Výsledky vyhledávání - "Georges Dionne"

Akademický článek

Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation

Autor: Gilles Boevi Koumou, Georges Dionne

Publikováno v: Risks, Vol 10, Iss 11, p 205 (2022)

We provide an axiomatic foundation for the measurement of correlation diversification in a one-period portfolio model. We propose a set of eight desirable axioms for this class of diversification measures. We name the measures satisfying these axioms

Externí odkaz: https://doaj.org/article/357adb9539a4410e9c704715f558fdf0

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Akademický článek

Production Flexibility and Hedging

Autor: Georges Dionne, Marc Santugini

Publikováno v: Risks, Vol 3, Iss 4, Pp 543-552 (2015)

We extend the analysis on hedging with price and output uncertainty by endogenizing the output decision. Specifically, we consider the joint determination of output and hedging in the case of flexibility in production. We show that the risk-averse fi

Externí odkaz: https://doaj.org/article/3ca153a3f536400c999df5886a6d646a

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Akademický článek

Health Care Workers’ Risk Perceptions and Willingness to Report for Work during an Influenza Pandemic

Autor: Georges Dionne, Denise Desjardins, Martin Lebeau, Stéphane Messier, André Dascal

Publikováno v: Risks, Vol 6, Iss 1, p 8 (2018)

The ability and willingness of health care workers to report for work during a pandemic are essential to pandemic response. The main contribution of this article is to examine the relationship between risk perception of personal and work activities a

Externí odkaz: https://doaj.org/article/0409b40d91ed43f9afe6600d701bf722

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Akademický článek

Optimal Form of Retention for Securitized Loans under Moral Hazard

Autor: Georges Dionne, Sara Malekan

Publikováno v: Risks, Vol 5, Iss 4, p 55 (2017)

We address the moral hazard problem of securitization using a principal-agent model where the investor is the principal and the lender is the agent. Our model considers structured asset-backed securitization with a credit enhancement (tranching) proc

Externí odkaz: https://doaj.org/article/f6061698f7e140cb9f6a62153eff0178

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