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An Operational Approach for Evaluating Investment Risk: An Application to the No-Till Transition
Upadhyay, Bharat M.; Young, Douglas L. - School of Economic Sciences, Washington State University - 2005
An Operational Approach for Evaluating Investment Risk: An Application to the No-Till Transition Abstract: Roy’s safety …-first rule is used to provide measures popular with farmers of short and long term business risk associated with various no …-till transition strategies over an investment horizon. The short run rule provided more sensitivity to inter-year financial risk than …
Persistent link: https://www.econbiz.de/10005509716
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AN OPERATIONAL APPROACH FOR EVALUATING INVESTMENT RISK: AN APPLICATION TO THE NO-TILL TRANSITION
Upadhyay, Bharat M.; Young, Douglas L. - EconWPA - 2004
Roy’s safety-first rule is used to provide measures popular with farmers of short and long term business risk … inter-year financial risk than other commonly used criteria. Results revealed that speed of adoption influenced the … greater chance of transition success. Slow acreage expansion with a custom or rental drill reduces risk until a no-till yield …
Persistent link: https://www.econbiz.de/10005407764
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Monte-Carlo Simulation und Due Diligence: Ein methodischer Ansatz zur computergestützten Aggregierung von Wahrscheinlichkeitsverteilungen aus Expertenbefragungen
Klein, Martin - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2010
The combination of experts' probability distributions involved in a due diligence is valuable for encapsulating the accumulated information for decision makers and providing the current state of expert opinion regarding important uncertainties. Therefore, this paper shows how to create and...
Persistent link: https://www.econbiz.de/10008498425
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Marktpreisrisiko-Reporting bei Nichtfinanzinstituten nach IFRS 7: empirische Befunde zum Einsatz von Value at Risk und Sensitivitätsanalysen bei kapitalmarktorientierten Unternehme...
Fürst, Benedikt; Henselmann, Klaus; Klein, Martin - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2009
different possibilities of preparing a sensitivity analysis, such as value at risk are illustrated and their suitability for …
Persistent link: https://www.econbiz.de/10008479029
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Add-In basierte Softwaretools zur stochastischen Unternehmensbewertung? Spreadsheet basierte Monte-Carlo-Simulation und Risikoanalyse bei den vier marktführenden Softwarepaketen im...
Klein, Martin - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2010
Valuation always has to deal with uncertainty. The paper provides an overview and illustration of how Monte Carlo simulation can enrich the due diligence process. Therefore ; the four major software offerings on the market today are reviewed. The investigation addresses different characteristics...
Persistent link: https://www.econbiz.de/10008554256
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The investment risk analysis of wind power project in China
Li, Cun-bin; Lu, Gong-shu; Wu, Si - In: Renewable Energy 50 (2013) C, pp. 481-487
subsidy. To assess the investment risk of wind power project, this paper constructed a process which initially simulated NPV … high investment risk, so afterward general suggestions on mitigating the investment risks of wind power project in China …
Persistent link: https://www.econbiz.de/10010806206
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Robustness of the holistic seismic risk evaluation in urban centers using the USRi
Marulanda, Mabel-Cristina; Cardona, Omar; Barbat, Alex - In: Natural Hazards 49 (2009) 3, pp. 501-516
The Urban Seismic Risk index (USRi) published in a previous article (Carreño et al., Nat Hazards 40 …:137–172, <CitationRef CitationID="CR8">2007</CitationRef>) is a composite indicator that measures risk from an integrated perspective and … physical risk index is evaluated for each unit of analysis from existing loss scenarios, whereas the total risk index is …
Persistent link: https://www.econbiz.de/10010996837
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First; A Market-Based Approach to Evaluate Financial System Risk and Stability
Avesani, Renzo G. - International Monetary Fund (IMF) - 2005
This paper presents background work that has been the basis for the development of the market and credit risk …. The fundamental idea was to build a set of Financial Indicators on Risk and Stability (FIRST) that could reflect the …
Persistent link: https://www.econbiz.de/10005264101
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ACCELERATING PATHWISE GREEKS IN THE LIBOR MARKET MODEL
JOSHI, MARK; WIGUNA, ALEXANDER - In: International Journal of Theoretical and Applied … 15 (2012) 02, pp. 1250012-1
In the framework of the displaced-diffusion LIBOR market model, we derive the pathwise adjoint method for the iterative predictor-corrector and one of the Glasserman–Zhao drift approximations in the spot measure. This allows us to compute fast deltas and vegas under these schemes. We compare...
Persistent link: https://www.econbiz.de/10010540278
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Efficient Design and Sensitivity Analysis of Control Charts Using Monte Carlo Simulation
Fu, Michael C.; Hu, Jian-Qiang - In: Management Science 45 (1999) 3, pp. 395-413
The design of control charts in statistical quality control addresses the optimal selection of the design parameters (such as the sampling frequency and the control limits) and includes sensitivity analysis with respect to system parameters (such as the various process parameters and the...
Persistent link: https://www.econbiz.de/10009214156