the complete risk management process. An Example from a mechanical engineering company is used for the final validation of …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market … participants, lock-in effect and risk diversification and also a comprehensive model with heterogeneous participants - investors …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

Teilsortiment von m Artikeln oder Produkt-varianten umfasst, reduziert die Unsicherheit der geplanten Produktionsmengen durch Risk … can only be sold with loss.The risk situation of the Newsvendor model is characterized by the following decision conflict … coverage costs which are together the sales risk costs. Optimal disposition strategies have the aim to minimize the expected …

cross-border electricity market. Moreover, this thesis introduces the relevant risk factors associated with cross …-border markets and estimates these risk-factors based on the major derivative instruments. Finally, it delivers a profound analysis … of the valuation of these contracts.In the first part of the thesis, we analyze the ex-post risk premia of CfDs traded at …

different data availability. It focuses the integration of key risk factors in the estimation of remaining project costs and …

Today we live in a world that is characterized by a constantly changing environment. During the last decade, this … in the context of Risk Management, the conclusion becomes apparent: The environmental uncertainty that surrounds … entrepreneurial actions includes both opportunities and threats. As commonly practiced though, Risk Management tools only address …

Over recent years, study on risk management has been prompted by the Basel committee for the requirement of regular … banking supervisory. There are however limitations of many risk management methods: 1) covariance estimation relies on a time … accurately and fast measure risk exposures of multivariate portfolios. The basic idea is to first retrieve out of high …