Search Results - subject:"RISK OPTIMIZATION"

Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Risks : open access journal 11 (2023) 12, pp. 1-21

) and the conditional value at risk (CVaR) have become very important instruments to address problems such as risk … optimization, capital requirements, portfolio selection, pricing and hedging issues, risk transference, risk sharing, etc. In …

Persistent link: https://www.econbiz.de/10014446781

Dynamic factor copula-based modeling for market risk optimization with an application to the real industry in China

Chen, Zhenlong; Zhou, Jialian; Hao, Xiaozhen - In: Journal of innovation & knowledge : JIK 8 (2023) 4, pp. 1-9

develop a "good knowledge" of dynamic copula and risk optimization. This "good knowledge" of dynamic copulas facilitates … precise return prediction and effective risk optimization of portfolios, thereby addressing the relationship between risk …

Persistent link: https://www.econbiz.de/10014506777

An alternative nonparametric tail risk measure

Law, Keith K. F.; Li, Wai Keung; Yu, Philip L. H. - In: Quantitative finance 21 (2021) 4, pp. 685-696

Persistent link: https://www.econbiz.de/10012483847

МАТЕМАТИЧЕСКИЕ МОДЕЛИ УПРАВЛЕНИЯ ЭКОНОМИЧЕСКИМ РИСКОМ НА ОСНОВЕ КОНЦЕПЦИИ РИСКА КАК РЕСУРСА

ДМИТРИЕВИЧ, СЕЛЮТИН ВЛАДИМИР - In: Вестник Адыгейского … (2012) 3, pp. 171-175

В работе предложены модели управления риском, основанные на использовании концепции риска как ресурса; показано, что в случае, если риск является...

Persistent link: https://www.econbiz.de/10011231306

Implementing Genetic Algorithms to Assist Oil and Gas Pipeline Integrity Assessment and Intelligent Risk Optimization

Calzada-Orihuela, Gustavo; Urquiza-Beltrán, Gustavo; … - In: International Journal of Organizational and Collective … 7 (2017) 4, pp. 63-82

Oil and gas industry, worldwide, needs to monitor, control and assess the elements that are involved in the general oil transportation and production processes. However, these processes are not risk free. The project proposes an intelligent support system that provides optimized projections for...

Persistent link: https://www.econbiz.de/10012046775

О ПЕРСПЕКТИВНОМ ПОДХОДЕ К УПРАВЛЕНИЮ РИСКАМИ В КОММЕРЧЕСКОМ БАНКЕ

АЛЕКСЕЕВИЧ, УШАКОВ ОЛЕГ - In: ИЗВЕСТИЯ … (2010) 3, pp. 159-162

Мировой финансовый кризис 2008 г. заставил пересмотреть отношение коммерческих банков к управлению рисками, которое, в современных условиях, формирует основное...

Persistent link: https://www.econbiz.de/10011221932

Power sector investment risk and renewable energy: A Japanese case study using portfolio risk optimization method

Bhattacharya, Anindya; Kojima, Satoshi - In: Energy Policy 40 (2012) C, pp. 69-80

The conventional pricing mechanism used for electricity systematically hides huge investment risks which are embedded in the overall cost of production. Although consumers are often unaware of these risks, they present a large financial burden on the economy. This study applies the portfolio...

Persistent link: https://www.econbiz.de/10010597417

Optimization of Risk Exposure

Gretchikha, Alexei - EconWPA - 2002

Risk exposure can be efficiently optimized in practical situations, using a new apporach to identification of investor's risk aversion.

Persistent link: https://www.econbiz.de/10005134885