Results 11 to 20 of about 2,635,391 (306)
Measuring potential market risk [PDF]
Journal of Financial Stability, 2007 The difference between market risk and potential market risk is emphasized and a measure of the latter risk is proposed. Specifically, it is argued that the spectrum of smooth Lyapunov exponents can be utilized in what we call (λ, σ2)-analysis, which is a method to monitor the aforementioned risk measures.
Bask, Mikael
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Ecotoxicology and Environmental Safety, 2023 With styrene and acrylonitrile in ABS plastic toys as examples, this paper introduces to the development of a systematic strategy for studying the chemical migration risk in toys.
Zhijuan Wang +6 more
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Risk Aversion, Transparency, and Market Performance [PDF]
, 2002 Using a model of market making with inventories based on Biais (1993), we find that investors obtain more favorable execution prices, and they hence invest more, when markets are fragmented.
Frutos, María Ángeles de +1 more
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Journal of Centrum Cathedra, 2016 Purpose In a modern world increasingly perceived as uncertain, the mere purchase of a household cleaning product, or a seemingly harmless bottle of milk, conveys interrogations about potential hazards, from environmental to health impacts. The main purpose of this paper is to suggest that risk could be considered as one of the major dimensions of ...
Jérôme Boutang, Michel De Lara
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Consumer Cognition Analysis of Food Additives Based on Internet Public Opinion in China
Foods, 2022 Food additives play an important role in the food supply, and it has been a food safety topic of great concern to the public. There has been no systematic research on Chinese consumers’ concerns, attitudes, feelings, or opinions on supervision and media ...
Heli Li +7 more
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Fundamental review of the trading book - Stato dell’arte sulle implementazioni dell’Internal Model Approach [PDF]
Risk Management Magazine, 2021 In light of the finalization of the new regulatory framework for market with the adoption of the FRTB at EU level through the publication of CRR III, financial institutions are consolidating the implementations aimed to comply with the new regulatory ...
Carlo Frazzei
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The volatility of bitcoin and the riskiness of the financial portfolio [PDF]
Bankarstvo, 2023 The main goal of this research is to evaluate the returns and risks of the following types of assets: Bitcoin, EUR Stoxx 50, gold, bonds: government bonds ICE Bof A 1-10 Year excluding Italy and Greece and the corporate bond index ICEB of A 1-10 Year AA.
Alihodžić Almir
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Financial, business and trust cycles: the issues of synchronization [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 Starting from 1920, the growing body of research has been focused on the role of psychological factors in cycle theories. Mainstream macroeconomic models are insufficient for exploring interaction among economic agents, financial institutions, and the ...
Yuriy Bilan +3 more
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Risk Sharing in Labor Markets [PDF]
SSRN Electronic Journal, 2003 Empirical work in labour economics has focused on rent sharing as an explanation for the observed correlation in cross-sections between wages and profitability. The alternative explanation of risk sharing between workers and employers has not been tested.
Bigsten, Arne +11 more
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Application of Monte Carlo simulation methods in risk management
Journal of Business Economics and Management, 2007 The paper deals with Monte Carlo simulation method and its application in Risk Management. The author with the help of MATLAB 7.0 introduces new modification of Monte Carlo algorithm aimed at fast and effective calculation of financial organization's ...
Alexander Suhobokov
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