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Extreme downside shocks in international financial markets: transmission boundaries and typical events

open access: yesInternational Review of Economics & Finance
Extreme downside shocks lead to significant harm within financial markets, thereby threatening global economic stability. To investigate the cross-market transmission of extreme downside shocks and their heterogeneity, this paper extends the sectional ...
Lu Deng, Xinzhu Liu, Xinhong Chen
doaj   +1 more source

Effects of No-Tillage Production Practices on Crop Yields as Influenced by Crop and Growing Environment Factors [PDF]

open access: yes
This paper evaluated differences between yields of no-tillage compared to conventional or reduced tillage and their associated downside risk. Six crops were evaluated along with how those yields and risks differed by various environmental factors such ...
English, Burton C.   +5 more
core   +1 more source

Optimized Risk Assessment in Forensic Practice: A Comparison of Machine Learning and Manual Scoring Approaches

open access: yesBehavioral Sciences &the Law, EarlyView.
ABSTRACT As correctional jurisdictions and risk instrument developers look to optimize scoring for specific population needs, an open question remains ‐ which method is optimal. Popular scoring methods range from manual simple scoring approaches (e.g., Burgess) to more complex machine learning algorithms (e.g., random forests).
Danielle J. Rieger   +2 more
wiley   +1 more source

Downside Risk Measures and ESG Factors in Optimal Portfolio Construction: Evidence from European Equity Markets

open access: yesECONOMICS
In this paper, we implement an integrated framework for constructing ESG-constrained, downside-risk-optimized equity portfolios in the European stock market.
Quimbayo Carlos Andrés Zapata   +1 more
doaj   +1 more source

Does green factory certification mitigate corporate downside risk? Evidence from China listed companies

open access: yesInternational Review of Economics & Finance
Global green transition has emerged as a central challenge for sustainable development, and the associated economic risks in this process require close attention.
Yuanyuan Wang, Hongping Tian
doaj   +1 more source

A note on greater downside risk aversion [PDF]

open access: yes
This paper characterizes downside risk aversion in a simple and intuitive manner. It is shown that using this characterization one can simplify considerably a theorem by Jindapon (2010) relating to greater downside risk aversion as measured by the ...
Richard Watt
core  

Cash flow and discount rate risk in up and down markets: What is actually priced? [PDF]

open access: yes, 2010
We test whether asymmetric preferences for losses versus gains as in Ang, Chen, and Xing (2006) also affect the pricing of cash flow versus discount rate news as in Campbell and Vuolteenaho (2004).
Botshekan, M.   +2 more
core   +4 more sources

Consumer Adoption of Internet of Things

open access: yesJournal of Consumer Behaviour, Volume 24, Issue 2, Page 673-693, March 2025.
ABSTRACT The Internet of Things (IoT), a pivotal technology in enhancing user connectivity, faces a paradox: its widespread potential yet limited consumer adoption. This study addresses this dichotomy by synthesizing a large‐scale meta‐analytic structural equation modeling (MASEM) and hierarchical linear meta‐analysis (HiLMA) of 2736 effect sizes from ...
Wagner Junior Ladeira   +6 more
wiley   +1 more source

Modelling extreme risk of the financial index (J580) using the general Pareto distribution

open access: yesJournal of Economic and Financial Sciences, 2019
Orientation: In light of the global financial instabilities, investors and risk analysts need extreme risk management tools to help them accurately monitor and reduce market exposure in an investment portfolio.
Owen Jakata, Delson Chikobvu
doaj   +1 more source

Farm Level Risk Assessment Using Downside Risk Measures [PDF]

open access: yes
Recent and presumable future developments tend to increase the risk associated with farming activities. This causes an increasing importance of risk management.
Berg, Ernst, Starp, Michael
core   +1 more source

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