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

Diese Dissertation befasst sich mit europäischer und US-amerikanischer Konjunkturgeschichte und Marktintegration im 19 … analysis helps in measuring frequency specific correlation between financial indicators and rivaling national income estimates …

and com-modity price levels and volatilities emphasize the importance of risk management to ethanol investors. This paper … uses an insurance approach to outline a risk management tool which mimics the gross margin level of a typical corn …

derAuswirkungen makroökonomischer Schocks auf das Risiko von Kreditportfolios.Dazu wird analysiert, welchen Einfluß makroökonomische … default correlations is implemented. A Monte-Carlosimulation tool is used to examine how this 'correlation effect' varieswith …

, supermodularity, monotone comparative statics, background risk, game theory, rationalizability, iterated strict dominance multi …This half-semester course discusses decision theory and topics in game theory. We present models of individual decision …-making under certainty and uncertainty. Topics include preference orderings, expected utility, risk, stochastic dominance …

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 … Risk Management approach. Nevertheless, in terms of Erasmus, this approach represents the one-eyed man when compared with …

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 …

Teilsortiment von m Artikeln oder Produkt-varianten umfasst, reduziert die Unsicherheit der geplanten Produktionsmengen durch Risk ….Especially fashion supply chains are ideal examples of supply chains with high sales risks. They find themselves in the model theory of … the starting point of this model theory that in the simple form assumes that at the end of the season produced articles …

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 …