Reusing abandoned public buildings is a positive strategy in sustainable urban development. An appropriate assessment method is needed to reduce the risks of redeveloping derelict public properties. The Delphi method is an optimal group decision-making technique; whereas the analytical hierarchy...

This article sets out to investigate if the TAIFEX has adequate clearing margin adjustment system via unconditional coverage, conditional coverage test and mean relative scaled bias to assess the performance of three value-at-risk (VaR) models (i.e., the TAIFEX, RiskMetrics and GARCH-t). For the...