’s purpose is to develop a rapid methodology to assess the risk of information and knowledge loss management. It provides the … implementation of eight steps and combines a risk mapping method modified by assessments based on risk factors and incidents as … incidents. As a result, a risk map of 9 groups was built for a Ukrainian enterprise. Only two groups with the minimum number of …

This paper examines the asymptotic risk of nested least-squares averaging estimators when the averaging weights are … selected to minimize a penalized least-squares criterion. We find conditions under which the asymptotic risk of the averaging …

A conditional asset pricing model with risk and uncertainty implies that the time-varying exposures of equity … portfolios to the market and uncertainty factors carry positive risk premiums. The empirical results from the size, book … that equity portfolios that are highly correlated with economic uncertainty proxied by the variance risk premium (VRP …

located at the bottom of the income distribution, where risk aversion cannot play any role. … on the individual's position in the income distribution; (3) individuals are more likely to accept inequality when it …

risk. Given the above, this paper presents a model of efficient portfolio optimization based on Markowitz's theory, using … EWMA methodology for the calculation of portfolio risk. …

The aim of this paper is to analyze the merits of using the Value At Risk method in estimating the risk associated with … distribution characteristic for metallurgical companies listed on the Polish stock exchange, and on their basis we select the … method of the Value at Risk estimation. The analysis was made by comparing individual metallurgical companies to the Warsaw …