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An application of sensitivity analysis to hedge funds
Gregoriou, Greg N.; Pascalau, Razvan - In: The journal of risk model validation 10 (2016) 1, pp. 21-45
Persistent link: https://www.econbiz.de/10011485150
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Development of an automobile industry risk index
Sharma, Satyendra Kumar; Singh, Ravinder; Bhalotia, Vishad - In: International journal of logistics systems and management 34 (2019) 4, pp. 457-485
Persistent link: https://www.econbiz.de/10012160069
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Precautionary principle and attitudinal decision making
Engemann, Kurt J.; Miller, Holmes E. - In: Fuzzy economic review : the review of the International … 22 (2017) 1, pp. 3-18
Persistent link: https://www.econbiz.de/10011894038
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Asset allocation in the Athens stock exchange : a variance sensitivity analysis
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10009615696
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Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; … - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
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Configuring systems verification, validation and testing plan under various constraints and unpredicted events
Shabi, Jacob; Reich, Yoram - In: International journal of product development : IJPD 25 (2021) 4, pp. 369-393
Persistent link: https://www.econbiz.de/10013093151
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The joint effect of presentation format and disclosure balance on investors' reactions to sensitivity disclosures of hedging instruments
Liu, Wenhuan; Tan Hun Tong; Xu, Tu; Zhang, Jixun - In: Accounting horizons : a quarterly publication of the … 36 (2022) 3, pp. 149-169
Persistent link: https://www.econbiz.de/10013428834
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A predictive global sensitivity analysis approach to monitoring and modifying operational hedging positions
Lee, Chieh; Munson, Charles L. - In: International journal of integrated supply management : … 9 (2014/2015) 3, pp. 178-201
Persistent link: https://www.econbiz.de/10011502658
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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 - 2009
The paper shows the ways of disclosing financial risks by IFRS 7 and certain types of sensitivity analysis. The different possibilities of preparing a sensitivity analysis, such as value at risk are illustrated and their suitability for reporting are faced critically. Following, the manner of...
Persistent link: https://www.econbiz.de/10010299998
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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
The paper shows the ways of disclosing financial risks by IFRS 7 and certain types of sensitivity analysis. The different possibilities of preparing a sensitivity analysis, such as value at risk are illustrated and their suitability for reporting are faced critically. Following, the manner of...
Persistent link: https://www.econbiz.de/10008479029