Este estudio investiga la aplicación, por parte de las socias auditoras, de una prima de riesgo en las auditoras … sugiere la existencia de una prima de riesgo femenina. Esta prima en los honorarios puede existir por las diferencias de … género existentes a la hora de percibir y tolerar el riesgo. A diferencia de estudios anteriores se controla el esfuerzo del …

reviewed to measure the impact on profitability, risk, correlation, and trading volume between markets, using indicators such … indicadores para medir el impacto sobre la rentabilidad, el riesgo, la correlación y el volumen de operaciones entre mercados, por …

One of the key components of financial risk management is risk measurement. This typically requires modeling …

A popular risk measure, conditional value-at-risk (CVaR), is called expected shortfall (ES) in financial applications … for the analysis is established with the quadrangle theory of risk functions. We derived relationships between elements of … CVaR quadrangle and mixed-quantile quadrangle for discrete distributions with equally probable atoms. The deviation in the …

of a financial institution to systemic risk, the marginal expected shortfall (MES). The MES of an institution can be …

for standard sample sizes. In an application to international government bonds, we detect a high tail{risk and low return … situation during the last decade which can essentially be attributed to increased higher{order tail risk. We also illustrate the … empirical consequences from ignoring higher-dimensional tail risk. …

sample sizes. In an application to international government bonds, we detect a high tail{risk and low return situation during … the last decade which can essentially be attributed to increased higher-order tail risk. We also illustrate the empirical … consequences from ignoring higher-dimensional tail risk. …

. However, in many applications such as risk quantification in finance or climatology, one is interested in capturing the tail …

Quantiles play an important role in modelling quality of service in the service industry and in modelling risk in the … for quantile sensitivities by means of sample path differentiation. This has led to an intensive search for sample …-path differentiation based estimators for quantile sensitivities. In this paper we present a novel approach to quantile sensitivity …