measurement, risk hedging, portfolio optimization, derivatives pricing and duration models evaluation. For the purpose the copula …The paper aims at introducing copula-models' concepts and its application to solving such financials programs as risk …

constitution of sufficientguarantees and the dispersion of the risk among producers and other participants like differentpublic and …

This study investigates the application by auditor women of a risk premium in Spanish audit firms of SME companies as a … hedging tool. Using econometric models, it has been developed univariate and multivariate analysis over 2,536 observations of … this study suggests the existence of a female risk premium. This premium in fees may exist due to gender differences …

risk. Given the above, this paper presents a model of efficient portfolio optimization based on Markowitz's theory, using … EWMA methodology for the calculation of portfolio risk. …