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Assessing financial model risk
Barrieu, Pauline; Scandolo, Giacomo - In: European journal of operational research : EJOR 242 (2015) 2, pp. 546-556
Persistent link: https://www.econbiz.de/10010491649
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Value models : finance, risk, and political economy
Christophers, Brett - In: Finance and society 1 (2015) 2, pp. 1-22
between and fleshes out what I refer to as the principal 'value models' of finance: fees, gains, premia, and spreads. Its … the heterogeneous political economy of finance; and (2) the different ways in which key stakeholders - such as finance … wider project of demystifying not just financial risk in particular but modern finance more generally. …
Persistent link: https://www.econbiz.de/10012027500
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On the risk prediction and analysis of soft information in finance reports
Tsai, Ming-Feng; Wang, Chuan-Ju - In: European journal of operational research : EJOR 257 (2017) 1, pp. 243-250
Persistent link: https://www.econbiz.de/10011639392
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Properties and comparison of risk capital allocation methods
Balog, Dóra; Bátyi, Tamás László; Csóka, Péter; … - In: European journal of operational research : EJOR 259 (2017) 2, pp. 614-625
Persistent link: https://www.econbiz.de/10011661761
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An application of Altman Z-score model to analyze the bankruptcy risk : cases of multidisciplinary enterprises in Vietnam
Diep Thanh Tung; Vo Thi Hoang Phung - In: Investment management and financial innovations 16 (2019) 4, pp. 181-191
Persistent link: https://www.econbiz.de/10012177667
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Minimum risk versus capital and risk diversification strategies for portfolio construction
Cesarone, Francesco; Colucci, Stefano - In: Journal of the Operational Research Society 69 (2018) 2, pp. 183-200
Persistent link: https://www.econbiz.de/10012224472
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The evaluation of financial risk and portfolio selection
Hacıoğlu, Ümit; Dinçer, Hasan; Çelik, Ismail Erkan - In: Managerial issues in finance and banking : a strategic …, (pp. 111-120). 2014
Persistent link: https://www.econbiz.de/10010208420
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Financial responsibility : a temporal risk?
Ceballos, Hornero David - In: Fuzzy economic review : the review of the International … 18 (2013) 1, pp. 29-36
Persistent link: https://www.econbiz.de/10010360163
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Volatility-adjusted 60/40 versus 100 : new risk investing paradigm
Liew, Jim Kyung-Soo; Ajakh, Ahmad - In: Journal of risk and financial management : JRFM 13 (2020) 9/190, pp. 1-6
In this study we examine the volatility-adjusted 60/40 rule at the individual company level. We document that strong diversification benefits exist over the long-term, and that both the equity and corporate bonds exhibit positive expected drifts. For our sample of 30 large-cap companies, given...
Persistent link: https://www.econbiz.de/10012386869
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Managing fiscal risks : lessons from case studies of selected OECD countries
Moretti, Delphine - In: OECD journal on budgeting 21 (2021) 1, pp. 81-128
Based on five case studies, this paper looks at the definition and classification of fiscal risks; sets out the components of a comprehensive fiscal risks framework; and examines how to operationalise such a framework. It then summarises challenges and key lessons to be considered by countries...
Persistent link: https://www.econbiz.de/10012522812