This paper re-examines the performance of REITs, stocks, and fixed-income assets based on the preferences of risk …-averse and risk-seeking investors using mean-variance and stochastic dominance approaches. Our findings indicate no first … order to maximize their expected utility, the risk-averse prefer fixed-income assets over real estate, which, in turn, is …

Food safety is a major risk for agribusiness firms. According to the Centers for Disease Control and Prevention (CDC …/HACCP) in 1996 and the Food Modernization Act in 2010, to reduce food-safety risk, retail meat facilities continue to experience … evaluate the effectiveness for three strategies that are used by retail meat facilities. Copula value-at-risk (CVaR) was …

European claim. This allows pricing and hedging under the minimal martingale measure, corresponding to the local risk …This paper examines a simple basis risk model based on correlated geometric Brownian motions. We apply quadratic … criteria to minimize basis risk and hedge in an optimal manner. Initially, we derive the Föllmer–Schweizer decomposition for a …

Using the GARCH model and quantile regression with dummy variables, we investigate the hedging and safe haven …

design and implement marketing and promotional strategies. Considering the large scale and scope of the project, the purpose … departments in Saudi Arabia. Eleven risk factors and challenges were identified, including design challenges, as well as legal … effective planning and implementation, along with risk identification and mitigation mechanisms. In addition, it is essential to …

companies that are at risk of bankruptcy using the DEA method. The originality is the selection of key inputs and outputs to the …

assumptions alone in measuring risk. Cushioning against risk has always created a plethora of complexities and challenges; hence …, this paper attempts to analyse statistical properties of various risk measures in a not normal distribution and provide a … financial blueprint on how to manage risk. It is assumed that using old assumptions of normality alone in a distribution is not …

calculus is based on various types of economic parameters, which are subject to frequent changes and high risk. A risk …