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In dieser Arbeit setzen wir uns mit den Auswirkungen von Risikobeschränkungen auf das optimale Verhalten eines Investors auseinander, welcher versucht, den erwarteten Endnutzen zu einem festgelegten Zeitpunkt zu maximieren. Dazu kann er ein vorgegebenes Anfangsvermögen in einem Markt...
Persistent link: https://www.econbiz.de/10009462193
. It suggest a microeconometric method for measuring flooding related risk preferences of affectedindividuals. The method …-experimental approach to measure differences in the risk attitudes of farmers located in highflooding risk areas versus farmers located in … low flooding risk areas is followed. Changes in flooding risk relatedbehaviour over time is analysed and marginal effects …
Persistent link: https://www.econbiz.de/10009442826
the complete risk management process. An Example from a mechanical engineering company is used for the final validation of …
Persistent link: https://www.econbiz.de/10009467405
-Walrasian disequilibrium approach and describe optimizing agents. These agents use chance constraints which depict a Cash Flow at Risk approach …
Persistent link: https://www.econbiz.de/10009449067
ENGLISH ABSTRACT: The importance of market microstructure in determining the success of a bond market inallocating financial resources depends on the degree to which the microstructure elements likeliquidity, efficiency and volatility have been designed to determine the proper price at...
Persistent link: https://www.econbiz.de/10009442113
Bond Volatility Transmissions Between United States and European MarketsSeth KulmanFaculty Sponsor: Gordon Dash, Finance and Decision SciencesRecent events have illustrated the degree of connection between the world’s economies. Economic events occurring in one country are felt in countless...
Persistent link: https://www.econbiz.de/10009455911
result, diversification may not significantly reduce portfolio risk. Even during periods of ongoing annualised volatility …
Persistent link: https://www.econbiz.de/10009481952
gegenwärtigen Risikomaße ignorieren größtenteils das systematische Risiko, das durch Korrelationen von Finanzanlagen, Finanzmärkten … on assessing, modelling and forecasting risks during different financial times. The existing risk measures largely ignore … the systematic risk induced by correlations among financial assets, financial markets or financial agents and are …
Persistent link: https://www.econbiz.de/10009471737
Persistent link: https://www.econbiz.de/10009478157
Risiko unterscheidet, (2) eine Klassifikation, eine Charakterisierung und einen Vergleich von Risk-Pooling-Methoden in der …Purpose/topicality: Demand and lead time uncertainty in business logistics increase, but can be mitigated by risk … pooling. Risk pooling can reduce costs for a given service level, which is especially valuable in the current economic …
Persistent link: https://www.econbiz.de/10009460749