Zobrazeno 1 - 10
of 4 449
pro vyhledávání: '"Risk measures"'
Autor:
Marwa M. Mohie El-Din, M.A. Meraou, Najwan Alsadat, Anoop Kumar, M.M. Abd El-Raouf, Mahmoud Mohamed Bahloul
Publikováno v:
Alexandria Engineering Journal, Vol 106, Iss , Pp 544-559 (2024)
Asymmetrical probability models are helpful for analyzing skewed data sets since they allow you to describe the form of the distribution and anticipate the chance of extreme events. This article defines a novel approach to continuous moment exponenti
Externí odkaz:
https://doaj.org/article/83f3861db2af45cf9a743d2e4f55a528
Autor:
Roman Schotten, Daniel Bachmann
Publikováno v:
Smart Cities, Vol 7, Iss 5, Pp 2995-3021 (2024)
Critical infrastructure (CI) networks face diverse natural hazards, such as flooding. CI network modeling methods are used to evaluate these hazards, enabling the analysis of cascading effects, flood risk, and potential flood risk-reducing measures.
Externí odkaz:
https://doaj.org/article/45f9563640c84750ab2ca98a86ea1ff8
Publikováno v:
Accounting, Vol 10, Iss 4, Pp 207-220 (2024)
This research aims to enhance portfolio selection by integrating machine learning regression algorithms for predicting stock returns with various risk measures. These measures include mean-value-at-risk (VaR) variance (Var), semi-variance mean-absolu
Externí odkaz:
https://doaj.org/article/82c85ad423e54818a0bd2572e8624ae4
Publikováno v:
International Journal of Management, Accounting and Economics, Vol 11, Iss 8, Pp 974-989 (2024)
The 1/N investment strategy, characterized by equally allocating wealth among available investment options, has garnered significant scholarly attention. Simultaneously, risk assessment and management play a critical role in financial decision-making
Externí odkaz:
https://doaj.org/article/75e844d92d7e4c27b87df5784d8b9e0e
Autor:
V. B. Minasyan
Publikováno v:
Финансы: теория и практика, Vol 28, Iss 2, Pp 143-165 (2024)
In assessing the risk of investing in various financial assets, risk management focuses on the analysis of the worst possible losses (the right tail of the loss distribution). At the same time, most often, when speaking about losses, it is assumed th
Externí odkaz:
https://doaj.org/article/9907fc16fdd94f1da84700ac273e433c
Autor:
Muhammad Imran, Najwan Alsadat, M. H. Tahir, Farrukh Jamal, Mohammed Elgarhy, Hijaz Ahmad, Arne Johannssen
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-24 (2024)
Abstract This paper delves into the theoretical and practical exploration of the complementary Bell Weibull (CBellW) model, which serves as an analogous counterpart to the complementary Poisson Weibull model. The study encompasses a comprehensive exa
Externí odkaz:
https://doaj.org/article/a20fb7087c404514a6cc3fd95254e951
Autor:
Le, Chon Van, Pham, Uyen Hoang
Publikováno v:
Asian Journal of Economics and Banking, 2023, Vol. 8, Issue 1, pp. 54-66.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/AJEB-10-2023-0099
Autor:
Rupal Khambhati, Hiren Patel, Karishma M. Qureshi, Abderrazak Laghouag, Muhammad Musa Al-Qahtani, Mohamed Rafik Noor Mohamed Qureshi
Publikováno v:
IEEE Access, Vol 12, Pp 133209-133220 (2024)
The study attempts to propose a conceptual framework for evaluating public healthcare service quality in the Indian context. First, it aims to construct and validate the Public HealthCare Service Quality (PubHCServQual) scale for three decision model
Externí odkaz:
https://doaj.org/article/23f2a954e5ca46e3926d3b546f50e86d
Autor:
Luca Scrucca
Publikováno v:
Entropy, Vol 26, Iss 11, p 907 (2024)
Volatility in financial markets refers to the variation in asset prices over time. High volatility indicates increased risk, making its evaluation essential for effective risk management. Various methods are used to assess volatility, with the standa
Externí odkaz:
https://doaj.org/article/1a518ba97002420388568e25796e85a7
Publikováno v:
Risks, Vol 12, Iss 10, p 167 (2024)
Recent trends in portfolio management emphasize the importance of reducing carbon footprints and aligning investments with sustainable practices. This paper introduces Sensitivity Value-at-Risk (SensitivityVaR), an advanced distortion risk measure th
Externí odkaz:
https://doaj.org/article/7f84af63247d484f85c005016f218040