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Optimal Risk-Return Trade-Offs of Commercial Banks : and the Suitability of Profitability Measures for Loan Portfolios
Kühn, Jochen (contributor) - 2006
This book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio …The present book criticizes the fact that profitability measures derived from capital market models such as the Sharpe …
Persistent link: https://www.econbiz.de/10013520561
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Korrigierte Performance des ökonomischen Eigenkapitals : Neuentwicklungen zur Modellverbesserung
Krüger, Thomas K. - 2011
Für die Ermittlung der ökonomischen Performance sind in der Vergangenheit zahlreiche Modelle entwickelt und erweitert worden. Heutzutage ist unter anderem die Berücksichtigung des Risikos obligatorisch. Dennoch beinhalten diese Modelle bei genauerer Betrachtung Unzulänglichkeiten. Und genau...
Persistent link: https://www.econbiz.de/10013517459
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Time and Money : How Long and How Much Money is Needed to Regulate a Viable Economy
Aubin, Jean-Pierre - 2014
:Willingness To Pay -- Endowing Exchange Values: Adam Smith’s Invisible Man -- Why Viability Theory? -- What Is to Be Done?. …This authored monograph presents an unconventional approach to an important topic in economic theory. The author is an … expert in the field of viability theory which was motivated by economics at the end of the 1970's (see Dynamic Economic …
Persistent link: https://www.econbiz.de/10014016934
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Management von Rohstoffrisiken : Strategien, Märkte und Produkte
Eller, Roland - 2010
Risikomanagement und Risikocontrolling -- Produkte und Praxisfälle des Risikomanagements -- Management von Industriemetallrisiken im … -- Preis- und Risikomanagement bei Soft Commodities -- Rahmenbedingungen -- Bilanzierung von Derivaten des Rohstoffmanagements …Geleitwort Professionelles Risikomanagement ist in jeder Marktsituation ein Muss für Unternehmen, aber gerade in …
Persistent link: https://www.econbiz.de/10014424892
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Enterprise Risk Management Models
Olson, David L - 2017 - 2nd ed. 2017
This book is a comprehensive guide to several aspects of risk, including information systems, disaster management, supply chain and disaster management perspectives. A major portion of this book is devoted to presenting a number of operations research models that have been (or could be) applied...
Persistent link: https://www.econbiz.de/10012396491
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Scenario Analysis in Risk Management : Theory and Practice in Finance
Hassani, Bertrand K. - 2016
value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such … - Using Probability Distribution Properties -- Leveraging Extreme Value Theory -- Bayesian Networks -- Articial neural network …
Persistent link: https://www.econbiz.de/10012397114
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Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis
Tian, Weidong (ed.) - 2017
This edited collection comprehensively addresses the widespread regulatory challenges uncovered and changes introduced in financial markets following the 2007-2008 crisis, suggesting strategies by which financial institutions can comply with stringent new regulations and adapt to the pressures...
Persistent link: https://www.econbiz.de/10012397374
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Assessing Risk Assessment : Towards Alternative Risk Measures for Complex Financial Systems
Hoffmann, Christian Hugo - 2017
theory is not an adequate foundation for modeling systemic and extreme risk in complex financial systems. He proposes a new … theory is not an adequate foundation for modeling systemic and extreme risk in complex financial systems. He proposes a new …
Persistent link: https://www.econbiz.de/10012397671
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The Tyranny of Uncertainty : A New Framework to Predict, Remediate and Monitor Risk
Abu El Ata, Nabil - 2016
Deconstruction for Mathematical Prediction -- Singularity and Chaos Theory -- The Mathematical Solution -- Universal Risk Management …
Persistent link: https://www.econbiz.de/10014019857
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Online Algorithms for the Portfolio Selection Problem
Dochow, Robert - 2016
Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a...
Persistent link: https://www.econbiz.de/10014019956