This paper formulates a relaxed risk parity optimization model to control the balance of risk parity violation against … the total portfolio performance. Risk parity has been criticized as being overly conservative and it is improved by re …-introducing the asset expected returns into the model and permitting the portfolio to violate the risk parity condition. This paper …

Risk is inevitable in business. For large companies, risk management is formalised and structured through compliance … own standards or conform to pre-established criteria. This results in an increased vulnerability to risk, which tends to … undermine SMEs’ sustainability. The primary reasons for the low adoption rate of risk management are related to the tremendous …

Hydro One Inc. is widely regarded as having had one of the most successful implementations of enterprise risk …

The purpose of this article is to show the effect of Risk Perception RP and Risk Definition RD on the Risk … June 2020, a period during the early stages of the COVID-19 pandemic. The study identified six dimensions of risk … perception and thus tested six structural models. Risk perception (ξ RP) is defined as an external latent variable in the study …

with risk measured by CVaR and additional sophisticated constraints. The cash outflow shortages are penalized in the …

exponential pattern of the general hyperbolic absolute risk aversion (HARA) utility function that satisfies their respective … study is the construction and development of an optimal compensation agency model for risk management, which is derived by … considering the effect of risk aversion utility on revenue. The proposed model can provide a fair and feasible approach within the …

firms and concludes that both the size and book-to-market effects are related to default risk. For example, small firms earn … higher return than big firms only if they have higher default risk and value stocks earn higher returns than growth stocks if … their default risk is high. In this paper we use a more advanced compound option pricing model for the computation of …

meltdowns can represent existential exposure to an organization, and thus cannot be ignored. Despite advances in risk management …, a gap in addressing what cannot be envisioned ex ante has existed since Frank Knight’s designation of risk and …

at examining the risk perception, risk aversion and risk management strategies of maize producers in Awi zone, which is … found in the northwest part of Ethiopia. The study involved 343 respondents who produced maize under risk. Descriptive … regression model were used to process the data. The results showed that farmers have different perceptions of the endogenous risk …

It is widely accepted that risk and uncertainty are integral parts of the property valuation process. Uncertainty in … property valuation is derived from the characteristics of property itself. The issue pertaining to risk and uncertainty in … risk and uncertainty in valuation, especially for business purposes or in the current term known as business valuation. The …