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companies that are at risk of bankruptcy using the DEA method. The originality is the selection of key inputs and outputs to the …
Persistent link: https://www.econbiz.de/10012587360
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 …
Persistent link: https://www.econbiz.de/10012795821
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 …
Persistent link: https://www.econbiz.de/10012628139
This paper studies the historical time-varying dynamics of risk for individual stocks in the U.S. market. Total risk of … an individual stock is decomposed into two components, systematic risk and idiosyncratic risk, and both components are … studied separately. We start from the historical trend in the magnitude of risk and then turn to the relation between …
Persistent link: https://www.econbiz.de/10012628441
Do investors believe that firm-level (i.e., idiosyncratic) risk of green (i.e., environmentally responsible) firms is … relatively lower? How does high market volatility affect the investors' view on the firm-level risk of green firms? This paper … addresses these questions by investigating the relationship between firm-level (idiosyncratic) risk and firms' environmental …
Persistent link: https://www.econbiz.de/10012322023
The paper uses a Walrasian two-period financial market model with informed and uninformed constant absolute risk averse … (CARA) rational investors and noise traders. The investors allocate their initial wealth between risky assets and risk …’ prediction coefficient but makes that of the uninformed investors diminish. Inflation does not affect rational investors’ risk …
Persistent link: https://www.econbiz.de/10012403996
useful tool that can be applied for the needs of corporate risk management in the area of the assessment of a firm …’s bankruptcy risk. Using two variants of the division of the research sample into the training and testing sets, it turned out that … variables is necessary for possibly building the most efficient tool for the early warning signs of bankruptcy risk. …
Persistent link: https://www.econbiz.de/10012404180
Many actuarial science researchers on stochastic modeling and forecasting of systematic mortality risk use Cairns … integrate the CBD model to enhance its accuracy and predictive capacity for future systematic mortality risk in countries with … be implemented by Kenyan insurance firms when modeling and forecasting systematic mortality risk helpful in the pricing …
Persistent link: https://www.econbiz.de/10012588185
Persistent link: https://www.econbiz.de/10012522289
This study introduces a novel index based on expectations concordance for explaining stock-price volatility when novel events that are each somewhat unique cause unforeseeable change and Knightian uncertainty in the process driving outcomes. Expectations concordance measures the degree to which...
Persistent link: https://www.econbiz.de/10012795039