Narrow search
Showing 1 - 10 of 3,441
Cover Image
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 72 (2017), pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Cover Image
Using fuzzy logic to interpret dependent risks
Kemaloglu, Sibel Acik; Shapiro, Arnold F.; Tank, Fatih; … - In: Insurance / Mathematics & economics 79 (2018), pp. 101-106
Persistent link: https://www.econbiz.de/10011825407
Cover Image
Fuzzy modeling economic risk of innovative chemical project
Beilin, Igor' Leonidovič - In: International journal of economic perspectives : IJEP 11 (2017) 3, pp. 1484-1489
Persistent link: https://www.econbiz.de/10012211340
Cover Image
A novel job search problem in hybrid uncertain environment
Wang, Guoli; Tang, Wansheng; Zhao, Ruiqing - In: Fuzzy optimization and decision making : a journal of … 12 (2013) 3, pp. 249-261
Persistent link: https://www.econbiz.de/10010232692
Cover Image
Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
Chen, Wei; Gai, Yuxi; Gupta, Pankaj - In: Recent advances in optimization theory and applications, (pp. 103-127). 2018
Persistent link: https://www.econbiz.de/10011943426
Cover Image
Tail risk transmission : a study of Iran food industry
Mojtahedi, Fatemeh; Mojaverian, Seyed Mojtaba; … - 2020
Persistent link: https://www.econbiz.de/10012372947
Cover Image
Tail risk transmission : a study of the Iran food industry
Mojtahedi, Fatemeh; Mojaverian, Seyed Mojtaba; … - In: Risks : open access journal 8 (2020) 3/78, pp. 1-17
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 …
Persistent link: https://www.econbiz.de/10012293248
Cover Image
The analysis of bank business performance and market risk : applying Fuzzy DEA
Chen, Yu Chuan; Chiu, Yung-ho; Huang, Chin Wei; Tu, … - In: Economic modelling 32 (2013), pp. 225-232
Persistent link: https://www.econbiz.de/10009761543
Cover Image
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Terraza, Michel - In: Economic modelling 39 (2014), pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
Cover Image
Fuzzy risk management for project financing
Mazzoleni, Piera - In: Soft computing for risk evaluation and management : …, (pp. 432-446). 2013
Persistent link: https://www.econbiz.de/10010188109