Results 11 to 20 of about 2,051,678 (269)
Journal of Informetrics, 2023 Risk plays a fundamental role in scientific discoveries, and thus it is critical that the level of risk can be systematically quantified. Knowledge recombination is an important route to generating new knowledge, but it often fails. We propose a novel approach to measuring risk involved in this discovery process. Drawing on machine learning and natural
Deyun Yin, Zhao Wu, Sotaro Shibayama
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Measures of Systemic Risk [PDF]
SIAM Journal on Financial Mathematics, 2017 35 pages, 11 ...
Zachary Feinstein +2 more
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Zhongguo shipin weisheng zazhi, 2020 Objective To evaluate the effect of friction behavior on migration levels of metal elements from stainless-steel articles for food contact. Methods The migration levels of metal elements from used and new stainless-steel articles were compared according ...
Jingjing PAN +7 more
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Generalized Johnson Distributions and Risk Functionals
Mathematics, 2022 In this paper, we study the generalized Johnson distributions’ class and its applications in finance and risk theory. The recent literature on Johnson distributions displays a better gooodness of fitting for data coming from financial markets, such as ...
Christos Floros +2 more
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SHAREHOLDER RISK MEASURES [PDF]
Mathematical Finance, 2016 AbstractThe aim of this paper is to put forward a new family of risk measures that could guide investment decisions of private companies. But at the difference of the classical approach of Artzner, Delbaen, Eber, and Heath and the subsequent extensions of this model, our risk measures are built to reflect the risk perception of shareholders rather than
Rochet, Jean-Charles, Coculescu, Délia
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Dependence Analysis of the ISE100 Banking Sector Using Vine Copula
İstanbul İktisat Dergisi, 2023 The frequently observed time-varying trends and dependence in recent years within financial markets have been essential for modeling and pricing. This study aims to analyze the dependence structure of banking sector stocks traded on the ISE100 index ...
Bükre Yıldırım Külekci +3 more
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Portfolio optimization with structured products under return constraint [PDF]
Yugoslav Journal of Operations Research, 2015 A new approach for optimizing risk in a portfolio of financial instruments involving structured products is presented. This paper deals with a portfolio selection model which uses optimization methodology to minimize conditional Value-at-Risk ...
Baweja Meena, Saxena Ratnesh R.
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Stylized facts, volatility dynamics and risk measures of cryptocurrencies
Journal of Business Economics and Management, 2023 This study explores the stylized facts, volatility clustering, other highly irregular behaviour, and risk measures of cryptocurrencies’ returns. By analysing bitcoin, ripple, and ethereum daily data we establish evidence of strong dependencies among ...
Rasa Bruzgė +5 more
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Innovations in Insurance, Risk- and Asset Management, 2018 Monetary risk measures classify a financial position by the minimal amount of external capital that must be added to the position to make it acceptable. We propose a new concept: intrinsic risk measures. The definition via external capital is avoided and only internal resources appear.
Farkas, Walter, Smirnow, Alexander
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Risks, 2019 In this paper, the generalized Pareto distribution (GPD) copula approach is utilized to solve the conditional value-at-risk (CVaR) portfolio problem.
Nader Trabelsi, Aviral Kumar Tiwari
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