This article proposes a mean-variance optimization and portfolio frontier analysis of energy risk management with … management, as the carbon market constitutes a segmented commodity market with specific risk factors linked to the EU Commission …

investors to counterparty risk. To mitigate the funds' exposure, their counterparties must pledge collateral. In this paper, we … present a framework to study collateral risk and provide empirical estimates for the $40.9 billion collateral portfolios of … about the high collateral risk of ETFs. Finally, we theoretically show how to construct an optimal collateral portfolio for …

Design Performance.In this paper our goal is to present why valuing Knowledge Management Impact onEngineering Design is today …

Farm risk management for income stabilization is on-going issue. An applied work has been performed to measure farm … risk using a stochastic model. Risk management tools, with symmetric as well as asymmetric impacts, are then tested and … compared through ad hoc statistics. Normal farm business risk can be efficiently managed using a precautionary saving provision …

This study investigates the influence of background diversity of bank board members on performance and risk. Using data … associated with performance except when it relates to ethnicity. It not only reduces performance per se but also increases risk … to various alternative performance measures, including risk adjusted returns, and estimation methods. …

contractual approach to the delivery of infrastructures, goods and services traditionally provided by the public sector or by …

rebound effects and demand induction by infrastructures and equipments. Doing so brings to light how induced technical change …