Globalizing knowledge economies foster conditions that intensify the role and value of organizational reputation risk … reputation risk. Having noted the ambivalence that surrounds ‘risk positions’, we present a re-definition of reputation risk that … encompasses the dynamics of contemporary risk and trust relationships. We explore the capacity of different trust forms to reduce …

Relying on a Constant Relative Risk Aversion utility function, we use panel data for Argentina to compute risk …-adjusted income and poverty measures and to analyze their determinants. Taking risk into account increases poverty. The regression … analysis suggests that many household characteristics are correlated not only with the average income of the household over …

Many financial applications, such as risk analysis and derivatives pricing, depend on time scaling of risk. A common … is to examine time scaling of risk when returns follow a jump diffusion process. It is argued that a jump diffusion is … well-suited for the modeling of systemic risk, which is the raison d’etre of the Basel capital adequacy proposals. We …

traditional approach is that measures the risk and return tradeoff in terms of mean and variance of final wealth. However, there …