relationship of the SPSL estimator to the family of Stein estimators is noted and risk dominance extensions between correlated … corresponding SPSL estimator. Asymptotic and analytic finite sample risk properties of the estimator are demonstrated. An extensive …

Much farm financial risk research has involved the application of "credit-scoring" models. We approach the issue of … measuring financial risk by using the actual interest rates charged on agricultural loans reported in the USDA's ARMS survey as … market-based measures of the financial risk associated with individual farm operations. A simultaneous equations model …

The seller's risk - - the probability of a set of samples exceeding an agreed upon aflatoxin level when the lot mean … does not - - and the buyer's risk - - the probability of a lot exceeding this level when a set of samples do not - - have … samples up to 250 kg and for varied lot aflatoxin levels. It is found that within this sample size range the seller's risk is …

This study analyzes the association between the degree of international involvement (DOI) and risk. Both systematic … risk (measured by the market model beta) and total rishk (measured by variance of return) are analyzed. Betas of fully … deverase as DOI increases (hypothesis). While total risk might be decreased due to the diversification provided by increasing …

physical highway assets or system usage only under certainty or risk, this research focuses on the management of an entire … certainty, risk, or uncertainty, the software outputs match with the results of actual highway programming at least 85 percent …

the risk of biological invaders in the presence of exogenous variables within the probability and damage functions. This … is accomplished by using a theoretical endogenous risk model that extends previously developed frameworks. This thesis … of risk neutral preferences and qualitatively compared to an extended case of risk averse preferences. The results of the …

purpose of life insurance and annuities is to hedge against the risk that one will die early or late. The present value of the … people to buy more. Insurance is a hedge, not a bet. And it makes no sense to hedge more risk than you have. …

difficult issues to resolve. Up to now there has been no easy and reliable way to compare the risk of one stock or portfolio … earlier article, spread is potentially a promising way to measure risk in real time as perceived collectively by competing … of trading day. Thus, incidentally, NTR addresses a fundamental problem with beta (the prevailing measure of risk …