Abstract Given a risk outcome y over a rating system {R_i }_(i=1)^k for a portfolio, we show in this paper that the … rating indexes. These estimates are in average equal to the sample average risk over the portfolio and coincide with the … resolution to flip-over credit risk and a tool to determine the fair risk scales over a rating system. …

agents which are rationally bounded, risk averse and loss averse, emphasizing the relationship between psychology and …, as the classical theory of choice would suggest, the economic agents are rational and the markets are or should be … will highlight some well-known limits of the classical theory of rational choice. In particular, the present paper will …

classical theory of choice would suggest, the economic agents are rational and the markets are or should be efficient and behave … also rationally. This contribution tries to highlight some well-known limits of the classical theory of rational choiceand … compare this theory of choice with a different notion of rationality, bounded rationality, and with an approach that seeks to …

classical theory of choice would suggest, the economic agents are rational and the markets are or should be efficient and behave … also rationally. This contribution tries to highlight some well-known limits of the classical theory of rational choice and … compare this theory of choice with bounded rationality, which is a different notion of rationality, and with an approach that …

common in risk estimation techniques. Deployed between analysis and modeling, UC2 brings uniformity and interoperability that … improve risk model results and improve stakeholder engagement. Its unique features correctly capture confidence and certainty … and improve interoperability between data-driven and expert-derived risk estimates and the models that consume them. In …

-determinant for the successful IPO deal completion. We propose the Ledenyov theory on the origins of the IPO underpricing and long …

-determinant for the successful IPO deal completion. We propose the Ledenyov theory on the origins of the IPO underpricing and long …