risk estimation approach the study also applies a dynamicpanel estimator. The estimates suggest that the average farmer …. 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 …

the complete risk management process. An Example from a mechanical engineering company is used for the final validation of …

-Walrasian disequilibrium approach and describe optimizing agents. These agents use chance constraints which depict a Cash Flow at Risk approach …

under risk awareness and uncertainty. Thus, the whole process of a market oriented investment abroad and therefore an …

motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … difficulties that can ensue when failing to account for estimation risk in valuation and hedging formulae. … parameter sigma, we derive the resulting marginal distribution of the approximated GBM. This allows us to derive post-estimation …

their ination risk. Consequently, the ination market has been rapidly growing forthe last decade and has further great …

, forecasting horizons, risk price specifications, and the number of latent factors. Next, I incorporate latentmacro factors and the …

sensitivities and their associated APT risk “prices.” Without the assumption of normally distributed errors, these estimators are …

Theoretically analysing macroeconomic environment influence on credit risk, especially in the period of economic … downturn, the object of this paper is to evaluate the credit risk dependence on macroeconomic factors in banking system of … Lithuania. The first part of the paper describes the conception and evaluation of credit risk, the influence of particularly …