Search Results

La estructura logica de la teoria clasica de las finanzas,
Adolfo Garcia De La Sienra, in EconoQuantum, Revista de Economia y Finanzas (2010)
Keywords: metodologia de la economia, finanzas, utilidad esperada, riesgo, portafolios

Portfolio Construction Based on Implied Correlation Information and Value at Risk,
Jesus Rogel - Salazar and Roberto Tella, in EconoQuantum, Revista de Economia y Finanzas (2015)
Keywords: Implied correlation, Value at Risk, VaR, Portfolio construction, Risk.

Les scores de la Banque de France: leur développement, leurs applications, leur maintenance,
M. Bardos, in Bulletin de la Banque de France (2005)
Keywords: diagnostic d’entreprise, risque de crédit, credit scoring, probabilité de défaillance, défaut de paiement, classes de risque, maintenance des scores.

Replication Methods in the Pricing and Hedging of Barrier Options,
Tichý Tomáš, in Czech Journal of Economics and Finance (Finance a uver) (2004)
Keywords: Options; barrier options; replication methods; dynamic and static replication; replication error

ANALYSIS OF UNCERTAINTIES IN CEMENT INDUSTRY IN TURKEY,
Kemal Yildirim and Omer Arioz, in Anadolu University Journal of Social Sciences (2013)
Keywords: Uncertainty, decision making, cement industry

Yazilim Gelistirme Projelerinde Risk Yönetimi: Bir Banka ATM Projesi Örnegi,
Harun Resit Yazgan and Pinar Sonmez, in Ege Academic Review (2015)
Keywords: Proje yönetimi, projelerde risk yönetimi, risk analizi, yazýlým geliþtirme projeleri

Decision Under Risk: The Non-Additive Case,
O. Nomia, from Université Panthéon-Sorbonne (Paris 1) (2000)
Keywords: RISK ; ECONOMIC MODELS ; INSURANCE

Bonus-Malus System in Insurance,
Tzvetelina Andreeva, in Ikonomiceski i Sotsialni Alternativi (2014)
Keywords: bonus-malus, BMS, insurance, MTPL

The Distributional Change In Second-Degree Stochastic Dominance And Its Decomposition,
Iltae Kim and Suyeol Ryu, in Korean Economic Review (2004)
Keywords: progressive income taxation, Labor supply response, piece-wise Linear budget constraint, 4 estimation, robustness of results, the Laffer curve

The Risk In Business,
Oana Nicoleta Bucur, in Annals of the University of Petrosani, Economics (2010)
Keywords: business, risk, uncertainty, business strategy, costs, benefits, business management

Traditional And Alternative Approaches To Quantify The Risk For Business,
Anca Jarmila Guţă and Gabriela Corina Slusariuc, in Annals of the University of Petrosani, Economics (2010)
Keywords: risk for business, probability distributions, occurrence of risk, development of a business, types of risk, main types of loss, types of probability distributions, methods of measuring risk

European Policy for Protection of Whistle-Blowers Who Report Irregularities, Fraud and Corruption and the Bulgarian Reality,
Milka Yosifova, in Nauchni trudove (2019)
Keywords: signals, citizens, protection, employees, irregularities, corruption

Comparative Analyses of Expected Shortfall and Value-at-Risk (2): Expected Utility Maximization and Tail Risk,
Yasuhiro Yamai and Toshinao Yoshiba, in Monetary and Economic Studies (2002)

UNA VISIÓN DIDÁCTICA DE RIESGO VERSUS INCERTIDUMBRE,
Elisa A. González del Valle Campoamor and Ma. Cristina Escobar Iturbe, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2003)
Keywords: Riesgo, Incertidumbre

RISK RANKING OF OPEN-END INVESTMENT FUNDS IN THE REPUBLIC OF CROATIA,
Ivana Srdarevic and Ivan Kristek, in Economic Review: Journal of Economics and Business (2017)
Keywords: Open-end investment fundsn, risk analysis, Measuring risk

Mechanism of Interest Rates and the Crisis,
Rumen Georgiev, in Yearbook of the Faculty of Economics and Business Administration, Sofia University (2012)
Keywords: interest rate, currency policy, central bank, game theory, currency board, basic (discount) rate, value of the currency resources, loans at risk, deposit war, Law on consumer loans, Treaty of Lisbon, ECB, eurozone.

CONDITIONS OF INVESTMENT DECISION-MAKING IN AREA OF RFID TECHNOLOGY,
Marzena Jankowska-Mihułowicz and Piotr Jankowski-Mihułowicz, in CBU International Conference Proceedings (2014)
Keywords: decision-makingdecisiveness, EPC, risk management, RFID, semi-passive transponder,

THEORIES OF CHOICE UNDER UNCERTAINTY,
Perica Vojinic, in Economic Thought and Practice (2010)
Keywords: choice under uncertainty, utility function, value function, indifference curves, attitude toward risk

Implementation of the Risk Management Methods of Insurance Companies,
Tsvetelina Andreeva, in Ikonomiceski i Sotsialni Alternativi (2022)
Keywords: Risk Management, methods of risk management, risk avoidance, risk reduction, risk transfer

Management and Sustainable Development of Insurance Companies,
Tsvetelina Andreeva, in Ikonomiceski i Sotsialni Alternativi (2022)
Keywords: development, strategies, insurance, underwriting activity, claims management

The Financial Situation of the Hospital After the Introduction of the Law on the Hospital (Sytuacja finansowa szpitala po wejœciu w ¿ycie sieci szpitali),
Aleksandra Sierocka, Dariusz Kostrzewa, Tomasz Leœniak and Micha³ Marczak, in Problemy Zarzadzania (2020)
Keywords: risk management, financial, hospital networks

NUMERICAL EVALUATION OF LOADED CREDIBILITY,
Virginia Atanasiu, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", Department for Management of the Defence Resources and Education (2010)
Keywords: esscher premium, variance premium, the linearized credibility formula.

E-KNOWLEDGE FOR SUPPORTING STRATEGIC DECISION MAKING PROCESS AT REGIONAL LEVEL,
Mihaela Mureªan and Emilia Gogu, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", Department for Management of the Defence Resources and Education (2010)
Keywords: bottom-up decision making, regional knowledge management, e-Governance, e-Consultation.

THE ROLE OF LESSONS LEARNED MANAGEMENT IN DECISION MAKING IN THE MILITARY FIELD,
Gheorghe Calopareanu, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies from Bucharest and "Carol I-st" National Defence University, Department for Management of the Defence Resources and Education (2011)
Keywords: leesons learned, organization, decision, management.

Decisional behaviour in risk contexts,
Nela Popescu, in The AMFITEATRU ECONOMIC journal (2004)
Keywords: Risk; risk attitude; preferences; aspirations; anticipations

Le rôle de la médecine diagnostique dans la gestion des risques de santé,
Louis Eeckhoudt and Philippe Godfroid, in Revue économique (2001)

The Insurance of Low Probability Events,
Louis Eeckhoudt and Christian Gollier, from Toulouse - GREMAQ (1996)
Keywords: INFORMATION ; INSURANCE

Dynamic Adverse Selection and Debt,
Gilles Chemla and A. Faure-Grimaud, from Toulouse - GREMAQ (1996)
Keywords: INFORMATION

Even (Mixed) Risk Lovers Are Prudent: Comment,
Sebastian Ebert, in American Economic Review (2013)

Riesgo, vulnerabilidad e incertidumbre en la acuicultura,
Dayanis Socarraz Viamontes, Antonio Sánchez Batista and Oliek González Solán, in Revista Cubana de Finanzas y Precios (2019)
Keywords: Riesgo; percepción; peligro; rendimiento; toma de decisiones

Personal Identity Insurance: Coverage and Pricing in the U.S,
Daniel W Woods, in Journal of Financial Transformation (2023)
Keywords: insurance; identity theft; risk management; cybersecurity

Independence and Variational Bewley Preferences: A Note,
Lorenzo Bastianello, José Heleno Faro and Flávia Teles, in Revue économique (2020)
Keywords: ambiguity, Knightian uncertainty, independence, incomplete preferences, variational preferences

Risk tolerance, personal financial knowledge and demographic characteristicsevidence from India,
K. Sriharsha Reddy and Mousumi Singha Mahapatra, in Journal of Developing Areas (2017)
Keywords: Risk Tolerance, Demographic Characteristics, Personal Financial Knowledge

Computing Skills in the Market Risk Management in the G-Sec Portfolio by the Banks in India,
Rituparna Das, from University Library of Munich, Germany (2009)
Keywords: Value at Risk, Fixed Income, G-Sec, Modified Duration, Capital Charge, Vertical Disallowance, Horizontal Disallowance, Portfolio, Zero Coupon, Term Structure, Yield Curve, YTM, Nelson-Siegel, CCIL, RBI

MONTE CARLO SIMULATION: IMPORTANT MANAGEMENT TOOL IN EVALUATING DECISIONS UNDER RISK. CASE STUDY: LAUNCH A NEW PRODUCT OF SHOES,
Veres Vincentiu and Mortan Maria, in Annals of Faculty of Economics (2013)
Keywords: decision-making, simulation, Monte Carlo method, launch a new product

Demarche d'evaluation de pre-requis EDI aupres de fournisseurs,
J-L Pillet, from Ecole des Hautes Etudes Commerciales, Universite de Geneve- (1997)
Keywords: DECISION MAKING ; NETWORK ANALYSIS

SAVAGE AXIOMS, ELLSBERG’S PARADOX AND FUZZY OPTIMAL DECISION-CHOICE RATIONALITY,
Kofi Kissi Dompere, in Fuzzy Economic Review (2012)
Keywords: Savage axioms, Ellsberg’s paradox, fuzzy decision making

About Subjective Probability,
Lorenzo Bastianello and Vassili Vergopoulos, in Revue économique (2023)
Keywords: subjective probability, objective probability, Anscombe and Aumann framework, independence

The Correct Evaluation of the Investment Value of the Object in a Time of Crisis,
Maksim K. Shabalin, in Finansovyj žhurnal — Financial Journal (2016)
Keywords: business valuation, an impairment test, the Gordon model, discounted cash flows, the fair value, the market value

Comparative higher-order risk aversion and higher-order prudence,
Kit Pong Wong, in Economics Letters (2018)
Keywords: Comparative prudence; Comparative risk aversion; Prudence utility premium; Utility premium;

Moment characterization of higher-order risk preferences,
Sebastian Ebert, from University of Bonn, Bonn Graduate School of Economics (BGSE) (2010)
Keywords: Decision making under risk, higher-order risk preferences, kurtosis aversion, moments, prudence, skewness preference, temperance

Comparative Risk Aversion under Background Risks Revisited,
Masamitsu Ohnishi and Yusuke Osaki, from Osaka University, Graduate School of Economics (2006)
Keywords: Background risk, comparative risk aversion, single crossing condition.

A Note on Sufficient Conditions of Cross Risk Vulnerability,
Yusuke Osaki, from Osaka University, Graduate School of Economics (2006)
Keywords: Background risk, cross risk vulnerabiilty, risk aversion.

A general theory of risk apportionment,
Christian Gollier, in Journal of Economic Theory (2021)
Keywords: Stochastic dominance; Risk orders; Prudence; Temperance; Concordance;

Reaction to uncertainty and market mechanism: experimental evidence,
Carmela Di Mauro and Anna Maffioletti, from Sonderforschungsbreich 504 (2001)
Keywords: risk , uncertainty , market , auctions , violation

Calibration Results for Incomplete Preferences,
Zvi Safra and Uzi Segal, in Revue économique (2020)
Keywords: calibration, incomplete preferences, risk aversion

La notion économique de prudence. Origine et développements récents,
David Crainich and Louis Eeckhoudt, in Revue économique (2005)

À propos de la tempérance,
David Crainich, Louis Eeckhoudt and Beatrice Rey, in Revue économique (2011)

Do individual violations of subjective expected utility persist in markets? Insight from an experiment,
Carmela Di Mauro and Anna Maffioletti, from Royal Economic Society (2003)
Keywords: risk, uncertainty, market, auctions, violation

Value versus price of an asset: is an expected utility representation possible?,
Emmanuel Haven, from Society for Computational Economics (2005)
Keywords: superposition; value; expected utility

Fear of ruin and longevity enhancing investment,
Louis Eeckhoudt and Pierre Pestieau, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007)
Keywords: longevity, fear of ruin

A benchmark value for relative prudence,
Louis Eeckhoudt, Johanna Etner and Fred Schroyen, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007)
Keywords: relative risk aversion, relative prudence

Coarse contingencies and ambiguity,
, G., , and ,, in Theoretical Economics (2007)
Keywords: Uncertainty, states of the world, ambiguity, coarse contingencies

Non-Bayesian updating: A theoretical framework,
, G., , and ,, in Theoretical Economics (2008)
Keywords: Non-Bayesian updating, temptation and self-control, overreaction, underreaction, learning, law of small numbers

Adverse Selection, Moral Hazard and Entry,
Anthony Creane and M Hall, from Michigan State - Econometrics and Economic Theory (1994)
Keywords: RISK ; DECISION MAKING ; UNCERTAINTY

Subjective expected utility with state-dependent but action/observation-independent preferences,
Jacques Dreze, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2018)
Keywords: expected utility, state-dependent preferences, subjective probability

Parametric Characterizations of Risk Aversion and Prudence,
Fatma Lajeri and Lars Nielsen, from C.E.P.R. Discussion Papers (1997)
Keywords: Prudence; Risk Aversion

Monotone Risk Aversion,
Lars Nielsen, from C.E.P.R. Discussion Papers (1997)
Keywords: Decreasing Absolute Risk Aversion; Risk Aversion

Revisiting “money illusion”: Replication and extension of Shafir, Diamond, and Tversky (1997),
Ignazio Ziano, Jie Li, Shue Man Tsun, Hoi Ching Lei, Anvita Anil Kamath, Bo Ley Cheng and Gilad Feldman, in Journal of Economic Psychology (2021)
Keywords: Money illusion; Nominal and real values; Nominal framing; Replication; Judgement and decision making;

Management von Mitarbeiterrisiken in Unternehmen Theoretische Grundlagen und Entwicklung eines praxistauglichen Erfassungs- und Auswertungsverfahrens,
Henry Dannenberg, from University Library of Munich, Germany (2005)
Keywords: Mitarbeiterrisiko, Risikomanagement,Ausfallwahrscheinlichkeit, Schadensszenario,Simulation

The Covid-19/SARS-CoV-2 pandemic outbreak, the risk of institutional failures and a coherent health policy,
Marcello Basili and Antonio Nicita, from Department of Economics, University of Siena (2020)

A Simple Characterization of the Hurwicz Criterium under Uncertainty,
Alain Chateauneuf, Caroline Ventura and Vassili Vergopoulos, in Revue économique (2020)
Keywords: Schmeidler’s model, Hurwicz criterium, aversion and attraction with respect to uncertainty

On the intensity of downside risk aversion,
David Crainich and Louis Eeckhoudt, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007)
Keywords: downside risk aversion, prudence, local and global properties

Induced Preferences and Decision-Making Under Risk and Uncertainty,
Frank Milne and David Kelsey, from Economics Department, Queen's University (1994)
Keywords: uncertainty aversion, induced preferences, Dutch Book, rank dependent expected utility

Transitive regret,
, and ,, in Theoretical Economics (2011)
Keywords: Regret, transitivity, non-expected utility

Hedging Against Technology Risks of the Accelerator System of a First-of-a-Kind Accelerator-Driven Subcritical Reactor,
Steven J Steer, Michel-Alexandre Cardin, William Nuttall, Geoffrey T Parks and Leonardo VN Gonçalves, from Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge (2010)
Keywords: nuclear power, particle accelerator, reliability, economic value

Minimizing the Cost of Innovative Nuclear Technology Through Flexibility: The Case of a Demonstration Accelerator-Driven Subcritical Reactor Park,
Michel-Alexandre Cardin, Steven J. Steer, William Nuttall, Geoffrey T. Parks and Leonardo V.N. Gonçalves, from Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge (2010)
Keywords: accelerator-driven subcritical reactor, real options, flexibility in design, electricity production, economics

Stochastically independent randomization and uncertainty aversion,
Peter Klibanoff, in Economic Theory (2001)
Keywords: Uncertainty aversion, Stochastic independence, Preference for randomization, Ambiguity aversion.

Maxmin under risk,
Fabio Maccheroni, in Economic Theory (2002)
Keywords: Expected utility, Minimum expected utility, Nonexpected utility.

Revisiting Savage in a conditional world,
Paolo Ghirardato, in Economic Theory (2002)
Keywords: Subjective expected utility, Bayes's rule, Dynamic consistency, Consequentialism.

On Risk Aversion with Many Commodities and Nonlinear Budget Constraints,
Nancy Chau, in Canadian Journal of Economics (1998)

Differentiating Ambiguity: A Comment,
Jürgen Eichberger, Simon Grant and David Kelsey, from University of Exeter, Department of Economics (2006)
Keywords: Ambiguity, multiple priors, Hurwicz, Choquet expected utility.

Updating Choquet Beliefs,
Jürgen Eichberger, Simon Grant and David Kelsey, from University of Exeter, Department of Economics (2006)
Keywords: updating ambiguous beliefs, Full Bayesian Updating, Choquet Expected Utility, optimism, pessimism, recursive preferences.

The a-MEU Model: A Comment,
Jürgen Eichberger, Simon Grant, David Kelsey and Gleb Koshevoy, from University of Exeter, Department of Economics (2009)
Keywords: Ambiguity, multiple priors, invariant biseparable, Clarke derivative, ambiguity-preference.

Optimal time to invest when the price processes are geometric Brownian motions,
Yaozhong Hu and Bernt Øksendal, in Finance and Stochastics (1998)
Keywords: Geometric Brownian motion, optimal stopping time, continuation region, stopping set

Fundamental Uncertainty and Ambiguity,
David Dequech, in Eastern Economic Journal (2000)
Keywords: Risk; Uncertainty

Even (Mixed) Risk Lovers Are Prudent,
David Crainich, Louis Eeckhoudt and Alain Trannoy, in American Economic Review (2013)

Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show,
Thierry Post, Martijn J. van den Assem, Guido Baltussen and Richard Thaler, in American Economic Review (2008)

Impact d'un accroissement de l'aversion pour le risque sur la combinaison d'actifs risqués. Glissades, petits sauts et grands plongeons,
Jean-Pascal Gayant, in Revue économique (2005)

Expected utility without full transitivity,
Walter Bossert and Kotaro Suzumura, from Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University (2014)

Is Diversity in Capabilities Desirable When Adding Decision Makers?,
Ruth Ben-Yashar and Shmuel Nitzan, from Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2016)
Keywords: decisional capabilities, group extension, asymmetry, homogeneity, diversity, mean preservation

A generalized probability framework to model economic agents' decisions under uncertainty,
Emmanuel Haven and Sandro Sozzo, in International Review of Financial Analysis (2016)
Keywords: Econophysics; Expected utility theory; Ellsberg paradox; Quantum mathematics;

Justifiable choice,
Yuval Heller, in Games and Economic Behavior (2012)
Keywords: Menu effects; Incomplete preferences; Multiple utilities; Multiple priors; Indecisiveness; Non-binary choice; Tradeoff contrast effect;

Staying ahead and getting even: Risk attitudes of experienced poker players,
David Eil and Jaimie W. Lien, in Games and Economic Behavior (2014)
Keywords: Decision-making under uncertainty; Reference-dependence; Experience; Risk;

Probabilistic dominance and status quo bias,
Gil Riella and Roee Teper, in Games and Economic Behavior (2014)
Keywords: Probabilistic dominance; Status quo bias; Comparative status quo bias; Endowment effect; Home bias;

Recursive non-expected utility: Connecting ambiguity attitudes to risk preferences and the level of ambiguity,
Ozgur Evren, in Games and Economic Behavior (2019)
Keywords: Ambiguity aversion; Ellsberg paradox; Allais paradox; Negative certainty independence; Increasing ambiguity; Portfolio choice;

Dynamic consistency and ambiguity: A reappraisal,
Brian Hill, in Games and Economic Behavior (2020)
Keywords: Decision under uncertainty; Dynamic consistency; Dynamic choice; Envisaged contingency; Ambiguity; Value of information;

Games in context: Equilibrium under ambiguity for belief functions,
Adam Dominiak and Jürgen Eichberger, in Games and Economic Behavior (2021)
Keywords: Strategic games; Context information; Non-additive beliefs; Belief functions; Choquet expected utility; Equilibrium under ambiguity; Optimism and pessimism;

The impact of middle outcomes on lottery valuations,
Krzysztof Kontek and Michael H. Birnbaum, in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics) (2019)
Keywords: Decision–making under risk; Violation of coalescing; Violation of stochastic dominance; Expected utility theory; Cumulative prospect theory;

Enterprise Data Security in the Cloud Environment: Threat Analysis,
Tetiana Kapeliushna, in Oblik i finansi (2023)
Keywords: enterprise security, uncertain conditions, cloud services security, virtual IT infrastructure, cyber incidents