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The Risk Map : a new tool for validating risk models

Colletaz, Gilbert; Hurlin, Christophe; Pérignon, Christophe - In: Journal of banking & finance 37 (2013) 10, pp. 3843-3854

Persistent link: https://www.econbiz.de/10010127439

A theory for measures of tail risk

Liu, Fangda; Wang, Ruodu - In: Mathematics of operations research 46 (2021) 3, pp. 1109-1128

Persistent link: https://www.econbiz.de/10012625694

Using expected shortfall for credit risk regulation

Osmundsen, Kjartan Kloster - In: Journal of international financial markets, … 57 (2018), pp. 80-93

Persistent link: https://www.econbiz.de/10012127600

A data-driven explainable case-based reasoning approach for financial risk detection

Li, Wei; Paraschiv, Florentina; Sermpinis, Georgios - In: Quantitative finance 22 (2022) 12, pp. 2257-2274

Persistent link: https://www.econbiz.de/10013490942

Enterprise Risk Management Models : Focus on Sustainability

Olson, David L.; Wu, Desheng Dash - 2023 - 4th ed. 2023.

1. Enterprise Risk Management in Supply Chains -- 2. Risk Matrices -- 3. Value-Focused Supply Chain Risk Analysis -- 4. Examples of Supply Chain Decisions Trading-off Criteria -- 5. Simulation of Supply Chain Risk -- 6. Value at Risk Models -- 7. Chance-Constrained Models -- 8. Data Envelopment...

Persistent link: https://www.econbiz.de/10014415203

Managing financial risks of global companies through corporate social responsibility : the specifics of sustainable employment in developed and developing countries

Tursunov, Bobir O.; Kulueva, Chinara R.; Abdurakhmanov, … - In: Risks : open access journal 12 (2024) 10, pp. 1-68

The motivation for this research was the desire to disclose the social nature of the financial risks of global companies: the authors attempted a scientific explanation of the influence of corporate social responsibility, which is manifested through the preservation and creation of additional...

Persistent link: https://www.econbiz.de/10015135771

Modeling coherent trading risk parameters under illiquid market perspective

Al Janabi, Mazin A. M. - In: Studies in economics and finance 28 (2011) 4, pp. 301-320

Persistent link: https://www.econbiz.de/10009388603

On the appraisal of LVaR throughout the close-out period : an investment management outlook from recent global financial crisis

Al Janabi, Mazin A. M. - In: International journal of management practice : IJMP 6 (2013) 3, pp. 248-285

Persistent link: https://www.econbiz.de/10009790987

Risk management in trading and investment portfolios : an optimisation algorithm for maximum risk-budgeting threshold

Al Janabi, Mazin A. M. - In: Journal of emerging market finance 11 (2012) 2, pp. 189-229

Persistent link: https://www.econbiz.de/10009752878

Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches

Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 24 (2014) 4/6, pp. 347-356

Persistent link: https://www.econbiz.de/10010399705