assets. An IPO process is modeled assuming ambiguity regarding the returns on financial assets and risk and ambiguity …

that have included risk and risk management tools within the stochastic frontier analysis in agricultural economics. This … study contributes to investigating the methods used to account for endogeneity by using a risk-accommodating stochastic … few studies have treated endogeneity in farm risk-performance evaluations. According to our findings, it can be concluded …

Attributing ratings to the top-20 owners, we construct a Risk-Weighted Ownership index (RWO) to measure the … profitability and risk-taking behaviour of the ownership structure at banks. Collecting data from 19 European countries plus the UK … performance and risk, at both an accounting and a market-based level. Overall, these results suggest that not only markets and …

market risk as a liquidity provider in exchange for earning commissions on each trade. Here we analyze the risk profile of a … liquidity provider and the so called impermanent (unrealized) loss in particular. We provide a corrected version of the commonly … denoted impermanent loss function for Uniswap v2 on the semi-infinite domain. The differences between Uniswap v2 and v3 are …

The ARC ELM is a top-down expected credit loss system that projects the intertemporal effects of both loan default …) time series analysis using historical loan loss and macroeconomic data, while, importantly, also maintaining certain … assumptions about loan portfolio management, loan loss transitioning, and loan loss provisioning, among other factors. This system …

in both marginal and joint cyber risk loss process modelling. We contrast these robust techniques with standard methods …We focus on model risk and risk sensitivity when addressing the insurability of cyber risk. The standard statistical … model risk. Model risk can arise from model uncertainty, and parameters uncertainty. We demonstrate how to quantify the …

We show that the value of risk reduction changes rapidly when loss is high, due to interactions between skewness of … probability of loss (p) <<< and K(x¯) <(>), risk seeking (risk averse), imprudent (prudent), and intemperate (temperate) agents … wealth () and kurtosis risk aversion (K(x¯)), increasing ambiguity in model predictions. However, when the initial …