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Academic Journals
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- 1From:Risks (Vol. 11, Issue 2) Peer-ReviewedDual risk models are popular for modeling a venture capital or high-tech company, for which the running cost is deterministic and the profits arrive stochastically over time. Most of the existing literature on dual risk...
- 2From:Risks (Vol. 11, Issue 2) Peer-ReviewedA vast majority of Loss Given Default (LGD) models are currently in use. Over all the years since the new Capital Accord was published in June 2004, there has been increasing interest in the modelling of the LGD...
- 3From:Risks (Vol. 11, Issue 2) Peer-ReviewedEvidence that cryptocurrencies exhibit speculative bubble behavior is well documented. This evidence could trigger global financial instability leading to systemic risk. It is therefore crucial to quantify systemic risk...
- 4From:Risks (Vol. 11, Issue 2) Peer-ReviewedThe aim of this study was to determine whether referendums affect stock price risks and returns, using an event study approach. Daily end period data for the Swiss stock market index, the STOXX European market index, and...
- 5From:PLoS ONE (Vol. 17, Issue 11) Peer-ReviewedIn a financial system, entities (e.g., companies or markets) face systemic risk that could lead to financial instability. To prevent this impact, we require quantitative systemic risk management we can carry out using...
- 6From:Forest Products Journal (Vol. 72, Issue 3) Peer-ReviewedWooden furniture is the main product of the forest products trade, and activities associated with its international trade currently face many risks, representing a degree of uncertainty in the wooden furniture export...
- 7From:The Energy Journal (Vol. 43, Issue 5) Peer-ReviewedWe develop a framework to estimate time-varying commodity risk premia from multi-factor models using futures prices and analysts' forecasts of future prices. The model is calibrated for oil using a 3-factor stochastic...
- 8From:The Energy Journal (Vol. 43, Issue 5) Peer-ReviewedWe assess the value of stranded coal-fired power plants in Germany in the light of the critical decision to phase them out by 2038. In a Monte Carlo simulation. the scenarios under consideration (slow decommissioning at...
- 9From:Risks (Vol. 10, Issue 7) Peer-ReviewedWe consider the problem where a modeller conducts sensitivity analysis of a model consisting of random input factors, a corresponding random output of interest, and a baseline probability measure. The modeller seeks to...
- 10From:Obesity, Fitness & Wellness Week2022 JUN 25 (NewsRx) -- By a News Reporter-Staff News Editor at Obesity, Fitness & Wellness Week -- Researchers detail new data in mathematical problems in engineering. According to news reporting originating from...
- 11From:The CPA Journal (Vol. 92, Issue 5-6) Peer-ReviewedThe information herein was obtained from various sources believed to be accurate; however, Forte Capital does not guarantee its accuracy or completeness. This report was prepared for general information purposes only....
- 12From:William and Mary Law Review (Vol. 63, Issue 5) Peer-ReviewedThis Article identifies a gap in the securities disclosure regime for climate change and demonstrates how filling the gap can improve financial disclosures and accelerate climate change mitigation. Private climate...
- 13From:Duke Law Journal (Vol. 71, Issue 4) Peer-ReviewedPillars of U.S. social provision, public pension funds rely significantly on private investment to meet their chronically underfunded promises to America's workers. Dependent on investment returns, pension funds are...
- 14From:Mathematical Problems in Engineering (Vol. 2021) Peer-ReviewedThe reinsurance and investment portfolio of insurance companies has always been a hot issue in insurance business. In insurance practice, it is inevitable for insurance companies to invest their own funds in order to...
- 15From:Mathematical Problems in Engineering (Vol. 2021) Peer-ReviewedWe construct a stochastic model to study the fund matching between fund-raisers and investors in a financing platform. The raising time is assumed to be a random variable. Then, there is a successful transaction...
- 16From:Annals of Operations Research (Vol. 307, Issue 1-2) Peer-ReviewedWe study an expected payoff maximization problem for a risk-sensitive broker aiming to evaluate the merits of designing and underwriting an option contract on a traded commodity with geometric Brownian motion (GBM) spot...
- 17From:Bruegel-BlogsThe record-high debt levels in advanced economies increase the risk of sovereign insolvency. Governments should start fiscal consolidation soon in an environment of low nominal and real interest rates and post-COVID...
- 18From:Annals of Operations Research (Vol. 306, Issue 1-2) Peer-ReviewedWe introduce an application of the SMAA-Fuzzy-FlowSort approach to the case of modelling bank credit ratings. Its stochastic nature allows for imprecisions and uncertainty that naturally surround a decision-making...
- 19From:Vanderbilt Law Review (Vol. 74, Issue 5)Central banks are increasingly called upon to address climate change. Proposals for central bank action on climate change range from programs of "green" quantitative easing to increases in risk-based capital requirements...
- 20From:The Reserve Bank of New Zealand Bulletin (Vol. 84, Issue 2) Peer-ReviewedSummary/key findings * The Reserve Bank of New Zealand--Te PQtea Matua launched our first Insurance Industry Stress Test in April 2021 with the participation of the five largest New Zealand incorporated General...