This paper presents a quantitative model of financial transactions between economic agents on economic space. Risk …

This paper develops methods and a framework of financial market theory. We model financial markets as a system of … that impact financial markets. We use the risk ratings of agents as their coordinates and approximate a description of … in the economic domain. The motion of separate agents in the economic domain due to a change of agents' risk rating …

agents as simple units of macro-finance system and use their risk ratings as their coordinates on economic space. Financial …

Goal: ISO 31000 Risk Management (RM) recently re-defined risk as the effect of uncertainty on an organization's ability … to meet the objectives. Earlier, it defined risk as a combination of the probability and scope of the (predicted …) consequences. The revised ISO Risk advances beyond a static world guided by prediction and pre-determination based on historical …

transactions between agents as factors that define evolution of economic variables. We show that change of risk ratings of agents …

the notion that T-bills and other cash proxies, such as money market funds and bank deposits, are the lowest-risk assets …

A new method for seismic risk identification is proposed based on the average measure of the expected annualized losses … from earthquake occurrence. We show can be identified the risk for insurance decisional purposes. The analysis is useful … for insured as well as for insurance company. When risk is considered from time dynamic perspective we emphasize the …

attractive risk-adjusted returns than a static-weight approach. However, the above-cited research has been mostly silent on the … explores this question. It finds that such a dynamic approach would have produced higher absolute returns, and higher risk …