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Dynamic risk, accounting-based valuation and firm fundamentals

Lyle, Matthew R.; Callen, Jeffrey L.; Elliott, Robert J. - In: Review of accounting studies 18 (2013) 4, pp. 899-929

Persistent link: https://www.econbiz.de/10010234301

The dynamics of innovation and risk

Biais, Bruno; Rochet, Jean-Charles; Woolley, Paul - 2013

Persistent link: https://www.econbiz.de/10010234698

Analytic network process in risk assessment and decision analysis

Daji Ergu; Kou, Gang; Shi, Yong; Shi, Yu - In: Computers & operations research : and their … 42 (2014), pp. 58-74

Persistent link: https://www.econbiz.de/10010235257

Liquidity and capital under uncertainty and changing market sentiment : a simple analysis

Bossone, Biagio - In: Review of financial economics : RFE 23 (2014) 2, pp. 98-105

Persistent link: https://www.econbiz.de/10010442586

Optimal long-term allocation with pension fund liabilities

Jondeau, Eric; Rockinger, Michael - 2014

We build a macroeconomic model for Switzerland, the Euro Area, and the USA that drives the dynamics of several asset classes and the liabilities of a representative Swiss (defined-contribution) pension fund. This encompassing approach allows us to generate correlations between returns on assets...

Persistent link: https://www.econbiz.de/10010442892

Prices versus quantities : technology choice, uncertainty and welfare

Storrøsten, Halvor Briseid - In: Environmental & resource economics : the official … 59 (2014) 2, pp. 275-293

Persistent link: https://www.econbiz.de/10010442921

The comparison of ad valorem and specific taxation under uncertainty

Kotsogiannēs, Chrēstos; Serfes, Konstantinos - In: Journal of public economic theory 16 (2014) 1, pp. 48-68

Persistent link: https://www.econbiz.de/10010443057

On Welfare Frameworks and Catastrophic Climate Risks

Millner, Antony - 2011

Recent theoretical work in the economics of climate change has suggested that climate policy is highly sensitive to 'fat-tailed' risks of catastrophic outcomes (Weitzman, 2009). Such risks are suggested to be an inevitable consequence of scientific uncertainty about the effects of increased...

Persistent link: https://www.econbiz.de/10013127841

Cross Hedging Under Multiplicative Basis Risk

Adam-Muller, Axel F. A. - 2011

Cross hedging price risk in an incomplete financial market creates basis risk. We propose a new way of modeling basis … risk where price risk and basis risk are combined in a multiplicative way. Under this specification, positive prudence is a … risk with crude oil futures, we show that the new specification is superior in describing the price series and that optimal …

Persistent link: https://www.econbiz.de/10013127850

International Consumption Insurance and Within-Country Risk Reallocation

Lo Prete, Anna - 2011

Institutions meant to reallocate risks that cannot be fully diversified on financial markets, such as labour income fluctuations, may also affect the response of aggregate consumption to country-specific income shocks. This paper empirically assesses this possibility by extending a standard...

Persistent link: https://www.econbiz.de/10013127860