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Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, … - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
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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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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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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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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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Bias in spatial risk assessment
Mishra, Himanshu; Mishra, Arul; Moreno, Oscar - In: Management science : journal of the Institute for … 61 (2015) 4, pp. 851-863
Persistent link: https://www.econbiz.de/10010526542
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Managing disruption risk : the interplay between operations and insurance
Dong, Lingxiu; Tomlin, Brian - In: Management science : journal of the Institute for … 58 (2012) 10, pp. 1898-1915
Persistent link: https://www.econbiz.de/10009664645
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Simultaneously discovering and quantifying risk types from textual risk disclosures
Bao, Yang; Datta, Anindya - In: Management science : journal of the Institute for … 60 (2014) 6, pp. 1371-1391
Persistent link: https://www.econbiz.de/10010381870
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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