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A toolkit for robust risk assessment using F-divergences
Kruse, Thomas; Schneider, Judith Christiane; Schweizer, … - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6529-6552
Persistent link: https://www.econbiz.de/10012666706
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Dynamic agency and endogenous risk-taking
Wong, Tak-Yuen - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4032-4048
Persistent link: https://www.econbiz.de/10012118536
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Managing reputation risk in supply chains : the role of risk sharing under limited liability
Dhingra, Vibhuti; Krishnan, Harish - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 4845-4862
Persistent link: https://www.econbiz.de/10012625039
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Backtesting expected shortfall : accounting for tail risk
Du, Zaichao; Escanciano, Juan Carlos - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
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Robust comparative statics of risk changes
Nocetti, Diego - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1381-1392
Persistent link: https://www.econbiz.de/10011487490
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The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel; Zanjani, George - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
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A new defined benefit pension risk measurement methodology
Ai, Jing; Brockett, Patrick L.; Jacobson, Allen F. - In: Insurance / Mathematics & economics 63 (2015), pp. 40-51
Persistent link: https://www.econbiz.de/10011349856
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Strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2591-2606
Persistent link: https://www.econbiz.de/10012039818
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Tail risk concerns everywhere
Gao, George P.; Lu, Xiaomeng; Song, Zhaogang - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
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Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
Wang, Suxin; Lu, Yi - In: Insurance / Mathematics & economics 89 (2019), pp. 46-62
Persistent link: https://www.econbiz.de/10012133507