Search Results - subject:"Risk valuation"

Will and power: Investment diversification and systemic deviation from irrational risk

Liu, Yaping - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-12

-asset pricing model. The power of heterogeneous beliefs and risk-valuation deviation are found to affect capital asset pricing …

Persistent link: https://www.econbiz.de/10015073989

Will and power : investment diversification and systemic deviation from irrational risk

Liu, Yaping - In: Cogent economics & finance 10 (2022) 1, pp. 1-12

-asset pricing model. The power of heterogeneous beliefs and risk-valuation deviation are found to affect capital asset pricing …

Persistent link: https://www.econbiz.de/10014500242

Weighted Shapley values of efficient portfolios

Shalit, Haim - In: Risk and decision analysis 9 (2023) 2/4, pp. 31-38

Persistent link: https://www.econbiz.de/10014473391

A performance measurement approach to risk valuation in startups' technology marketing

Leal, Bruno; Siluk, Julio Cezar Mairesse; Neuenfeldt … - In: International journal of business excellence : IJBEX 31 (2023) 4, pp. 521-541

Persistent link: https://www.econbiz.de/10015060844

Valuing children's fatality risk reductions

Robinson, Lisa A.; Raich, William; Hammitt, James K. - 2019

Persistent link: https://www.econbiz.de/10012181586

Infinitely stochastic micro reserving

Maciak, Matúš; Okhrin, Ostap; Pešta, Michal - In: Insurance / Mathematics & economics 100 (2021), pp. 30-58

Persistent link: https://www.econbiz.de/10012622380

Valuing children's fatality risk reductions

Robinson, Lisa A.; Raich, William J.; Hammitt, James K.; … - In: Journal of benefit-cost analysis : JBCA 10 (2019) 2, pp. 156-177

Persistent link: https://www.econbiz.de/10012194732

Counterparty Risk Valuation: A Marked Branching Diffusion Approach

Henry-Labordere, Pierre - HAL - 2012

The purpose of this paper is to design an algorithm for the computation of the counterparty risk which is competitive in regards of a brute force ''Monte-Carlo of Monte-Carlo" method (with nested simulations). This is achieved using marked branching diffusions describing a Galton-Watson random...

Persistent link: https://www.econbiz.de/10009654254

Age effects in mortality risk valuation

Brey, Raul; Pinto Prades, José Luis - In: The European journal of health economics : HEPAC ; … 18 (2017) 7, pp. 921-932

Persistent link: https://www.econbiz.de/10011869151

Building a set of internationally comparable value of statistical life studies : estimates of Chinese willingness to pay to reduce mortality risk

Hoffmann, Sandra; Krupnick, Alan J.; Qin, Ping - In: Journal of benefit-cost analysis : JBCA 8 (2017) 2, pp. 251-289

Persistent link: https://www.econbiz.de/10011761735

A service of the

zbw