expected NPV and minimization of project portfolio risk. A company may develop an effective investment project portfolio for a …

maximization problem of crop rotation among HR rice, regular rice, and soybeans. The results demonstrate that risk attitudes and …

Environmental performance (EP) uncertainties span a number of energy technology options, and pose planning risk when … technology options, and produce a development strategy that hedges against the risk of exceeding environmental targets. Both … uncertainties. EP risk is found to be particularly important in situations where environmental constraints become increasingly …

A risk-averse irrigated corn producer would be better off choosing the more expensive subsurface drip irrigation (SDI …

hypothesis in the Romanian financial market case; 2) a critical distinction between the concept of "risk" and the concept of … "incertitude"; 3) the use of the individual yield/risk ratio versus the market one as a selection variable; 4) the renouncement at … disfunctions, there is a possibility to build an "optimal" portfolio based on a yield-risk arbitrage inside an efficiency frontier …

In this chapter I argue that as a response to the introduction of capital requirements in the form of risk weights … that the new optimum has a lower risk. The effect of the regulation depends on several things, most importantly the … correlation between individual investments, investor preferences and the relative size of risk weights. …

In the classic Markowitz model, risk is measured by the return rates variance. However, equal treatment of negative and … positive deviations from the expected return rate is a slight shortcoming of variance as the risk measure. Markowitz defined …

In diesem Beitrag werden zwei Modellansätze zur Integration von Risiko in die Data Envelopment Analyse (DEA … angewendet. Beide Ansätze bilden das Risiko des Gesamtbetriebs in Form der Schwankungen des betrieblichen Gesamtdeckungsbeitrags … der Ergebnisse mit denen eines Standard-DEA-Modells wird gezeigt, dass die Berücksichtigung von Risiko zu veränderten …