Narrow search
Showing 1 - 10 of 1,438
Cover Image
Stochastische Szenariosimulation in der Unternehmenspraxis : Risikomodellierung, Fallstudien, Umsetzung in R
Romeike, Frank; Stallinger, Manfred - 2021
Chancen als Wahrscheinlichkeitsverteilungen darstellen -- 5. Risiken in der Unternehmensplanung -- 6. Stochastische Prozesse … Risikomanagement umsetzen können. Die einfache Darstellung der Grundbegriffe und Methoden der Stochastik, ergänzt um Beispiele und … und auch für das Risikomanagement wichtigen Inferenzstatistik. Anschließend geben sie einen Einblick in erforderliche …
Persistent link: https://www.econbiz.de/10012650553
Cover Image
Stochastische Szenariosimulation in der Unternehmenspraxis : Risikomodellierung, Fallstudien, Umsetzung in R
Romeike, Frank; Stallinger, Manfred - 2021
Persistent link: https://www.econbiz.de/10012497664
Cover Image
From risk matrices to risk networks in construction projects
Qazi, Abroon; Dikmen, Irem - In: IEEE transactions on engineering management : EM 68 (2021) 5, pp. 1449-1460
Persistent link: https://www.econbiz.de/10012659468
Cover Image
Planning, tracking, and reducing a complex project’s value at risk
Browning, Tyson R. - In: Project management journal 50 (2019) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10012166259
Cover Image
Fuzzy modeling economic risk of innovative chemical project
Beilin, Igor' Leonidovič - In: International journal of economic perspectives : IJEP 11 (2017) 3, pp. 1484-1489
Persistent link: https://www.econbiz.de/10012211340
Cover Image
Project portfolio selection and scheduling optimization based on risk measure : a conditional value at risk approach
Dixit, Vijaya; Tiwari, Manoj Kumar - In: Project management and scheduling, (pp. 9-33). 2020
Persistent link: https://www.econbiz.de/10012157185
Cover Image
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao; Escanciano, Juan Carlos - 2015
Persistent link: https://www.econbiz.de/10010532092
Cover Image
Risk management with thinly traded securities : methodology and implementation
Bernales, Alejandro; Beuermann, Diether W.; Cortazar, … - 2013
Thinly traded securities exist in both emerging and well developed markets. However, plausible estimations of market risk measures for portfolios with infrequently traded securities have not been explored in the literature. We propose a methodology to calculate market risk measures based on the...
Persistent link: https://www.econbiz.de/10011303812
Cover Image
TERES: tail event risk expectile based shortfall
Gschöpf, Philipp; Härdle, Wolfgang; Mihoci, Andrija - 2015
A flexible framework for the analysis of tail events is proposed. The framework contains tail moment measures that allow for Expected Shortfall (ES) estimation. Connecting the implied tail thickness of a family of distributions with the quantile and expectile estimation, a platform for risk...
Persistent link: https://www.econbiz.de/10011349502
Cover Image
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - 2003
The use of GARCH models with stable Paretian innovations in financial modeling has been recently suggested in the literature. This class of processes is attractive because it allows for conditional skewness and leptokurtosis of financial returns without ruling out normality. This contribution...
Persistent link: https://www.econbiz.de/10009765347