that the company tend to face higher risk, as JPFA find itself with positif return 15.47% expected return. And companies … sensitive to market changes. It is recommended for further research to look on this CAPM method in analyzing the stock …

making its U.S. Treasury payments, BPA performs a Risk Analysis as part of its rate-making process. In this Risk Analysis …, risks, and risk mitigation measures described here and in the Wholesale Power Rate Development Study (WPRDS). If the TPP … falls short of BPA's standard, additional risk mitigation revenues, such as PNRR and CRAC revenues are incorporated in the …

factor model with that of the heavy tailed univariate stochastic volatility model. A unified analysis of the model, and its … is scalable in terms of series and factors and simulation-efficient. Methods for estimating the log-likelihood function … conditional coverage of the 5% and 1% value-at-risk (VaR) measures of four pre-defined portfolios. …

management strategies under various risk preferences and utility-weighted certainty equivalent risk premiums. Yields, input rates …, risk analysis indicates CRP would be the preferred strategy for some risk-averse managers. …

participative systems approaches involving simulation-aided discussion with advisers and decision-makers. This has led to the … private advisers. Whopper Cropper consists of a database of simulation output and a graphical user interface to generate … simulation-aided discussions about relevant management actions. The critical role of farm management advisers and dialogue among …

had on lowering risk. After completing a simulation analysis and comparing means and standard deviations of the expected … returns, portfolio theory was used to put the feeding enterprises into different portfolios to attempt to lower risk. Then … lowered the volatility in the returns to these feeding enterprises. In order to answer these two questions of interest, a …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market … participants, lock-in effect and risk diversification and also a comprehensive model with heterogeneous participants - investors …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

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 …