Showing 1 - 10 of 486
its importance helps to assess the risk of trust or lack of trust. … defined as the combined result of a number of factors, in which the attitude, trust and/or distrust of employees towards … technology is of paramount importance. The aim of this study was to explore which factors most influence employees’ trust in …
Persistent link: https://www.econbiz.de/10013359124
transformation of the economy, which in turn will reduce the risk of offenses and crimes that constitute threats to the security of …
Persistent link: https://www.econbiz.de/10012599598
Purpose: This study investigates the relationship between product diversification strategy and cost stickiness, focusing on managerial overconfidence as a moderating factor. It aims to address a critical gap in the literature by providing empirical insights grounded in the Resource Based View...
Persistent link: https://www.econbiz.de/10015130303
and emotional status on risk behavior in general. …
Persistent link: https://www.econbiz.de/10014232388
managers are not prepared to manage the enterprise's resources in a high-risk environment. Considering risk managers' issues … attempts to determine the importance of the company's resource management risk among the managerial staff. For the research … management competence. Moreover, the regular self-assessment of risk competence made it possible to present preferences in …
Persistent link: https://www.econbiz.de/10012597723
Value at Risk (VaR) is used to illustrate the maximum potential loss under a given confidence level, and is just a … single indicator to evaluate risk ignoring any information about income. The present paper will generalize one …-dimensional VaR to two-dimensional VaR with income-risk double indicators. We first construct a double-VaR with (μ,σ 2 ) (or (μ,VaR 2 …
Persistent link: https://www.econbiz.de/10012015826
This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of … risk, precisely for Cocoa traders, Chocolate manufacturers, Cocoa growers, and the government for planning and decision …
Persistent link: https://www.econbiz.de/10013363126
Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit … it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a … probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance …
Persistent link: https://www.econbiz.de/10010399713
such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from …
Persistent link: https://www.econbiz.de/10011890772
We prove that the Omega measure, which considers all moments when assessing portfolio performance, is equivalent to the widely used Sharpe ratio under jointly elliptic distributions of returns. Portfolio optimization of the Sharpe ratio is then explored, with an active-set algorithm presented...
Persistent link: https://www.econbiz.de/10011643419