This paper investigates the predictability of variance and value at-risk (VaR) measures in international stock markets … determine the persistency of these risk measures. We find that for all G7 countries considered in the paper persistency in …

capital. Inflation risk stands out as a powerful, albeit often unperceived, stakeholder wealth redistributor … sum game, with compensating winners and losers. Prompt monitoring and resilient contractual design ease inflation risk …

This paper explores the introduction of collective risk-sharing elements in defined contribution pension contracts. We … consider status-contingent, age-contingent and asset contingent risk-sharing arrangements. All arrangements raise aggregate …

Firms producing differentiated products have high margins and therefore low risk. As a result firms invest more into … developing differentiated products when they perceive risk is high. Higher risk also implies higher product skewness towards more … well as endogenous intensity of competition: firms in high risk industries reduce their riskiness by competing less than …

ex ante identical households and the no-risk case with heterogeneous abilities come out as special cases …

Supply chain risk management goes beyond traditionally insured risks such as tangible assets and related liabilities …. The objective of this paper is to use SCRM framework for application of Value at Risk (VaR) methodology for manufacturing … firms. The concepts used by financial institution are used as a reference, for coming up with proper risk measures relevant …

/09 another way to deal with diversification came up, that is equally-weighted risk contribution portfolio. This kind of procedure … leads not to equalize the portfolio weights but the risk weights. The only thing to understand is how we can measure risk …. While many authors focus on volatility, in this paper we shall present an alternative and coherent risk measure, that is …

We develop a new approach to the decomposition of income risk within a nonstationary model of intertemporal choice. The … approach allows for changes in income risk over the life-cycle and with the business cycle. It requires only repeated cross … decomposing income risk. The approach is used to investigate the changes in income risk in Britain across the inequality growth …