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Numerical comparison of multivariate models to forecasting risk measures

Müller, Fernanda Maria; Righi, Marcelo Brutti - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 1, pp. 29-50

Persistent link: https://www.econbiz.de/10011859009

Estimation of risk contributions with MCMC

Koike, Takaaki; Minami, Mihoko - In: Quantitative finance 19 (2019) 9, pp. 1579-1597

Persistent link: https://www.econbiz.de/10012194808

Calculating capital charges for sector concentration risk

Kurtz, Cornelius; Lütkebohmert-Holtz, Eva; Sester, Julian - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 35-67

Persistent link: https://www.econbiz.de/10012041800

Optimal stopping under uncertainty in drift and jump intensity

Krätschmer, Volker; Ladkau, Marcel; Laeven, Roger J. A.; … - In: Mathematics of operations research 43 (2018) 4, pp. 1177-1209

Persistent link: https://www.econbiz.de/10011956978

Efficient estimation of risk preferences

Wu, Feng; Guan, Zhengfei - In: American journal of agricultural economics 100 (2018) 4, pp. 1172-1185

Persistent link: https://www.econbiz.de/10011959849

Early termination compensation under demand uncertainty in public-private partnership projects

Song, Jinbo; Yu, Yanzhu; Jin, Lulu; Feng, Zhuo - In: International journal of strategic property management 22 (2018) 6, pp. 532-543

Persistent link: https://www.econbiz.de/10011998457

Applying three VaR approaches in measuring market risk of stock portfolio : the case study of VN-30 stock basket in HOSE

Nguyen Quang Thinh; Vo Thi Quy - In: Journal of economic development 24 (2017) 2, pp. 90-113

Persistent link: https://www.econbiz.de/10011804846

Multi-stage stochastic optimization framework for power generation system planning integrating hybrid uncertainty modelling

Ioannou, Anastasia; Fuzuli, Gulistiani; Brennan, Feargal; … - In: Energy economics 80 (2019), pp. 760-776

Persistent link: https://www.econbiz.de/10012173720

A BVAR approach to the impact of policy uncertainty on international trade and investment

Dhannur, Vijaykumar; John, Ashwin R. - In: The Indian economic journal 66 (2018) 3/4, pp. 312-325

Persistent link: https://www.econbiz.de/10012390811

Risk-Based Project Decisions in Situations of High Complexity and Deep Uncertainty

Raydugin, Yuri - 2024

risk management (PRM), complexity theory, and decision-making under deep uncertainty (DMDU). Readers will appreciate that … properly handlinginescapable project-complexity and deep-uncertainty implications in specific contexts. Integrates project risk … -- Decision-making framework -- Selection of project options in situations of deep uncertainty -- Development of project schedule …

Persistent link: https://www.econbiz.de/10014546902