Prospect Theory preferences
Measuring the time stability of Prospect Theory preferences
2012,
Prospect Theory (PT) is widely regarded as the most promising descriptive model for...
Risk Aversion, the Value of Information, and Traffic Equilibrium
Risk Aversion, the Value of Information, and Traffic Equilibrium
2012,
Information about traffic conditions has traditionally been conveyed to drivers via...
Optimal newsvendor policies for dual‐sourcing supply chains: A disruption risk management framework
Optimal newsvendor policies for dual‐sourcing supply chains: A disruption risk management framework
2012,
We propose generic single period (newsvendor‐type) inventory models for...
Modeling the yearly Value‐at‐Risk for operational risk in Chinese commercial banks
Modeling the yearly Value‐at‐Risk for operational risk in Chinese commercial banks
2011,
In this paper, we explore the loss data collection exercise for operational risk in...
Dynamic sampling algorithms for multi‐stage stochastic programs with risk aversion
Dynamic sampling algorithms for multi‐stage stochastic programs with risk aversion
2012,
We consider the incorporation of a time‐consistent coherent risk measure into a...
Two‐stage stochastic optimization problems with stochastic ordering constraints on the recourse
Two‐stage stochastic optimization problems with stochastic ordering constraints on the recourse
2012,
We consider two‐stage risk‐averse stochastic optimization problems with...
Revisiting corporate growth options in the presence of state‐dependent cashflow risk
Revisiting corporate growth options in the presence of state‐dependent cashflow risk
2012,
Given a non‐trivial market price of risk, we study the impact of...
Dissipativity and risk‐sensitivity in control problems
Dissipativity and risk‐sensitivity in control problems
2011,
This paper overviews several results connected with using the properties of...
The value of rolling‐horizon policies for risk‐averse hydro‐thermal planning
The value of rolling‐horizon policies for risk‐averse hydro‐thermal planning
2012,
We consider the optimal management of a hydro‐thermal power system in the mid...
Why does myopia decrease the willingness to invest? Is it myopic loss aversion or myopic loss probability aversion?
Why does myopia decrease the willingness to invest? Is it myopic loss aversion or myopic loss probability aversion?
2012,
For loss averse investors, a sequence of risky investments looks less attractive if it...
Indecisiveness aversion and preference for commitment
Indecisiveness aversion and preference for commitment
2012,
We present an axiomatic model of preferences over menus that is motivated by three...
Ambiguity aversion in multi‐armed bandit problems
Ambiguity aversion in multi‐armed bandit problems
2012,
In multi‐armed bandit problems, information acquired from experimentation is...
Papers per page: