Keyword: risk

Found 1845 papers in total
Managing project failure risk through contingent contracts in procurement auctions
Managing project failure risk through contingent contracts in procurement auctions
2010,
Procurement auctions are sometimes plagued with a chosen supplier's failing to...
Measuring risk aversion in a name-your-own-price channel
Measuring risk aversion in a name-your-own-price channel
2010,
This paper measures the risk aversion coefficients exhibited by online customers at a...
Some consequences of correlation aversion in decision science
Some consequences of correlation aversion in decision science
2010,
Very often in decision problems with uni- or multivariate objective, many results...
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
2010,
We consider a risk minimization problem in a continuous-time Markovian...
Stochastic models for risk estimation in volatile markets: a survey
Stochastic models for risk estimation in volatile markets: a survey
2010,
Portfolio risk estimation in volatile markets requires employing fat-tailed models for...
Run lengths and liquidity
Run lengths and liquidity
2010,
We develop a market-wide illiquidity risk factor based on run lengths and find that it...
Fuzzy Monte Carlo simulation and risk assessment in construction
Fuzzy Monte Carlo simulation and risk assessment in construction
2010,
Monte Carlo simulation has been used extensively for addressing probabilistic...
Monte Carlo scenario generation for retail loan portfolios
Monte Carlo scenario generation for retail loan portfolios
2010,
Monte Carlo simulation is a common method for studying the volatility of market traded...
Constructing uncertainty sets for robust linear optimization
Constructing uncertainty sets for robust linear optimization
2009,
In this paper, we propose a methodology for constructing uncertainty sets within the...
Multihazard design: Structural optimization approach
Multihazard design: Structural optimization approach
2010,
The objective of multihazard structural engineering is to develop methodologies for...
Automated information retrieval for quantitative risk assessment data
Automated information retrieval for quantitative risk assessment data
2009,
The amount of toxicologic literature available can be so copious as to present...
Electricity pool prices: long-term uncertainty characterization for futures-market trading and risk management
Electricity pool prices: long-term uncertainty characterization for futures-market trading and risk management
2010,
Organized trading for electricity includes both the pool and the futures market. Pool...
Enterprise risk management: coping with model risk in a large bank
Enterprise risk management: coping with model risk in a large bank
2010,
Enterprise risk management (ERM) has become an important topic in today's more...
Intelligent adversary risk analysis: A bioterrorism risk management model
Intelligent adversary risk analysis: A bioterrorism risk management model
2010,
The tragic events of 9/11 and the concerns about the potential for a terrorist or...
Consumer finance: challenges for operational research
Consumer finance: challenges for operational research
2010,
Consumer finance has become one of the most important areas of banking, both because...
Release time decision policy of software employed for the safety of critical system under uncertainty
Release time decision policy of software employed for the safety of critical system under uncertainty
2008,
Critical systems exist all around us, from nuclear power plants to chemical processing...
Uncertainty consideration in power system well-being
Uncertainty consideration in power system well-being
2008,
With increased energy demand, less new transmission, and open access, the power system...
Application of AHP to fire safety based decision making of a passenger ship
Application of AHP to fire safety based decision making of a passenger ship
2008,
Ship fire safety is increasingly attracting attention from both researchers and...
Optimization of risk bearing in a statistical model with reinsurance
Optimization of risk bearing in a statistical model with reinsurance
2009,
The paper is devoted to solving problems of optimal choice of client's risk bearing by...
Efficiency of insurance firms with endogenous risk management and financial intermediation activities
Efficiency of insurance firms with endogenous risk management and financial intermediation activities
2009,
Risk management is now present in many economic sectors. However, none of existing...
Worst-case conditional value-at-risk with application to robust portfolio management
Worst-case conditional value-at-risk with application to robust portfolio management
2009,
This paper considers the worst-case Conditional Value-at-Risk (CVaR) in the situation...
Modeling the public health system response to a terrorist event in the food supply
Modeling the public health system response to a terrorist event in the food supply
2009,
We have developed a simulation model to quantify and characterize the response of the...
A general approach to Bayesian portfolio optimization
A general approach to Bayesian portfolio optimization
2009,
We develop a general approach to portfolio optimization taking account of estimation...
Risk-aversion in water allocation policies in semi-arid regions
Risk-aversion in water allocation policies in semi-arid regions
2008,
The critical role of water infrastructure systems in sustainable development and the...
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