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Volatility versus downside risk : performance protection in dynamic portfolio strategies

Barro, Diana; Canestrelli, Elio; Consigli, Giorgio - In: Computational Management Science : CMS 16 (2019) 3, pp. 433-479

Persistent link: https://www.econbiz.de/10012053148

Higher risk exposure in gains brings more risk-taking in losses : an experimental study

Dong, Zhiqiang; Guo, Yuchen; Zhao, Jun - In: Applied economics letters 31 (2024) 13, pp. 1212-1219

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Does intent modify risk-based auditing?

Kachelmeier, Steven J.; Majors, Tracie; Williamson, … - In: The accounting review : a publication of the American … 89 (2014) 6, pp. 2181-2201

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Effects of awareness of prior-year testing strategies and engagement risk on audit decisions

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Model validation : theory, practice and perspectives

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Model Validation : Theory, Practice and Perspectives

Henaff, Patrick - 2010

The purpose of this paper is to summarize the development of the notion of "model risk" and present the current state of the art, before outlining open issues that must be resolved in order to define a consistent framework for measuring model risk

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IFRS 7 disclosures and risk perception of financial instruments

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Valuing real options with endogenous payoff

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Causal Impact of Risk Oversight Functions on Bank Risk : Evidence from a Natural Experiment

Balasubramanyan, Lakshmi - 2019

Our goal is to document the causal impact of having a board-level risk committee (RC) and a management-level executive designated as chief risk officer (CRO) on bank risk. The Dodd Frank Act requires bank holding companies with over $10 billion of assets to have an RC, while those with over $50...

Persistent link: https://www.econbiz.de/10012894320

Strategy experiments in an artificial futures market

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