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Fair innings? : the utilitarian and prioritarian value of risk reduction over a whole lifetime

Adler, Matthew D.; Ferranna, Maddalena; Hammitt, James K.; … - In: Journal of health economics 75 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012627503

Using revealed preference methods to estimate the value of reduced mortality risk : best practice Recommendations for the hedonic wage model

Evans, Mary F.; Taylor, Laura O. - In: Review of environmental economics and policy 14 (2020) 2, pp. 282-301

Persistent link: https://www.econbiz.de/10012395299

Scenario-based stochastic model for supplier selection and order allocation under disruption risk and quantity discount

Hamdi, Faiza; Masmoudi, Faouzi - In: International journal of risk assessment and management … 25 (2022) 1/2, pp. 84-102

Persistent link: https://www.econbiz.de/10014227076

A cost-benefit analysis of capital requirements adjusted for model risk

Farkas, Walter; Fringuellotti, Fulvia; Tunaru, Radu - In: The journal of corporate finance : contracting, … 65 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012423657

Fixing risk neutral risk measures

Stein, Harvey J. - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10011523810

Risk-adjusted time series momentum

Dudler, Martin; Gmür, Bruno; Malamud, Semyon - 2014

We introduce a new class of momentum strategies, the risk-adjusted time series momentum (RAMOM) strategies, which are … how these volatility measures can be used for risk management. We find that momentum risk management significantly … increases Sharpe ratios, but at the same time may lead to more pronounced negative skewness and tail risk. Furthermore, momentum …

Persistent link: https://www.econbiz.de/10011293745