Keyword: risk

Found 1845 papers in total
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?
2017,
This study documents a positive relationship between the option‐implied...
Correlations
Correlations
2017,
Correlations of equity returns have varied substantially over time and remain a source...
Is Operating Flexibility Harmful Under Debt?
Is Operating Flexibility Harmful Under Debt?
2017,
We study the inefficiencies stemming from a firm’s operating flexibility under...
When Experience Meets Description: How Dyads Integrate Experiential and Descriptive Information in Risky Decisions
When Experience Meets Description: How Dyads Integrate Experiential and Descriptive Information in Risky Decisions
2017,
How do teams make joint decisions under risk when some team members learn about a...
Governments' sequential facility investments and ports' pricing under service differentiation and uncertainty
Governments' sequential facility investments and ports' pricing under service differentiation and uncertainty
2017,
This paper examines optimal facility investments of risk‐averse governments and...
The impact of covariance misspecification in risk-based portfolios
The impact of covariance misspecification in risk-based portfolios
2017,
The equal‐risk‐contribution, inverse‐volatility weighted,...
Adaptive Interest Rate Modelling
Adaptive Interest Rate Modelling
2017,
A good description of the dynamic process of interest rates is crucial to price...
Supply Chain Strategies and International Tax Arbitrage
Supply Chain Strategies and International Tax Arbitrage
2017,
What motivates the geographic footprint of the supply chains that multinational firms...
Rapid Screening of Operational Freshwater Availability Using Global Models
Rapid Screening of Operational Freshwater Availability Using Global Models
2016,
Freshwater shortage already affects large parts of the world, and is expected to...
Water Resources Risk Assessment Model based on the Subjective and Objective Combination Weighting Methods
Water Resources Risk Assessment Model based on the Subjective and Objective Combination Weighting Methods
2016,
In order to fully protect water resources and govern water pollution, a water...
Proposing a new model of failure mode and effect analysis for clustering and ranking of manufacturing process
Proposing a new model of failure mode and effect analysis for clustering and ranking of manufacturing process
2017,
This article proposes a new framework for the failure mode and effect analysis...
Designing a Reliable and Dynamic Multimodal Transportation Network for Biofuel Supply Chains
Designing a Reliable and Dynamic Multimodal Transportation Network for Biofuel Supply Chains
2017,
This paper presents a cost‐efficient and reliable supply chain network design...
An Optimal Path Model for the Risk-Averse Traveler
An Optimal Path Model for the Risk-Averse Traveler
2017,
In this paper we discuss stochastic optimal path problems where the goal is to find a...
Ownership identity, strategy and performance: Business group affiliates versus independent firms in India
Ownership identity, strategy and performance: Business group affiliates versus independent firms in India
2017,
We consider whether the impact of entrepreneurial orientation on business performance...
Equal Risk Bounding is better than Risk Parity for portfolio selection
Equal Risk Bounding is better than Risk Parity for portfolio selection
2017,
Risk Parity (RP), also called equally weighted risk contribution, is a recent approach...
Market disruptions in supply chains: a review of operational models
Market disruptions in supply chains: a review of operational models
2017,
Market disruptions are unplanned and unanticipated events, which may further influence...
Supply chain performance under pull or push contracts in the presence of a market disruption
Supply chain performance under pull or push contracts in the presence of a market disruption
2017,
Recently, market disruptions are more prone to emerging in supply chains. To...
Risk management process towards operation performance in supply chain management: a survey of manufacturing SMEs
Risk management process towards operation performance in supply chain management: a survey of manufacturing SMEs
2017,
Risk management has become an important area in supply chain management since the late...
BNY Mellon Optimization Reduces Intraday Credit Risk by $1.4 Trillion
BNY Mellon Optimization Reduces Intraday Credit Risk by $1.4 Trillion
2017,
As part of the U.S. Tri‐Party Repo Infrastructure Reform Program, Bank of New...
Backtesting Expected Shortfall: Accounting for Tail Risk
Backtesting Expected Shortfall: Accounting for Tail Risk
2017,
The Basel Committee on Banking Supervision (BIS) has recently sanctioned expected...
Financing Risk and Innovation
Financing Risk and Innovation
2017,
We provide a model of investment in new ventures that demonstrates why some places,...
Stochastic Dominance Analysis Without the Independence Axiom
Stochastic Dominance Analysis Without the Independence Axiom
2017,
We characterize the consistency of a large class of nonexpected utility preferences...
Contract Structure for Joint Production: Risk and Ambiguity Under Compensatory Damages
Contract Structure for Joint Production: Risk and Ambiguity Under Compensatory Damages
2017,
We develop a model in which the parties to a joint production project have a choice of...
First-Order and Second-Order Ambiguity Aversion
First-Order and Second-Order Ambiguity Aversion
2017,
Different models of uncertainty aversion imply strikingly different economic behavior....
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