Narrow search
Showing 1 - 10 of 273
Cover Image
The impact of workload on operational risk : evidence from a commercial bank
Xu, Yuqian; Tan, Tom Fangyun; Netessine, Serguei - In: Management science : journal of the Institute for … 68 (2022) 4, pp. 2668-2693
Persistent link: https://www.econbiz.de/10013368294
Cover Image
Operational risk management : optimal inspection policy
Kim, Youngsoo; Xu, Yuqian - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 4087-4104
Persistent link: https://www.econbiz.de/10014552528
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Bank interest rate risk management
Vuillemey, Guillaume - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5933-5956
Persistent link: https://www.econbiz.de/10012146909
Cover Image
An axiomatic approach to systemic risk
Chen, Chen; Iyengar, Garud; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 59 (2013) 6, pp. 1373-1388
Persistent link: https://www.econbiz.de/10009777035
Cover Image
The impact of sovereign shocks
Manzo, Gerardo; Picca, Antonio - In: Management science : journal of the Institute for … 66 (2020) 7, pp. 3113-3132
Persistent link: https://www.econbiz.de/10012268637
Cover Image
Meta dynamic pricing : transfer learning across experiments
Bastani, Hamsa; Simchi-Levi, David; Zhu, Ruihao - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1865-1881
Persistent link: https://www.econbiz.de/10013260202