they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a …This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory …

-- 1.3. Struktur und Inhalt der Ausarbeitung -- I: Modelle zur Messung der Solvabilität -- 2. Begriffliche Grundlagen -- 3 …. Vergleichende Darstellung von Modellen zur Messung der Solvabilität -- II: Anforderungen an Stochastische Interne Modelle zur …

This book is a comprehensive guide to several aspects of risk, including information systems, disaster management … operations research models that have been (or could be) applied to enterprise supply risk management, especially from the supply …, definitions and discussion notes. This book comes at a time when the world is increasingly challenged by different forms of risk …

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 …Christian Hugo Hoffmann undermines the citadel of risk assessment and management, arguing that classical probability …

microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it …

Einführung -- Downside-Risiko-Kriterien -- Downside-minimale Portfolios -- Downside-Restriktionen -- Downside … Frage. Der Inhalt • Downside-Risiko-Kriterien • Downside-minimale Portfolios • Downside-Restriktionen • Downside …

Theoretical Background -- Alternative Approaches in Portfolio Management -- Minimum Risk Portfolios -- Risk Budgeting …Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the … asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the …

Enterprise Risk Management in Supply Chains -- Enterprise Risk Management Process -- Information Systems Security Risk … -- Enterprise Risk Management in Projects -- Natural Disaster Risk Management -- Disaster Risk Management in China -- Value …-Focused Supply Chain Risk Analysis -- Examples of Supply Chain Decisions Trading Off Criteria -- Simulation of Supply Chain Risk …