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Portfolio optimization with risk constraints

Gandy, Ralf - 2005

In dieser Arbeit setzen wir uns mit den Auswirkungen von Risikobeschränkungen auf das optimale Verhalten eines Investors auseinander, welcher versucht, den erwarteten Endnutzen zu einem festgelegten Zeitpunkt zu maximieren. Dazu kann er ein vorgegebenes Anfangsvermögen in einem Markt...

Persistent link: https://www.econbiz.de/10009462193

International trade, market risk, and multinational corporations

Su, Qi - 2003

show that traditional trade theory can accommodate new phenomena of trade and investment; restrained technological transfer …

Persistent link: https://www.econbiz.de/10009467026

European Sectors and Conditional Measures of Extreme Market and Credit Risk

Powell, Robert; Allen, David - 2010

The objective of this paper is to determine how relative market and credit risk changes among European sectors during times of extreme market fluctuations. Ten sectors comprising the S&P Euro index are compared prior to and during the Global Financial Crisis (GFC). Market risk is measured using...

Persistent link: https://www.econbiz.de/10009440833

The impact of the market risk of capital regulations on bank activities

Eksi, Emrah - 2006

Banking has a unique role in the well-being of an economy. This role makes banksone of the most heavily regulated and supervised industries. In order to strengthenthe soundness and stability of banking systems, regulators require banks to holdadequate capital. While credit risk was the only risk...

Persistent link: https://www.econbiz.de/10009461296

Risk management associated with tariff-linked agreements

Mahlatsi, Tsatsi Jonas - 2004

The study focuses on tariff-linked (or commodity-linked) agreements entered into between a power utility and commodity producers. The main purpose of these types of agreements is to link electricity tariff payable by commodity producers to the price of the commodity produced thereby transferring...

Persistent link: https://www.econbiz.de/10009457811

Selecting Various Industrial Competitors Affect The Risk Level of Viet Nam Insurance Industry

Huy, Dinh Tran Ngoc - 2013

Under a one factor model, this paperwork estimates the impacts of the size of firms’ competitors in the insurance industry on the market risk level, measured by equity and asset beta, of 7 listed companies in this category. This study identified that the risk dispersion level in this sample...

Persistent link: https://www.econbiz.de/10011315483

Selecting Various Industrial Competitors Affect The Risk Level of Viet Nam Insurance Industry

Huy, Dinh Tran Ngoc - 2013

Persistent link: https://www.econbiz.de/10011531819

Monte-Carlo Simulation und Fuzzyfizierung qualitativer Informationen bei der Unternehmensbewertung

Klein, Martin - 2011

Monte Carlo simulation is particularly difficult. The second article presents how the fuzzy-set theory allows these factors … Modell überführt werden. Anders als beim klassischen DCF-Modell werden im Rahmen der Monte-Carlo Simulation als …. Dennoch unterliegt auch die Monte-Carlo Simulation einigen Limitationen, die in der praxisorientierten Unternehmensbewertung …

Persistent link: https://www.econbiz.de/10009451171

Farm Level Risk Assessment Using Downside Risk Measures

Berg, Ernst; Starp, Michael - 2006

Recent and presumable future developments tend to increase the risk associated with farming activities. This causes an increasing importance of risk management. Farmers have a wide variety of possibilities to influence the risk exposure of their operations. Among them are the choice of the...

Persistent link: https://www.econbiz.de/10009483581

Cooperative Risk Management: Rationale and Effectiveness

Manfredo, Mark R.; Richards, Timothy J. - 2003

examples are provided through numerical simulation of pro-forma financial statements from representative agricultural …

Persistent link: https://www.econbiz.de/10009444150