We examine two distinct and important dimensions (e.g. symmetry vs. asymmetry and linearity vs. nonlinearity) of price …

transitory gains also increases as earnings predictability declines (uncertainty effect), as CEOs get closer to retirement … effect). This study has practical implications for regulators, corporations and investors, both in the USA and abroad. …

The purpose of this thesis is to investigate the relationship between the annualised volatility and correlation of G7 … relationship between bond volatility and correlation of returns has limited benefits for portfolio managers and traders. As a … result, diversification may not significantly reduce portfolio risk. Even during periods of ongoing annualised volatility …

derAuswirkungen makroökonomischer Schocks auf das Risiko von Kreditportfolios.Dazu wird analysiert, welchen Einfluß makroökonomische … default correlations is implemented. A Monte-Carlosimulation tool is used to examine how this 'correlation effect' varieswith …

-making under certainty and uncertainty. Topics include preference orderings, expected utility, risk, stochastic dominance …, supermodularity, monotone comparative statics, background risk, game theory, rationalizability, iterated strict dominance multi …, repeated games, and correlation. …

pest risk/vulnerability assessment in the contiguous United States. Probability of gypsy moth (Lymantria dispar L … integration of anthropogenic and ecological variables allowed production of an accurate risk model and provided insight into the …

/or break-even inflation rates. An analysis of movements in the stock-bond correlation finds that, with some exceptions … equity risk premium are the important news conveyed by shocks to some production and employment variables, again with some … growth or the equity risk premium. Consistent with previous results in the literature, results on movements in the stock …

, where it persists even among large commercial operations. Six theoretical explanations for the observed correlation between …, grower risk aversion, asset specificity, and technological change. Information from five annual national surveys is used to …