Value-at-risk (VaR) and conditional value-at-risk (CVaR) are popular risk measures from academic, industrial and … investor is faced with a Markowitz type of risk reward problem at the final horizon, where variance as a measure of risk is …; while in the case in which there is no upper bound, the optimal investment portfolio does not exist, though a three …

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 …

findings suggest that machine learning methods provide more accurate models of stock returns based on risk factors than … standard regression-based methods of estimation. They also indicate that certain risk factors and combinations of risk factors …

understanding diversification strategies. It introduces entropic value at risk (EVaR) as a coherent risk measure, which is an upper … bound to the conditional value at risk (CVaR), and explores its generalization, relativistic value at risk (RLVaR), rooted …, particularly in scenarios of heightened risk and increased concentration, crucial for mitigating negative net performances during …

evaluating the influence of perceived risk and perceived value on their cryptocurrency adoption decision. The retail investors …’ demographic characteristics (gender, age, education, income, and investment experience) were analyzed as control variables. Data …’s, perceived value was found to have a significant influence on cryptocurrency adoption. Meanwhile, perceived risk had no …

during the secondary and primary research, while determining the most relevant risk factors of investment project processes … in relation to the B2B market. The risk map for investment project processes was created in line with the relevant …The focus of this study is to examine the investment project process. Since investment can also be considered as …

review of 33 articles and a meta-analysis using the Apriori algorithm were used. We mapped 14 investment risks faced by … Apriori algorithm, dependency relations between nine investment risks were observed. This research fills a gap related to the … non-structuring of a holistic approach to the investment risks startup investors face. In addition, a comprehensive review …

addressing the disaster's underlying risk, the traditional disaster insurance strategy largely focuses on providing financial … significance of effective disaster risk reduction strategies applied within the innovative insurance mechanism in lowering overall … help insurance firms, policy planners, and disaster risk managers make decisions that will benefit local communities and …

similar expected loss exposures. By contrast, classical insurance is more desirable when the bank’s individual risk is … systemic risk from the regulatory perspective. …