model the tail risk co-movement of financial assets under severe firm-level and market conditions. The model is applied to … questions: 1) which food company is the safest for investors to diversify their investment, and 2) which companies are the risk … positive and statistically significant relationship between the tail risk of the companies and the market index. The centrality …

interdependence in the sensitivity of assets to the downside risk of other financial assets under severe firm-level and market … the "transmitters" and "receivers" of downside risk. We study the return series of 11 companies and the Food Industry … Mahram Manufacturing is the safest to hedge equity risk, and Glucosan and Behshahr Industries are the riskiest, while Gorji …

' resilience and select the most resilient suppliers in Iran's electronic industry. To this purpose, the screening technique, the … agility (0.227), compatibility (0.153), and vulnerability (0.102) are the most important factors for a resilient supplier. …