. Therefore, this article aims to probe the risk-averse attitude of FRM suppliers in the face changing marketing environments, in … order to establish a decision-making theory as a standard reference for optimization methods to satisfy the maximum expected …

the risk of extreme events since they appear as a natural extension of multivariate extreme-value theory to the level of …An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities … and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a …

such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from …

The Growth-Optimal Portfolio (GOP) theory determines the path of bet sizes that maximize long-term wealth. This multi …-horizon goal makes it more appealing among practitioners than myopic approaches, like Markowitz's mean-variance or risk parity. The … GOP literature typically considers risk-neutral investors with an infinite investment horizon. In this paper, we compute …