Narrow search
Showing 1 - 10 of 18,200
Cover Image
Essays on growth, stabilization, and the business cycle
Kim, Daehaeng - 2005
Persistent link: https://www.econbiz.de/10003905355
Cover Image
Matching productivity measures with business mission and uncertainty
Hoque, Zahirul - In: Advances in management accounting : a research annual 9 (2000), pp. 109-125
Persistent link: https://www.econbiz.de/10001634160
Cover Image
Risk Measures Induced by Efficient Insurance Contracts
Wang, Qiuqi; Wang, Ruodu; Zitikis, Ricardas - 2021
The Expected Shortfall (ES) is one of the most important regulatory risk measures in finance, insurance, and statistics, which has recently been characterized via sets of axioms from perspectives of portfolio risk management and statistics. Meanwhile, there is large literature on insurance...
Persistent link: https://www.econbiz.de/10013210827
Cover Image
A comprehensive analysis of the effects of risk measures on bank efficiency
Sun, Lei; Chang, Tzu-pu - In: Studies on contemporary China, (pp. 43-64). 2018
Persistent link: https://www.econbiz.de/10011956932
Cover Image
Maximum drawdown measures in hedge fund efficiency appraisal
Pruchnicka-Grabias, Izabela - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 4, pp. 83-91
The study concentrates on the comparison of hedge fund efficiency measured by maximum drawdown measures with … were interesting and showed that the results of complex efficiency measures aren’t much different from traditional measures … be devoted to other groups of measures. It should give the answer to the question of whether complex efficiency measures …
Persistent link: https://www.econbiz.de/10011712326
Cover Image
New Efficient Frontier : Can Structured Products Really Improve Risk-Return Profile?
Fusai, Gianluca - 2011
In this paper we investigate the contribution of structured bonds to the efficient frontier. We conduct our analysis by simulating the term structure according to a no-arbitrage multifactor model (G2 ) and comparing the performance of basic products (like zero-coupon bond, coupon bond and...
Persistent link: https://www.econbiz.de/10013127667
Cover Image
Measuring the Spillovers of Uncertainty Shocks
Gonzalez-Perez, Maria T. - 2019
Uncertainty shocks affect expectations and corporate profits and mostly transmit globally. This article provides an uncertainty shocks spillover index from the log-ratio of volatility indices to measure the transmission of uncertainty shocks across European financial markets from 2001 to 2018....
Persistent link: https://www.econbiz.de/10012897799
Cover Image
Risk-type concentration and efficiency incentives : a challenge for the risk adjustment formula
Kleef, Richard C. van; Beck, Konstatin; Buchner, Florian - In: The Geneva papers on risk and insurance - issues and … 35 (2010) 4, pp. 503-520
Persistent link: https://www.econbiz.de/10008904949
Cover Image
Measurement of extreme market risk : insights from a comprehensive literature review
Chakraborty, Gourab; Chandrashekhar, G. R.; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-24
evaluation of the methodological and empirical advances in the measurement of the extreme market risk. This paper argues that a … value theory (EVT) followed closely by the filtered historical simulation (FHS) are highly accurate methodologies. In …
Persistent link: https://www.econbiz.de/10013183970
Cover Image
Measuring knightian uncertainty
Dibiasi, Andreas; Iselin, David - 2019
Uncertainty shapes the trajectory of business cycles and remains a central research topic in Macroeconomics. When studying the impact of uncertainty on the economy, economists use different uncertainty measures. While all indicators approximate uncertainty along some certain dimension, none of...
Persistent link: https://www.econbiz.de/10012005167