The financial risk does not only affect the future of a company, but also the dynamic of the economy itself. Therefore …, a thorough examination of the risk in the decision-making process of a company represents a substantial aspect. Although … information that helps explaining trends, relationships and changes that can occur in the variables. Risk assessment expects that …

findings suggest that machine learning methods provide more accurate models of stock returns based on risk factors than … standard regression-based methods of estimation. They also indicate that certain risk factors and combinations of risk factors …

We assess alternative presentations of investment risk using a discrete choice experiment which asked subjects to rank … three investment portfolios for retirement savings across nine risk presentation formats and four underlying risk levels …. Using Prospective Theory utility specifications we estimate individual-specific parameters for risk preferences in gains and …

with individual VaR delivers an optimal wealth assignment between risky and risk-free assets …

Prospect Theory (PT) and Constant Relative Risk Aversion (CRRA) have clear-cut implications for the optimal asset … allocation between stocks and the risk-free asset as a function of the investment horizon. While CRRA preferences imply that the …