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Modelling uncertainty in stochastic multicriteria acceptability analysis

Durbach, Ian N.; Calder, Jon M. - In: Omega : the international journal of management science 64 (2016), pp. 13-23

Persistent link: https://www.econbiz.de/10011545028

Minmax robustness for multi-objective optimization problems

Ehrgott, Matthias; Ide, Jonas; Schöbel, Anita - In: European journal of operational research : EJOR 239 (2014) 1, pp. 17-31

Persistent link: https://www.econbiz.de/10010403699

Sensitivity analysis of risk measurement for catastrophe losses caused by natural disasters

Kim, Myung Suk - In: The journal of risk model validation 8 (2014) 3, pp. 49-64

Persistent link: https://www.econbiz.de/10010423898

Assessing financial model risk

Barrieu, Pauline; Scandolo, Giacomo - In: European journal of operational research : EJOR 242 (2015) 2, pp. 546-556

Persistent link: https://www.econbiz.de/10010491649

Risk sensitivity indicator as correction factor for cost of capital rate : 6th International Scientific Conference Managing and Modelling of Financial Risks, 10th-11th September 20...

Michalski, Grzegorz - 2012

Cost of capital rate is a result of risk included in cost of debt rates and cost of equity rates. Generally to estimate … cost of capital rates with use of CAPM conception, is used information about general risk indicator, known as beta … for enterprises from the same sector and with similar levels of debt to equity relations. In paper is presented risk …

Persistent link: https://www.econbiz.de/10009679777

An investigation of model risk in a market with jumps and stochastic volatility

Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658

Persistent link: https://www.econbiz.de/10011493990

Parametrische Modelle zur Ermittlung des Value-at-Risk

Read, Oliver - 1998

Persistent link: https://www.econbiz.de/10001355558

The other side of the tradeoff : the impact of risk on executive compensation

Aggarwal, Rajesh; Samwick, Andrew A. - 1998

Persistent link: https://www.econbiz.de/10001372612

Uncertainty in Empirical Climate Sensitivity Estimates 1850-2017

Munshi, Jamal - 2018

Atmospheric CO2 concentrations and surface temperature reconstructions in the study period 1850-2017 are used to estimate observed equilibrium climate sensitivity. Comparison of climate sensitivities in the first and second halves of the study period and a study of climate sensitivities in a...

Persistent link: https://www.econbiz.de/10012928468

Sensitivity analysis of climate-change related transition risks

EIOPA - 2020

Persistent link: https://www.econbiz.de/10012512361