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Generalized multiplicative risk apportionment

Wang, Hongxia - In: Risks : open access journal 7 (2019) 2/65, pp. 1-9

-degree stochastic dominance, Rothschild and Stiglitz’s increase in risk and downside risk increase. We use the relative nth-degree risk … aversion measure and decreasing relative nth-degree risk aversion to provide conditions guaranteeing the preference for “harm …

Persistent link: https://www.econbiz.de/10012018921

Subjective expected utility with state-dependent but action/observation-independent preferences

Drèze, Jacques H. - In: Risks : open access journal 6 (2018) 2, pp. 1-9

Under state-dependent preferences, probabilities and units of scale of state-dependent utilities are not separately identified. In standard models, only their products matter to decisions. Separate identification has been studied under implicit actions by Drèze or under explicit actions and...

Persistent link: https://www.econbiz.de/10011811749

The Italian pension gap : a stochastic optimal control approach

Milazzo, Alessandro; Vigna, Elena - In: Risks : open access journal 6 (2018) 2, pp. 1-20

We study the gap between the state pension provided by the Italian pension system pre-Dini reform and post-Dini reform. The goal is to fill the gap between the old and the new pension by joining a defined contribution pension scheme and adopting an optimal investment strategy that is...

Persistent link: https://www.econbiz.de/10011866511

The concept of corporate social responsibility based on integrating the SDGs into corporate strategies : international experience and the risks for profit

Bogoviz, Aleksei Valentinovich; Lobova, Svetlana V.; … - In: Risks : open access journal 10 (2022) 6, pp. 1-27

developments consists in the fact that they allow increasing the effectiveness of risk management of the practices of corporate …

Persistent link: https://www.econbiz.de/10013363098

The effects of disaggregate oil shocks on the aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Risks : open access journal 11 (2023) 11, pp. 1-9

We examine the impact of the global economic activity, oil supply, oil-specific consumption demand, and oil inventory demand shocks on the expected aggregate skewness of the United States (US) economy, obtained based on a data-rich environment involving 211 macroeconomic and financial variables...

Persistent link: https://www.econbiz.de/10014435601

Systemic risk management of investments in innovation based on CSR

Lebedev, Vladimir V.; Deberdeeva, Nelia A.; Farkova, … - In: Risks : open access journal 10 (2022) 5, pp. 1-26

The problem studied in this paper consists in the fact that the social and financial risks of investments in innovations are managed in isolation, which leads to limited results (reduces certain risks but raises other risks). This paper is devoted to the search for a new strategy of managing the...

Persistent link: https://www.econbiz.de/10013359127

Variations of particle swarm optimization for obtaining classification rules applied to credit risk in financial institutions of Ecuador

Jimbo Santana, Patricia; Lanzarini, Laura; Bariviera, … - In: Risks : open access journal 8 (2020) 1/2, pp. 1-14

Knowledge generated using data mining techniques is of great interest for organizations, as it facilitates tactical and strategic decision making, generating a competitive advantage. In the special case of credit granting organizations, it is important to clearly define rejection/approval...

Persistent link: https://www.econbiz.de/10012204352

The importance of economic variables on London real estate market : a random forest approach

Levantesi, Susanna; Piscopo, Gabriella - In: Risks : open access journal 8 (2020) 4/112, pp. 1-17

This paper follows the recent literature on real estate price prediction and proposes to take advantage of machine learning techniques to better explain which variables are more important in describing the real estate market evolution. We apply the random forest algorithm on London real estate...

Persistent link: https://www.econbiz.de/10012385136

Risk information in non-financial disclosure

Fijałkowska, Justyna; Hadro, Dominika - In: Risks : open access journal 10 (2022) 1, pp. 1-18

This paper aims to research the topics related to risk included in non-financial disclosure (NFD) of companies listed … on the Warsaw Stock Exchange (WSE) and explore factors that influence the risk topics ratio in NFD. We applied a content … analysis using topic modeling to discover latent risk topics in NFD. Next, with Ward's clustering, we identified four groups of …

Persistent link: https://www.econbiz.de/10012805397

Measuring equity share related risk perception of investors in economically backward regions

Singh, Ranjit; Bhattacharjee, Jayashree - In: Risks : open access journal 7 (2019) 1/12, pp. 1-20

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 …

Persistent link: https://www.econbiz.de/10012018617

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