Keyword: risk

Found 1845 papers in total
Moment based approaches to value the risk of contingent claim portfolios
Moment based approaches to value the risk of contingent claim portfolios
2009,
In this paper we describe and apply the estimating function methodology to value the...
Tracking error: A multistage portfolio model
Tracking error: A multistage portfolio model
2009,
We study multistage tracking error problems. Different tracking error measures,...
Risk preference modeling with conditional average: an application to portfolio optimization
Risk preference modeling with conditional average: an application to portfolio optimization
2009,
The paper introduces a new risk measure called Conditional Average (CAVG), which was...
Standardized versus customized portfolio: A compensating variation approach
Standardized versus customized portfolio: A compensating variation approach
2009,
We consider the investor choice among standardized portfolios, which are based on...
Personal Decisions Are the Leading Cause of Death
Personal Decisions Are the Leading Cause of Death
2008,
This paper analyzes the relationships between personal decisions and premature deaths...
Risk ownership in contract manufacturing
Risk ownership in contract manufacturing
2007,
We consider a supply chain where a contract manufacturer (CM) serves a number of...
EMSR versus EMSU: Revenue or utility?
EMSR versus EMSU: Revenue or utility?
2004,
An assumption of risk–neutrality lies at the heart of the standard algorithm for...
Creating social entrepreneurship in local government
Creating social entrepreneurship in local government
2008,
The public sector is often considered synonym with inefficiency and a lack of...
The risk management for technology credit guarantee fund
The risk management for technology credit guarantee fund
2008,
Technology credit guarantee Fund (TCGF) supports many small and medium companies with...
Towards profitability: a utility approach to the credit scoring problem
Towards profitability: a utility approach to the credit scoring problem
2008,
Since credit scoring was first applied in the 1940s the standard methodology has been...
The hazard of being an English football league manager: empirical estimates for three recent league seasons
The hazard of being an English football league manager: empirical estimates for three recent league seasons
2008,
This paper uses data drawn from the English Football League to model separate hazard...
The financial risk of airline revenue management
The financial risk of airline revenue management
2003,
Every business faces risk. Without risks, no company would be able to achieve anything...
Perceived information quality in data exchanges: Effects on risk, trust, and intention to use
Perceived information quality in data exchanges: Effects on risk, trust, and intention to use
2006,
This study examines the role of information quality in the success of initial phase...
Risk averse selective newsvendor problems
Risk averse selective newsvendor problems
2008,
Consider a firm that offers a product during a single selling season. The firm has the...
The role of quantitative risk assessment in the management of foodborne biological hazards
The role of quantitative risk assessment in the management of foodborne biological hazards
2008,
Quantitative Risk Assessment (QRA) models have been used to assess the...
Managing Bullwhip‐induced risks in supply chains
Managing Bullwhip‐induced risks in supply chains
2008,
We discuss the exploitation of a well‐established replenishment rule, the...
A conceptual fuzzy‐genetic algorithm framework for assessing the potential risks in supply chain management
A conceptual fuzzy‐genetic algorithm framework for assessing the potential risks in supply chain management
2008,
For improving the use of logistics strategies to lower potential risks that could be...
Risks and supply chains
Risks and supply chains
2008,
The increasing relevance of networking in supply chains is altering the perception of...
Forecasting risk analysis for supply chains with intermittent demand
Forecasting risk analysis for supply chains with intermittent demand
2008,
This paper focuses on the forecasting risk analysis in supply chains with intermittent...
Risk measurement and management during new product development: an exploratory study
Risk measurement and management during new product development: an exploratory study
2008,
Developing a new product involves risk. Several writers on the subject of product...
Assessing performance of supply chain risk management programmes: a tentative approach
Assessing performance of supply chain risk management programmes: a tentative approach
2008,
This exploratory study provides initial directions about how risk management...
Why is long-horizon equity less risky? A duration-based explanation of the value premium
Why is long-horizon equity less risky? A duration-based explanation of the value premium
2007,
We propose a dynamic risk-based model that captures the value premium. Firms are...
The value of corporate risk management
The value of corporate risk management
2007,
We model and estimate the value of corporate risk management. We show how risk...
Measuring distress risk: the effect of R&D intensity
Measuring distress risk: the effect of R&D intensity
2007,
Because of upward trends in research and development activity, accounting measures of...
Papers per page: