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Portfolio choice with a correlated background risk : theory and evidence
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2003-01-15)
We extend the static portfolio choice problem with a small background risk to the case of small partially correlated background risks. We show that respecting the theories under which risk substitution appears, except for ...
Globalization and heritage at risk: theories for its governance
(CRC Press/Balkema, 2021)
This paper offers a synthetic analysis of capitalism as a global system which engenders negative effects on cultural heritage. Accordingly, the first aim of the paper is to systematize a wide variety of information on ...
Spatio-temporal probabilistic modeling based on Gaussian mixture models and neural gas theory for prediction of criminal activity
(Annual Conference of the Prognostics and Health Management Society 2017Annual Conference of the Prognostics and Health Management Society 2017, 2017-08-18)
Criminal risk models are used to assist security forces both in the identification of zones with high of criminal activity for better resource allocation and prediction of future criminal events for the prevention of new ...
Energy risk management through self-exciting marked point process
(ELSEVIER SCIENCE BV, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS, 2013)
From disaster risk construction to disaster risk reduction: exploring the agency of urban land-use planning in Chile
(Routledge Journals, Taylor & Francis, 2020)
This paper explores how the existing urban land-use regulatory framework and its associated planning practices in Chile have contributed to disaster risk construction in urban areas. It uses Actor Network Theory as an ...
Alternative banking and theory
(Walter De Gruyter Gmbh, 2015-07)
Unlike business models of private banks based on profit maximization and shareholder-oriented governance, alternative banks (such as cooperative banks, government savings banks, and special purpose banks) share business ...
Aplicação da teoria de cópulas para o cálculo do value at risk
(2009-11-30)
Este trabalho aplica a teoria de cópulas à mensuração do risco de mercado, através do cálculo do Value at Risk (VaR). A função de cópula oferece uma maior flexibilidade para a agregação de riscos quando comparada com ...
Accounting for variation in the explanatory power of the psychometric paradigm: The effects of aggregation and focus
(ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2007)
Most psychometric studies of risk perception have used data that have been averaged over participants prior to analysis. Such aggregation obscures variation among participants and inflates the magnitude of relationships ...
Revisiting modern portfolio theory
(2016-05-30)
This paper revisits Modern Portfolio Theory and derives eleven properties of Efficient Allocations and Portfolios in the presence of leverage. With different degrees of leverage, an Efficient Portfolio is a linear combination ...
The effect of using claim confirming product cues on the product claim credibility: is seeing believing?
(2013-03-01)
The Cue Utilization Theory establishes that all products are made of multiples cues that may be seen as surrogates for the intangible attributes that make up any given product. However, the results of many years of research ...