Thinking about the development of the unifying mathematical approach to solve the problem on the evaluation of market risk of the global equity index portfolio in the highly volatile global capital markets, the authors focus their attention to an increasing necessity of application of the...

Closed supply chain is a superior form of management model of chain supply and an effective means of improving the modernization of agro-product circulation. Based on the research results of the current literatures on supply chain risk and agro-product supply chain, related subjects of the...

The paper presents an econometric study of the two bank ratings assigned by Moody's Investors Service. According to Moody’s methodology, foreigncurrency long-term deposit ratings are assigned on the basis of Bank Financial Strength Ratings (BFSR), taking into account “external bank support...

Through recognizing the risking factors of industrial chain and selecting appropriate evaluation method, the index system on evaluating risking factors including market risk, natural risk, contact risk and efficiency risk in industrial chain is constructed, 26 weighting indicators under the four...

Order, symmetries, correspondences and proportionalities that served ashypothesis for any economical theories are frequently infirmed by the contemporary reality. The new theoretical approaches take into consideration chaos, as an endogenous feature of simple nonlinear systems and synergetic of...

The paper presents an econometric study of the two bank ratings assigned by Moody's Investors Service. According to Moody’s methodology, foreign-currency long-term deposit ratings are assigned on the basis of Bank Finan-cial Strength Ratings (BFSR), taking into account “external bank support...

The aim of the paper is to analyze how corruption contributes to the spread of shadow economy and damages viable economic development of any country. The unfreedoms that are created under the conditions of illegal transactions and corrupt practices considerably limit the opportunities of...

We analyze around 200 different financial time series, i.e. components of Dow Jones, Nasdaq, FTSE and Nikkei with seven different VaR approaches. We differentiate our analysis according to characteristics that can be observed. Our analysis shows that in high risk situations in which the time...

Safety management and risk profiling to identify substandard ships are of importance to the shipping industry. Whereas current methods rely heavily on detention risk and flag state performance, we extend the risk assessment by considering various risk dimensions and by evaluating a wide range of...

With a worldwide increase in energy needs, many countries are increasing their development of renewable sources, such as wind and solar. We examined possible risk to a migrating and wintering shorebird (red knots Calidris canutus rufa) along the Atlantic Coast of the United States by developing...