Keyword: risk

Found 1845 papers in total
Capacity management, investment, and hedging: review and recent developments
Capacity management, investment, and hedging: review and recent developments
2003,
This paper reviews the literature on strategic capacity management concerned with...
Risk sharing in a supply chain
Risk sharing in a supply chain
2003,
This paper suggests that the profit sharing contract can be Pareto optimal for both...
Risk management strategies using seasonal climate forecasting in irrigated cotton production: a tale of stochastic dominance
Risk management strategies using seasonal climate forecasting in irrigated cotton production: a tale of stochastic dominance
2004,
Decision-making in agriculture is carried out in an uncertain environment with farmers...
A multiple criteria decision method analysis of agricultural risk aversion
A multiple criteria decision method analysis of agricultural risk aversion
2003,
In modelling farm systems it is widely accepted that risk plays a central role....
Financial planning via a multi-stage stochastic optimization
Financial planning via a multi-stage stochastic optimization
2004,
This paper describes a framework for modeling significant financial planning problems...
Comparative statics under uncertainty: The case of mean-variance preferences
Comparative statics under uncertainty: The case of mean-variance preferences
2003,
We analyze the comparative statics of optimal decisions under uncertainty when...
Managing electricity market price risk
Managing electricity market price risk
2003,
This paper introduces an application of financial risk management methods to the...
The axiomatic basis of risk–value models
The axiomatic basis of risk–value models
2003,
Due to their simplicity and intuitive plausibility, risk–value models have often...
Minimax portfolio optimization: empirical numerical study
Minimax portfolio optimization: empirical numerical study
2004,
In this paper, we carry out the empirical numerical study of the l ∞ portfolio...
The practice of Delta–Gamma Value at Risk: Implementing the quadratic portfolio model
The practice of Delta–Gamma Value at Risk: Implementing the quadratic portfolio model
2003,
This paper intends to critically evaluate state-of-the-art methodologies for...
Inferring infection transmission parameters that influence water treatment decisions
Inferring infection transmission parameters that influence water treatment decisions
2003,
One charge of the United States Environmental Protection Agency is to study the risk...
Optimal consumption and investment with transaction costs and multiple risky assets
Optimal consumption and investment with transaction costs and multiple risky assets
2004,
We consider the optimal intertemporal consumption and investment policy of a constant...
Short-term robustness of production management systems: A case study
Short-term robustness of production management systems: A case study
2003,
Whereas operations research concentrates on optimization, practitioners find the...
Identifying software project risks in Nigeria: an international comparative study
Identifying software project risks in Nigeria: an international comparative study
2003,
We report a study where software project risk factors were solicited in Nigeria. The...
Multi-objective evolutionary algorithms for the risk–return trade-off in bank loan management
Multi-objective evolutionary algorithms for the risk–return trade-off in bank loan management
2002,
Multi-criteria decision-making is an increasingly accepted tool for decision-making in...
GE's energy rentals business automates its credit assessment process
GE's energy rentals business automates its credit assessment process
2003,
GE Energy Rentals, a business unit of General Electric Power Systems (GEPs), uses an...
Investment implications of information acquisition and leakage
Investment implications of information acquisition and leakage
2003,
This paper studies when a firm will acquire additional information about a potential...
Capturing the risk-pooling effect through demand reshape
Capturing the risk-pooling effect through demand reshape
2003,
The risk-pooling effect has been documented to benefit inventory systems by reducing...
Market risk management of banks: implications from the accuracy of value-at-risk forecasts
Market risk management of banks: implications from the accuracy of value-at-risk forecasts
2003,
This paper adopts the backtesting criteria of the Basle Committee to compare the...
A purchasing framework for B2B pricing decisions and risk-sharing in supply chains
A purchasing framework for B2B pricing decisions and risk-sharing in supply chains
2002,
This paper presents a common modelling structure for (i) the implementation of...
Dual stochastic dominance and quantile risk measures
Dual stochastic dominance and quantile risk measures
2002,
Following the seminal work by Markowitz, the portfolio selection problem is usually...
Optimal investment policies for a firm with a random risk process: Exponential utility and minimizing the probability of ruin
Optimal investment policies for a firm with a random risk process: Exponential utility and minimizing the probability of ruin
1995,
We consider a firm that is faced with an uncontrollable stochastic cash flow, or...
Risk hedging via options contracts for physical delivery
Risk hedging via options contracts for physical delivery
2003,
We develop an analytical framework for the valuation of options contracts for physical...
Constructively simple estimating: a project management example
Constructively simple estimating: a project management example
2003,
A ‘constructively simple’ approach to estimating uses a decision support...
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