's desire to tilt, smooth and stabilize consumption as well as minimize portfolio risk. In this context we also show how the …

This paper is devoted to risk management and risk measurement methods. The author considers methods of risk measurement … and proposes the Inte- gral Sum of Differential Weighted Indexes of Risks (or ISDWIR) method of risk measurement. The … method is based on dynamic enterprise risk matri- ces. The matrix describes the changes of corporate risk values over the …

face of financial compensation agency problems during a limited period in relation to the concept of sustainability. In the … exponential pattern of the general hyperbolic absolute risk aversion (HARA) utility function that satisfies their respective … study is the construction and development of an optimal compensation agency model for risk management, which is derived by …