The relationship between risk in the environment, risk aversion and inequality aversion is not well understood … with varying degrees of risk (“endowment risk”) influence individual behavior. We derive theoretical predictions for these … games using utility functions that capture additively separable constant relative risk aversion and inequity aversion. We …

attributes such as downtime and repair cost needed for risk estimations, and enables sensitivity analysis for quantifying the … making and risk management. …

deviation of wind forecast, and that bid under the CPS is largely driven by risk parameters and the mean value and standard …

on existing financial and biological risk models. We then illustrate the impact of variability on nominal energy return …

corporate management processes. Planning and risk management systems that had been successfully used for years stopped working …

We review the major provisions of Dodd-Frank, focusing on the monitoring of systemic risk, the limitation on …

assistance on bank risk taking. Bailed-out banks initiate riskier loans and shift assets toward riskier securities after … receiving government support. However, this shift in risk occurs mostly within the same asset class and, therefore, remains … appear safer according to regulatory ratios, but show an increase in volatility and default risk. These findings are robust …

This paper examines risk transmission and migration among six US measures of credit and market risk during the full … price. There are more long-run equilibrium risk relationships and short-run causal relationships among the four oil … long run and also leads in the risk discovery process in the short run. On the other hand, the CDS spread of the highly …