Keyword: risk

Found 1845 papers in total
Invariant utility functions and certain equivalent transformations
Invariant utility functions and certain equivalent transformations
2007,
This paper defines invariant utility functions to continuous monotonic...
Some determinants of corporate risk aversion
Some determinants of corporate risk aversion
2006,
In this paper we roughly quantify the degree of risk aversion induced by three...
Risk management models in software engineering
Risk management models in software engineering
2007,
With the tremendous growth in the complexity of software development in the last...
The optimal number of suppliers considering the costs of individual supplier failures
The optimal number of suppliers considering the costs of individual supplier failures
2007,
This paper utilizes the decision tree approach to determine the optimal number of...
Assessing and managing credit risk in retail financial services
Assessing and managing credit risk in retail financial services
2001,
The paper reviews recent developments and future needs in modelling credit risk in the...
Modelling consumer credit risk
Modelling consumer credit risk
2001,
The consumer credit market is experiencing unprecedented change, increased...
Cash flow models for pricing mortgages
Cash flow models for pricing mortgages
2001,
A number of recent trends have led academics and practitioners to question the...
Optimal loan pricing under uncertainty
Optimal loan pricing under uncertainty
2005,
This paper examines the problem of optimal loan pricing under uncertainty. The model...
Ranking portfolios from multiple articulated risk measures: an uncertainty decision approach
Ranking portfolios from multiple articulated risk measures: an uncertainty decision approach
2006,
This paper proposes a performance ranking of efficient portfolios when risk is...
A critical examination of three methodological issues – accounting information (ratios) used, sampling procedures, and expected cost of prediction errors – related to corporate bankruptcy prediction models and their implications to the model's usefulness
A critical examination of three methodological issues – accounting information (ratios) used, sampling procedures, and expected cost of prediction errors – related to corporate bankruptcy prediction models and their implications to the model's usefulness
2006,
In this paper we examine three methodological issues associated with corporate...
Opportunities for computer crime: considering systems risk from a criminological perspective
Opportunities for computer crime: considering systems risk from a criminological perspective
2006,
Systems risk refers to the likelihood that an Information System (IS) is inadequately...
The use of multicriteria knowledge-based systems in financial risk management
The use of multicriteria knowledge-based systems in financial risk management
2006,
This paper investigates the contribution of knowledge-based decision support systems...
Validating measures of information technology outsourcing risk factors
Validating measures of information technology outsourcing risk factors
2005,
Outsourcing information technology (IT) operations has been recognized to have...
Multi-criteria decision support in the liberalized energy market
Multi-criteria decision support in the liberalized energy market
2003,
The European energy market has faced a radical change during the last 10 years and the...
A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model
A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model
2004,
In this paper, we analyze the portfolio selection implications arising from imposing a...
How the Greek Banks manage risky projects
How the Greek Banks manage risky projects
2006,
In the present paper we try to shed light on the approach followed by commercial...
A graph–theoretic analysis of relationships among ecosystem stressors
A graph–theoretic analysis of relationships among ecosystem stressors
1999,
The development of strategies to reduce risk to ecosystems has been proposed as a...
Treatment errors in healthcare: a safety climate approach
Treatment errors in healthcare: a safety climate approach
2005,
Recent reports on patient safety in health care point to the high frequency of...
The allocation of inventory risk in a supply chain: push, pull, and advance-purchase discount contracts
The allocation of inventory risk in a supply chain: push, pull, and advance-purchase discount contracts
2004,
While every firm in a supply chain bears supply risk (the cost of insufficient...
Coherent multiperiod risk adjusted values and Bellman's principle
Coherent multiperiod risk adjusted values and Bellman's principle
2007,
Starting with a time-0 coherent risk measure defined for ‘value...
The α-reliable mean-excess regret model for stochastic facility location modeling
The α-reliable mean-excess regret model for stochastic facility location modeling
2006,
In this paper, we study a strategic facility location problem under uncertainty. The...
Mean–variance trade-offs in supply contracts
Mean–variance trade-offs in supply contracts
2006,
We study the trade-offs faced by a manufacturer signing a portfolio of long-term...
Application of a regional hurricane wind risk forecasting model for wood-frame houses
Application of a regional hurricane wind risk forecasting model for wood-frame houses
2007,
Hurricane wind risk in a region changes over time due to changes in the number, type,...
A risk-based method for modeling traffic fatalities
A risk-based method for modeling traffic fatalities
2007,
We describe a risk-based analytical framework for estimating traffic fatalities that...
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