such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from …

We examine how sensitive the new performance indexes incorporating high moments and disaster risk are to disaster risk …. The new performance indexes incorporating high moments and disaster risk are the Aumann-Serrano performance index and … underlying risk. We show, by numerical examples and empirical examples, how sensitive these indexes are to disaster risk …

illiquidity, and proxies for tail risk. Our funding illiquidity measure also affects leveraged closed-end mutual funds and, to an …

Structural Engineers and Risk Management Firms. There are no current procedures to evaluate the epistemic and aleatory … result as the basis for risk management decisions and actions. For a single building this may be whether or not a prescribed …, or if a portfolio has an acceptably low loss risk over a given period of time. In both cases, the reliability must either …

cyber-risk management plan, and devising a more proactive and collaborative approach that is suitable according to their … organization context. To this end, firstly various enterprise, Information Technology (IT), and cybersecurity risk management … frameworks are thoroughly reviewed along with their advantages and limitations. Then, we propose a proactive cybersecurity risk …

Risk perception is an idiosyncratic process of interpretation. It is a highly personal process of making a decision … based on an individual’s frame of reference that has evolved over time. The purpose of this paper is to find out the risk … perception level of equity investors and to identify the factors influencing their risk perception. The study was conducted using …