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Méthodes de décomposition de la volatilité d'un portefeuille. Une nouvelle approche d'estimation des risques par l'indice de Gini
Mussard, Stéphane; Terraza, Virginie - In: Revue d'économie politique 114 (2004) 4, pp. 557-571
Decomposition methods of a portofolio volatility: a new approach for risk estimations using the Gini index The … assimilated to a volatility measure in order to obtain a new ratio of financial risk. We use another measure that is the … ?ValueatRisk? estimated from a heteroscedastic model with a 95 % probability. In contrast to the traditional indicators of risk …
Persistent link: https://www.econbiz.de/10008680070
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What neuroeconomics does really mean ?
Schmidt, Christian - In: Revue d'économie politique 118 (2008) 1, pp. 7-34
various contributions of this neuroeconomic approach to three main economic domains: The individual decision-making, the risk …
Persistent link: https://www.econbiz.de/10008680232
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Are Our Agricultural Risk Management Tools Adequate for a New Era?
Barnett, Barry J.; Coble, Keith H. - In: Choices 24 (2009) 1
Persistent link: https://www.econbiz.de/10008682696
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Local Ownership in Biofuels Production: A Strategy for Rural Development?
Hueth, Brent; Walker, William D. - In: Choices 23 (2008) 4
Persistent link: https://www.econbiz.de/10008682726
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Interest rate pass-through and risk
Frisancho-Mariscal, Iris Biefang; Howells, Peter - Department of Accounting, Economics and Finance, … - 2010
spreads is swept away after August 2007. By developing a model which incorporates measures of counterparty and liquidity risk …
Persistent link: https://www.econbiz.de/10008683627
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Economic and social effects of "El Nino" in Ecuador, 1997-8
Vos, R.; Velasco, M.; Labastida, E. - International Institute of Social Studies of Erasmus … - 1999
Persistent link: https://www.econbiz.de/10008683980
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Gender and microinsurance
Leeuwen, I.W. van - International Institute of Social Studies of Erasmus … - 2005
Persistent link: https://www.econbiz.de/10008684198
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A New Challenge in Project Scheduling. The Incorporation of Activity Failures
Reyck, B. De; Grushka-Cockayne, Y.; Leus, R. - In: Review of Business and Economics LII (2007) 3, pp. 410-435
The goal of this article is to survey the relevant literature on project scheduling with possible activity failures from a number of different disciplines, and to distill from these sources the formulation of a general optimization problem, the further study of which we would like to foster...
Persistent link: https://www.econbiz.de/10008684372
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Risk-Return of Belgian SRI Funds
Liedekerke, L. Van; Moor, L. De; Walleghem, D. Van - In: Review of Business and Economics LII (2007) 4, pp. 673-685
In this paper we apply a conditional 4-factor model to analyse the risk-return profile of Belgian socially responsible … difference between the risk-return trade-off of SRI and conventional funds in the Belgian market. If the risk-return profile is …
Persistent link: https://www.econbiz.de/10008684386
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An Inquiry into Banking Portfolios and Financial Stability Surrounding "The Great Recession"
Garita, Gus - Volkswirtschaftliche Fakultät, … - 2010
, this paper characterizes a risk-stability index (RSI) that quantifies (i) common distress of banks, (ii) distress between … continuum; that the Korean and U.S. banking systems seem more prone to systemic risk; and that Asian banks experience the most …
Persistent link: https://www.econbiz.de/10008684868