Keyword: risk

Found 1845 papers in total
Stochastic dedication: Designing fixed income portfolios using massively parallel Benders decomposition
Stochastic dedication: Designing fixed income portfolios using massively parallel Benders decomposition
1993,
Drawing on recent developments in discrete time fixed income options theory, the...
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
1993,
In this paper, the authors first define risk in an axiomatic way and a class of...
A mean-absolute deviation-skewness portfolio optimization model
A mean-absolute deviation-skewness portfolio optimization model
1993,
It is assumed in the standard portfolio analysis that an investor is risk averse and...
What is critical?
What is critical?
1993,
The classical definition of criticality in risk networks can be misleading, and it is...
Macrosimulation of project risks-A practical way forward
Macrosimulation of project risks-A practical way forward
1993,
The paper describes a new methodology for analysing quantifiable risks, and it...
Toward an assessment of software development risk
Toward an assessment of software development risk
1993,
Despite the introduction and use of a wide variety of system development methods and...
Optimal portfolio diversification: Empirical Bayes versus classical approach
Optimal portfolio diversification: Empirical Bayes versus classical approach
1993,
This study extends the research on international portfolio diversification with...
Optimal incentive systems for different reward schemes within the Principal-Agent-Theory
Optimal incentive systems for different reward schemes within the Principal-Agent-Theory
1992,
In this paper the authors discuss the determination of optimal incentive systems for...
A network-based model for transporting extremely hazardous materials
A network-based model for transporting extremely hazardous materials
1993,
While routing those hazardous materials that can be catastrophic when involved in an...
Commuters’ enroute diversion and return decisions: Analysis and implications for Advanced Traveler Information Systems
Commuters’ enroute diversion and return decisions: Analysis and implications for Advanced Traveler Information Systems
1993,
Incident-induced congestion is a major source of delay and frustration for drivers in...
The CAPM and the calendar: Empirical anomalies and the risk-return relationship
The CAPM and the calendar: Empirical anomalies and the risk-return relationship
1992,
Tinic and West argue that a tradeoff between risk and return exists only in January....
Growth versus security in dynamic investment analysis
Growth versus security in dynamic investment analysis
1992,
This paper concerns the problem of optimal dynamic choice in discrete time for an...
The pricing of Japanese equity warrants
The pricing of Japanese equity warrants
1992,
Discrepancies between the Black-Scholes value of Japanese equity warrants and their...
Optimal investment by the principal in order to increase the probability of favourable states of nature in the principal-agent model with moral hazard
Optimal investment by the principal in order to increase the probability of favourable states of nature in the principal-agent model with moral hazard
1993,
This paper analyses the single agent, principal-agent model with moral hazard. This...
On the riskiness of the world’s stock markets
On the riskiness of the world’s stock markets
1991,
The main aim of this paper is to study the riskiness of the world’s stock...
Market timing: A worthwhile strategy?
Market timing: A worthwhile strategy?
1992,
This study investigated the risks and returns associated with market timing investment...
Chemical time bombs: Definition, concepts, and examples
Chemical time bombs: Definition, concepts, and examples
1991,
This report discusses the question of the potential long-term impacts of the...
Chemical time bombs? Linkages to scenarios of socioeconomic development
Chemical time bombs? Linkages to scenarios of socioeconomic development
1991,
The definition of a chemical time bomb (CTB), as provided in the first document of...
Flood risk assessment using spatial decision support systems
Flood risk assessment using spatial decision support systems
1992,
Urbanizing drainage basins are complex, dynamic man-environment systems. All too...
Preference relations in multicriterion analysis under risk
Preference relations in multicriterion analysis under risk
1991,
A stochastic multicriterion problem in a risk aversion context is defined by a finite...
Exact determination and sensitivity analysis of a risk measure of extreme events
Exact determination and sensitivity analysis of a risk measure of extreme events
1992,
A conditional expectation can be used to measure the risk of extreme events....
A methodology for developing dependable information systems
A methodology for developing dependable information systems
1992,
This paper presents a methodology for deciding what controls should be included in a...
Practical use of distributions in network analysis
Practical use of distributions in network analysis
1992,
When modelling project networks under uncertainty, there are a variety of probability...
Theoretical versus applied models: The newsboy problem
Theoretical versus applied models: The newsboy problem
1991,
This paper is concerned with the ways in which theoretical decision models fail to...
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