thirty-nine stocks from the Shanghai Stock Exchange 180 Index. Taking in consideration the excess kurtosis in high … volatility of intraday returns. Our results also show that the persistence in volatility remains in the intraday return series …

A significant problem in the area of stock selection is that of identifying the factors that affect a security’s return … suggest the identity, or even the number, of risk factors in the model. Candidate factors for inclusion in a fundamental model … in asset management; the information coefficient and the inter-quantile return spread. The findings of the paper indicate …

does contain information beyond what is already contained in the lagged market-level return shocks and has a significantly …

thirty-nine stocks from the Shanghai Stock Exchange 180 Index. Taking in consideration the excess kurtosis in high … volatility remains in the intraday return series even after the lagged log-volume is included in the model as an explanatory …

interaction the trusting agent, in order to analyse the Risk, has to consider the possible likelihood of failure of the … from a set of probable trusted agents. In this paper, we propose a fuzzy risk based decision making system that would …

The trusting peer in order to determine the likelihood of the loss in its resources might analyze the Risk before … engaging in an interaction with any trusted peer. This likelihood of the loss in the resources is termed as Risk in the … interaction. Risk analysis is important in e-commerce transactions because of the vast literature that argues that the decision to …

is obvious for the trusting peer to analyze the Risk beforehand that could be involved in dealing with a trusted peer in … of choosing a peer to interact with by analyzing the Risk that could be involved in dealing with each of the possible … which peer to interact with after analyzing the Risk that could be associated in dealing with each of them. …

concept of risk and resilience are now dominant themes in the daily management of airlines and airports. In addition, the … risk. The different types of risk including strategic, compliance, operational and economic risk are reviewed with respect … to how design can impact risk management strategies. Design can be used as a tool to manage risk at functional, economic …