, supermodularity, monotone comparative statics, background risk, game theory, rationalizability, iterated strict dominance multi …This half-semester course discusses decision theory and topics in game theory. We present models of individual decision …-making under certainty and uncertainty. Topics include preference orderings, expected utility, risk, stochastic dominance …

In this paper, we extend the debate concerning Credit Default Swap valuation to include time varying correlation and co … approaches. This paper also includes an empirical analysis of the regime switching dynamics of credit risk in the presence of … liquidity by following the general practice of assuming that credit and market risk follow a Markov process. The study was based …

compare the risk-return tradeoff for six constructed portfolios comprised of emerging markets, developed markets, and the risk … European ETF was used as an alternative developed market, and U.S. treasuries served as a proxy for the risk-free asset. I … found that the diversification benefits of emerging market securities significantly improved the risk-return tradeoff of …

Thema Basel II / Risikomanagement.Inzwischen wurden an der Fachhochschule bereits mehrere Forschungsprojektezum Themenkreis …

Intermountain West on the economic effectiveness of risk management alternatives in an agricultural operation. This research is not … meant to be an exhaustive comparison of every potential combination of alternatives and risk scenarios. Instead, specific … parameters such as farm size, crops grown, risk attitudes and risk management strategies are set to guide the research and offer …

This paper explores and analyzes farmers’risk perceptions, risk management instruments’ demandand usage in five Member … several sources of farms’ risk and incomeinstability, and at the actual means that farmers pursueto manage and face them. The … second area focuses onthe demand for risk management instruments.The paper’s objective is to determine the factors …

. It suggest a microeconometric method for measuring flooding related risk preferences of affectedindividuals. The method …-experimental approach to measure differences in the risk attitudes of farmers located in highflooding risk areas versus farmers located in … low flooding risk areas is followed. Changes in flooding risk relatedbehaviour over time is analysed and marginal effects …