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from 1991 to 2006. Applying the mean – variance spanning test model with MATLAB to calculate the return, risk, and …, medium, and high-risk, it determines the optimal composition of household portfolio based on degrees of risk-taking in the … as an asset would help improve the level of risk and return in the portfolio and change the portfolio composition. The …
Persistent link: https://www.econbiz.de/10010695763
In present, the study of vulnerability of companies is increasing in every field due to the unstable economic environment influences. The object of this research is to define and identify vulnerabilities of companies and the establishment of evaluation methods at their level. This article...
Persistent link: https://www.econbiz.de/10010696100
-motorcyclists), as a group be at a high risk of accidents on the road. This was due to perceived behavioural characteristics of … motorists—particularly in relation to reducing speed limits at urban junctions. Finally, the idea of risk mapping and reduced …
Persistent link: https://www.econbiz.de/10010696119
The relative importance of agent confidence and rational expectations has fluctuated in the course of economic thought, and remains an important issue in the discipline today. Positions on the formations of expectations and types of considerations made by agents when facing economic decisions...
Persistent link: https://www.econbiz.de/10010696146
This paper presents econometric evidence for a link between a country’s level of egalitarianism and its inward foreign direct investment. In order to provide a theoretical rationale for this relationship, I embed Hart and Moore’s (2008) novel contractual foundation into a simple model of...
Persistent link: https://www.econbiz.de/10010696237
Highways and railroads situated within rugged terrain are often subjected to the hazard of rockfalls. The task of assessing roadside rockmasses for potential hazards typically involves an on-site visual investigation of the rockmass by an engineer or geologist. At that time, numerous parameters...
Persistent link: https://www.econbiz.de/10010759045
at greatest risk from tsunamis because of the high incidence of earthquakes and landslides in that region. The most … edge of the Grand Banks. The tsunami risk along Canada's Arctic coast and along the shores of the Great Lakes is low in … comparison to that of the Pacific and Atlantic coasts. Public awareness of tsunami hazard and risk in Canada is low because …
Persistent link: https://www.econbiz.de/10010759058
In this paper, we exemplify the use of simple indicators of wind storm vulnerability of the road network that can be derived from existing geographic datasets. We point out the possible utilization of the datasets, applying GIS techniques, for highlighting road sections that, due to adjacency of...
Persistent link: https://www.econbiz.de/10010759059
, social and ecological dimension of risk and coping capacity. We start with an existing multicriteria risk mapping approach …. The term risk is used here in a way that could be called a starting point view, looking at vulnerability without … of vulnerability. In doing so, we explore a way to differentiate coping capacity from flood risk in each of the …
Persistent link: https://www.econbiz.de/10010759071
Binomial models of n-period financial markets are of considerable practical and theoretical interest since they allow, due to their completeness, hedging strategies and pricing formulas. Here we derive several maximum properties of these models within the class of models with general exponential...
Persistent link: https://www.econbiz.de/10010759559