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Relevant bibliographies by topics / Investment and Risk Management

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Academic literature on the topic 'Investment and Risk Management'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 June 2024

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Journal articles on the topic "Investment and Risk Management"

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Divya, T. S., and A. M. Viswambharan. "Investment Risk Management." Shanlax International Journal of Commerce 7, no. 4 (October 1, 2019): 36–41. http://dx.doi.org/10.34293/commerce.v7i4.623.

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Investment Risk Management is the process of identifying possible risks in the investment and analysing them well in advance and to take necessary steps to prevent them. In case of businesses when they make financial investments, they do risk management so efficiently, so that they can identify the potential economic risks, their impacts and ways to overcome them. Risk management takes place when an investor or fund manager quantifies of the potential losses and takes necessary actions to tackle the risk involved in the investment. The purpose of this paper is (i) To study the various steps involved in the process of investment risk management. (ii) To understand the importance of investment risk management. (iii) To identify the principles that guides the investment risk management and (iv) To know the different ways and strategies to manage the risk. Financial Risk Management controls the entire investment game. This paper provides a starting point for investors or fund managers to establish their own risk management strategies. Investment Risk Management teaches how to make more by risking less. Investment risk management is the secret behind safe and consistent profits making in any market condition.

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Alieva, S. "Investment Risk Management." Economic Herald of the Donbas, no. 1 (59) (2020): 33–36. http://dx.doi.org/10.12958/1817-3772-2020-1(59)-33-36.

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Molina, César Zapata, Juan Manuel Montes Hincapie, Carmen Helena Romero Díaz, Pedro A. Romero D, Mariana Bravo Sepúlveda, and David Alberto Bedoya Londoño. "Entrepreneurial Management & Risk Investment." International Journal of Membrane Science and Technology 10, no. 3 (August 9, 2023): 966–76. http://dx.doi.org/10.15379/ijmst.v10i3.1639.

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Introduction. Most of the new ventures are immersed in a risk or failure situation due to the lack of knowledge about a management process structured specifically for them, and to the ignorance of new terminology used in risk investment for raising capital. Objective. The purpose of this research is to describe the terminology currently used on risk investment for ventures and managerial actions that guarantee their sustainability, based on a bibliometric analysis of the literature on the research topic, considering the practices of innovative entrepreneurship worldwide with managerial actions that allowed us to recognize gaps, challenges, and opportunities. Analysis. The bibliometric analysis began with a search equation on entrepreneurship management from 1979. Data was processed with VOSviewer and the content analysis was performed with ATLAS.ti. Results. As a result, co-occurring terms emerged in the literature; business management, innovation, risk management, investments, and risk assessment stand out. There are other innovative terms that are used in the current dynamics of venture investment for startups. They are one of the contributions of this research. Conclusions. The conclusions present the best management practices that guarantee the sustainability of startups, as well as findings that reveal the new terminology in risk investment. They become facilitators for the permanence of incipient startups over time.

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Danilova, Albina. "Risk-Sensitive Investment Management." Quantitative Finance 15, no. 12 (September 24, 2015): 1913–14. http://dx.doi.org/10.1080/14697688.2015.1069386.

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Xu, Yuqian, Jiawei Zhang, and Michael Pinedo. "BUDGET ALLOCATIONS IN OPERATIONAL RISK MANAGEMENT." Probability in the Engineering and Informational Sciences 32, no. 3 (July 11, 2017): 434–59. http://dx.doi.org/10.1017/s0269964817000250.

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We consider a resource allocation model to analyze investment strategies for financial services firms in order to minimize their operational risk losses. A firm has to decide how much to invest in human resources and in infrastructure (information technology). The operational risk losses are a function of the activity level of the firm, of the amounts invested in personnel and in infrastructure, and of interaction effects between the amounts invested in personnel and infrastructure. We first consider a deterministic setting and show certain monotonicity properties of the optimal investments assuming general loss functions that are convex. We find that because of the interaction effects “economies of scale" may not hold in our setting, in contrast to a typical manufacturing environment. We then consider a general polynomial loss function in a stochastic setting with the number of transactions at the firm being a random variable. We characterize the asymptotic behaviors of the optimal investments in both heavy and light trading environments. We show that when the market is very liquid, that is, it is subject to heavy transaction volumes, it is optimal for a financial firm that is highly risk sensitive to use a balanced investment strategy. Both a heavier right tail of the distribution of transaction volume and a firm's risk sensitivity necessitate larger investments; in a heavy trading environment these two factors reinforce one another. However, in a light trading environment with the transaction volume having a heavy left tail the investment will be independent of the firm's sensitivity to risk.

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Kuznetsova, Inna, and Tetiana Kublikova. "Technologies of real investment management of the enterprise." Economic Analysis, no. 33(4) (2023): 207–15. http://dx.doi.org/10.35774/econa2023.04.207.

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Introduction. The subject of our research is the scientific generalization of various innovative-investment approaches to management decisions in the context of real investment aimed at ensuring sustainable competitive advantages for the enterprise. The study covers both theoretical and practical aspects of technology management of real investments of enterprises in the conditions of instability of the domestic market environment. The purpose and objectives of the study are to study and scientifically analyze approaches to the management of real investments in enterprises to determine their potential for ensuring sustainable competitive advantages. Method (methodology). For research in the field of managing real investments and forming an investment portfolio, methods of financial analysis, risk assessment, asset valuation methods, system analysis, mathematical modelling, and sectional analysis were applied. Results of the study emphasize the importance of developing tools for managing real investments for the successful formation of an investment portfolio in the context of an unstable market environment, where effective risk management and optimal choice of funding sources play a critical role in achieving sustainable competitive advantages for the enterprise. Conclusions. The research highlights the need for further development of tools for managing real investments to successfully form an investment portfolio in an unstable market environment. The importance of developing this toolkit is emphasized, taking into account the needs of enterprises in ensuring effective functioning and development, as well as in using the potential of the most attractive investment objects for creating an investment portfolio. Forming an investment portfolio based on real investments requires significant financial resources and the involvement of both equity and borrowed funds. The choice of the optimal funding structure becomes a compromise between risk and efficiency in investing resources in real investments, which requires detailed analysis and justification. Special attention is paid to risk analysis, which has proven to be a key element in investing in real assets and forming an investment portfolio. This approach opens up opportunities for a thorough risk analysis, the development of appropriate tools, and strategic planning, which contributes to more effective investment management and achieving sustainable competitive advantages for the enterprise in the conditions of market environment instability.

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Prav, Yu H. "RISK MANAGEMENT INVESTMENT-BUILDING PROJECTS." "Scientific Notes of Taurida V.I. Vernadsky University", series "Public Administration", no. 3 (2020): 175–80. http://dx.doi.org/10.32838/tnu-2663-6468/2020.3/30.

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Angelou, Georgios N., and Anastasios A. Economides. "E-Learning Investment Risk Management." Information Resources Management Journal 20, no. 4 (October 2007): 80–104. http://dx.doi.org/10.4018/irmj.2007100106.

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Siewiera, Agnieszka. "Risk management in investment projects." Zeszyty Naukowe Uniwersytetu Szczecińskiego Finanse, Rynki Finansowe, Ubezpieczenia 2015, no. 74/1 (April 30, 2015): 545–33. http://dx.doi.org/10.18276/frfu.2015.74/1-47.

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Hall, Elaine M. "Risk management return on investment." Systems Engineering 2, no. 3 (1999): 177–80. http://dx.doi.org/10.1002/(sici)1520-6858(1999)2:3<177::aid-sys5>3.0.co;2-6.

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Dissertations / Theses on the topic "Investment and Risk Management"

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List, Hans-Fredo. "Limited risk arbitrage investment management." Thesis, Imperial College London, 1996. http://hdl.handle.net/10044/1/8651.

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Ying, Jie. "Essays on investment and risk management." Diss., University of Iowa, 2018. https://ir.uiowa.edu/etd/6527.

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In this dissertation, I consider a range of topics in investment and risk management. I seek to understand several existing yet puzzling phenomena from a theoretical perspective. In the first chapter, we study the optimal insurance demand of a risk- and ambiguity-averse consumer if contract nonperformance risk is perceived as ambiguous. Ambiguity lowers optimal insurance demand and the consumer's degree of ambiguity aversion is negatively associated with the optimal level of coverage. Biased beliefs and greater ambiguity may increase or decrease the optimal demand for insurance, and we determine sufficient conditions for a negative effect. We also discuss wealth effects and evaluate the robustness of our results by considering several alternative models of ambiguity aversion. Our findings show how ambiguous nonperformance risk can undermine the functioning of insurance markets, making it a concern for regulators. Caution is required though because, as we show, demand reactions are only imperfectly informative about the welfare effects of nonperformance risk. In the second chapter, we address an ongoing debate on pension investment policy: should defined-benefit corporate pension plans invest aggressively in risky securities or completely de-risk their assets? In our model, firms maximize shareholder value subject to the participation constraint of employees, who are wealth-constrained and are partially exposed to pension investment risk via a corporate bankruptcy channel and a pension surplus sharing channel. For a reasonable set of parameter values, the model-suggested optimal pension allocation to risky assets exceeds 50%. The level of pension risk-taking predicted by the model, and its relation with a firm's bankruptcy probability and pension funding ratio, match with empirical observations. We show that due to limited sharing of the investment risk by employees. Defined-benefit pensions may take on even more risk than what employees choose in the defined contribution plans. Further, firms may substantially reduce their overall pension funding costs under an alternative arrangement in which employees bear all the systematic pension investment risk. This is consistent with the secular trend of firms switching from defined benefit plans to defined contribution plans. In the third chapter, I model the shadow banking mechanism and discusses its functionality of risk sharing and its impact on financial instability. In equilibrium, the shadow banking becomes more active when investors perceive higher expected returns from the capital market. The shadow banking yield arises when the capital market gets more volatile. Lower interest rates from regulated banks encourage the shadow banking and the magnitude of impacts depends on investors' aggregate risk preference. Overactive shadow banking activities can “cool down” themselves. The shadow banking's influence over the economy is twofold: it improves the overall welfare of heterogeneous agents by risk sharing, but it spreads the risk through the financing channel, which makes the savers more vulnerable to the negative shocks in financial markets.

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Eftekhari, Babak. "Essays on risk and portfolio management." Thesis, University of Cambridge, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.363958.

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Kumar, Mukesh. "Risk management practices in global manufacturing investment." Thesis, University of Cambridge, 2010. https://www.repository.cam.ac.uk/handle/1810/226745.

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This thesis explores risk management practices in global manufacturing investment. It reflects the growing internationalisation of manufacturing and the increasing complexity and fragmentation of manufacturing systems. Issues of risk management have become increasingly important in financial and company governance contexts not least because of growing international concerns about the consequences of unregulated risk. However while significant progress has been made in the awareness and articulation of financial risk there appeared to be little evidence of systematic management of risks associated with the globalisation of manufacturing despite the fact that ill-advised internationalisation projects could risk companies' futures. Investment risk management practice has evolved as risk analysis in global manufacturing investment from theoretical and practice perspectives. The need to actively manage risk has tended to be lost by the adoption of complex financial risk analysis methods in industrial investment projects. The approach adopted in this research was to undertake detailed case investigations in a cross section of industrial businesses at different levels of maturity in order to observe current practices, identify common principles and to seek to synthesise systematic approaches to risk management where appropriate. These field studies were conducted against a background of a detailed review of the literature and practice in finance and consulting and a detailed review of literature and practice in manufacturing strategy and system design. The key findings are as follows: (i) Elements of global manufacturing risk are managed by a variety of implicit and explicit methods, typically embedded in strategic and financial evaluations. There are no widely recognised comprehensive and systematic approaches to the analysis and mitigation of risks associated with global manufacturing investments. (ii) A broad review and analysis of global manufacturing investment projects identified key categories of investment risks and key dimensions of investment risk management. (iii) A very preliminary classification of global manufacturers from an investment risk management practice perspective, which may be helpful to companies in assessing their own risk management capabilities and behaviours. (iv) A prototype investment risk management process architecture is proposed based upon the key research findings. It presents a structured approach to the key risk management tasks and demonstrates their generality across a range of industrial environment. This provides confidence though not conclusive evidence that these methods might be applicable across a broad spectrum of manufacturing industries. The research findings extend the current understanding of risk management into the domain of global manufacturing strategy and provide the basis for more comprehensive and systematic assessment of risk in global investment projects. Further research will be required to validate the proposed risk management process and to explore the particular risks associated with different sectors, technologies, and business contexts.

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Memtsa, Chrysi D. "Factor models, risk management and investment decisions." Thesis, Durham University, 1999. http://etheses.dur.ac.uk/4606/.

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The recent extending empirical evidence regarding the power of factor models versus the traditional CAPM has motivated the research in the current thesis. Substantial controversy has been raised over two issues: 1) Are the new factors, market value and book-to-market equity, the most important sources of risk? and 2) Is it time to consider CAPM as a useless model? Effectively, these are the main questions we attempt to address in the current research within a unified framework of firm attributes and more aspects of the econometrical applied approaches. The main findings of the empirical research in this thesis show that, firstly the beta portfolio returns exhibit the highest volatility, confirming thus the beta as the most significant risk source. Secondly, the market portfolio absorbs the excess returns of the majority of value-weighted factor portfolios which is partly attributed to the mitigation of the January effect. In the seasonality area, we identify a strong October effect with high volatility but not high returns, a phenomenon that cannot be explained with a rational story. The re-examination of the Fama and French 1992 model with corrections of econometrical problems and the application of panel data methodology reveals that the sole significant factor over all the candidate variables is the price variable. Yet, even the power of the price factor is eliminating with the application of non-linear systems where the CAPM constraints are directly validated but with a negative sign. However, the presence of negative risk premium is consistent with the valid application of CAPM in a financial world where the occurrence of bad states of world is more frequent than the presence of up markets. Overall, the results of this thesis contribute to a thorough understanding of the factor models' performance which plays a key role in the financial investment decisions. The implication is that the CAPM should be still regarded as the basic financial model in the risk-return management process.

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Grant, Peter. "Developing risk management strategies for stock market investment portfolio management." Thesis, Port Elizabeth Technikon, 2004. http://hdl.handle.net/10948/215.

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This study was conducted to establish whether risk management strategies could be developed to enable stock market investment portfolio managers to reduce the risk involved in stock market trading. The awareness of stock market risk elevates the requirement for risk management strategies as discussed in Chapter 1. The research scope is identified, and an overview of the study gives further guidance as to what lies ahead. The theory behind macroeconomic forces and how they influence share prices is discussed in Chapter 2. It is established that market sectors and companies within those sectors react differently to macroeconomic forces. Technical analysis is discussed as a mechanism to identify buying and selling signals. In Chapter 3, risk management strategies are developed from the literature. The hypothesis of the study as described in Chapter 4 is that these risk management strategies are able to reduce the risk associated with trading in the stock market. The market simulation in Chapter 5 offers the opportunity to observe the risk management strategies at work in a simulated stock market investment portfolio. In Chapter 6, the outcome of the market simulation is compared to the criteria set in Chapter 4, and the conclusion that the risk management strategies were able to reduce the risk involved in stock market trading is drawn.

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De, Villiers H. O. "Risk-adjusted performance : an overview." Thesis, Stellenbosch : Stellenbosch University, 2005. http://hdl.handle.net/10019.1/50442.

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Thesis (MBA)--Stellenbosch University, 2005.
ENGLISH ABSTRACT: Investors accept that actual investment pertormance differs from anticipated pertormance. The difference between the two is attributed to investment risk. Professional investment managers charge significant fees for active investment management. Investors funding this industry should evaluate the risk-adjusted investment pertormance to determine if it justifies the associated costs. A number of research papers have presented various methods for adjusting investment pertormance for the risk assumed in the generation thereof. This study presents an overview of techniques available for measuring riskadjusted pertormance of listed equity related investments. The classic pertormance measures of Treynor, Sharpe and Jensen are discussed. Alternative ways of quantifying risk offer different methods for risk-adjusting periormance. This leads to the discussion of more modern approaches to risk-adjustment, such as the Sortino ratio and the Omega measure. The lack of risk-adjusted pertormance reporting within the South African investment management industry is highlighted. An overview of guidelines for risk-adjusted pertormance reporting is presented. As such, it is relevant to investment managers, policy makers of the industry and the financial press reporting on investment management. A comparison of risk-adjusted pertormance figures between unitised-, indexand direct equity investment approaches show that a simple direct equity investment strategy outpertorm on risk-adjusted basis for the five year period reviewed.
AFRIKAANSE OPSOMMING: Beleggers aanvaar die feit dat gerealiseerde beleggings opbrengste van verwagte opbrengste verskil. Die verskil word aan beleggings risiko toegeskryf. Professionele beleggingsbestuurders hef aansienlike fooie om beleggings aktief te bestuur. Beleggers wat hierdie industrie befonds behoort die risiko-aangepaste beleggingsprestasie te evalueer ten einde vas te stel of dit die kostes regverdig wat daarmee gepaardgaan. 'n Aantal navorsingsverslae het reeds verskeie metodes voorgestel vir die aanpassing van beleggingsprestasie vir risiko aanvaar tydens die najaag van prestasie. Hierdie studie bied 'n oorsig van beskikbare tegnieke vir die meet van risiko aangepaste prestasie van genoteerde aandeel- en verwante beleggings. Die klassieke metodes van Treynor, Sharpe en Jensen word bespreek. Alternatiewe metodes om risiko te kwantifiseer bied verskillende metodes om prestasie vir risiko aan te pas. Dit lei tot die bespreking van meer moderne benaderings tot risiko aanpassing, soos die Sortino verhouding en die Omega maatstaf. Hierdie studie bring die tekort van risiko aangepaste prestasie verslaggewing in die Suid-Afrikaanse beleggingsbestuur industrie aan die lig. 'n Oorsig van riglyne vir risiko-aangepaste prestasie verslaggewing word gelewer. Die studie is gevolglik relevant vir beleggingsbestuurders, industrie beleidmakers en die finansiele pers wat oor beleggingsbestuur verslag doen. 'n Vergelyking van risiko-aangepaste opbrengs syfers tussen kollektiewe-. indeks- en direkte aandele beleggings benaderings lig uit dat 'n eenvoudige direkte aandele belegging strategie op 'n risiko-aangepaste basis oor die vyf jaar periode ondersoek, uitpresteer het.

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Wu, Yi-Tsung. "Essays on international investment holdings and risk sharing." Diss., Online access via UMI:, 2007.

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Wolfram, Raphael. "Commercial real estate price risk A risk management approach using capital markets /." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01666379002/$FILE/01666379002.pdf.

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Mills, Bradley. "Portfolio diversification utilising rolling economic drawdown constraints and risk factor analysis." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29201.

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This study investigates a new asset allocation technique termed Factor Adjusted Rolling Economic Drawdown (FAREDD), whereby resources are allocated to different assets by way of integrating Principle Component Analysis (PCA) with existing Rolling Economic Drawdown Methods (REDD). The primary purpose of this model is to create a portfolio with low drawdown levels, that can withstand turbulent market periods thus protecting portfolio value through providing stronger diversification benefits while still seeking to maximise risk adjusted and overall return. This will have strong implications for investors as it could provide an additional method and tool to be considered during the asset allocation decision stage if they have a strong drawdown aversion. The concept of FAREDD is developed in this study within a South African context and compares this method with several traditional allocation methods including mean-variance optimised models, risk parity as well as traditional rolling economic drawdown models. So far, at the point of writing this study, the author has been unable to find any previous studies documenting this type of application of PCA to REDD. In addition to this, all previous studies that has investigated rolling economic drawdown has been conducted exclusively on the United States of America. The literature finds that REDD provides a viable and superior alternative to traditional asset allocation in the long run. Thus, as part of this study, a second objective is to investigate whether REDD models provide sufficient protection and superior returns in a developing economy with a significantly lower number of available liquid assets and higher volatility due to increased political, economic and business risk, when compared to alternative more traditional allocation techniques. The key findings of this study are that the FAREDD model does outperform the traditional REDD model that it is compared to for the period and it also meets the objective of providing low drawdowns and volatility while achieving strong risk-adjusted returns. However, the model does not provide the strongest drawdown protection of all portfolios tested. The FAREDD model is surpassed by the minimum-variance portfolio in this regard but from a risk adjusted basis and an overall return perspective it far outperforms the minimum-variance portfolio. Therefore, the performance of the FAREDD model is mixed and its optimality would need to be assessed relative to an investor’s risk appetite and risk-return trade-off. In addition to this, the paper finds that the performance of traditional REDD models in the South African context are mixed when compared to traditional asset allocation techniques thereby indicating that REDD models may not be superior in the South African market place at all times. However, they can provide relevant and potential asset allocation alternatives for mangers to consider.

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Books on the topic "Investment and Risk Management"

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Chong, Yen Yee. Investment Risk Management. Oxford, UK: John Wiley & Sons Ltd, 2004. http://dx.doi.org/10.1002/9781118673324.

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Sébastien, Lleo, ed. Risk-sensitive investment management. New Jersey: World Scientific, 2015.

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Lawrence, Kuhn Robert, ed. Investing and risk management. Homewood, Ill: Dow-Jones Irwin, 1990.

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Peterson, Steven P., ed. Investment Theory and Risk Management. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119205197.

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author, Krishna Reddy B., and Ramakrishna Reddy, G. (Gaddam), 1957- author, eds. Investment behaviour and risk management. New Delhi, India: Global Research Publications, 2009.

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Financial risk management: FRM part II : risk management and investment management. 3rd ed. Boston: Pearson, 2014.

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Cowell, Frances. Risk-Based Investment Management in Practice. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137346407.

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Bolton, Patrick. Market timing, investment, and risk management. Cambridge, MA: National Bureau of Economic Research, 2011.

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Peterson, Steven P. Investment theory and risk management + website. Hoboken, N.J: Wiley, 2012.

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1956-, Gregoriou Greg N., ed. Advances in risk management. Houndmills, Basingstoke, Hampshire: Palgrave Macmillan, 2007.

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Book chapters on the topic "Investment and Risk Management"

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Koedijk, Kees, and Alfred Slager. "Risk Management." In Investment Beliefs, 93–102. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230307575_10.

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Davis, Steven I. "Risk Management." In Investment Banking, 81–92. London: Palgrave Macmillan UK, 2003. http://dx.doi.org/10.1057/9780230001114_7.

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Cowell, Frances. "Risk Management." In Risk-Based Investment Management in Practice, 47–64. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137346407_4.

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Oshikoya, Temitope W., and Kehinde Durosinmi-Etti. "Risk management." In Frontier Capital Markets and Investment Banking, 80–90. 1 Edition. | New York : Routledge, 2019. | Series: Banking, money and international finance: Routledge, 2019. http://dx.doi.org/10.4324/9780429200519-5.

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Bond, Shaun, and Simon Stevenson. "Risk management." In Routledge Companion to Real Estate Investment, 286–99. Abingdon, Oxon ; New York, NY : Routledge, 2018.: Routledge, 2018. http://dx.doi.org/10.1201/9781315775579-15.

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Cowell, Frances. "Investment Management Theory." In Risk-Based Investment Management in Practice, 32–44. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137346407_3.

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Iannotta, Professor Giuliano. "Risk Management in Mergers and Acquisitions." In Investment Banking, 141–53. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-93765-4_8.

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Clare, Andrew, and Chris Wagstaff. "Risk and Risk Management: Trustees as Risk Managers." In The Trustee Guide to Investment, 175–209. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230361874_9.

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Cowell, Frances. "Derivatives Risk Management." In Risk-Based Investment Management in Practice, 113–24. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137346407_7.

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Roshani, Puja, Divya Bansal, Shivani Agarwal, and Abhay Bhardwaj. "Investments & alternate investment options in India." In Analytics in Finance and Risk Management, 292–99. New York: CRC Press, 2023. http://dx.doi.org/10.1201/9780367854690-14.

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Conference papers on the topic "Investment and Risk Management"

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Qiu, Xiaobin, and Wenxing Wu. "Investment Risk Management of Enterprise." In 2011 International Conference on Management and Service Science (MASS 2011). IEEE, 2011. http://dx.doi.org/10.1109/icmss.2011.5998666.

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Shaislamova, Nargiza. "Features of Investment Risk Analysis and Assessment." In 22nd International Scientific Conference. “Economic Science for Rural Development 2021”. Latvia University of Life Sciences and Technologies. Faculty of Economics and Social Development, 2021. http://dx.doi.org/10.22616/esrd.2021.55.046.

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The article examines the essence of the analysis and assessment of the risks of investment projects in the innovative development of the country's economy. One of the most important tasks for investors in the context of the coronavirus crisis is the analysis, assessment and effective management of risks that can affect investment projects before investing. And also, the investor must identify the factors that negatively affect the project and develop measures to reduce their negative impact. Based on the above, it can be said that improving the risk management methodology and evaluating investment projects based on modern and best practices has become one of the urgent tasks. In this article, the author explains the essence of risk management and presents the main stages of risk management developed by foreign and domestic economists, and also expresses her own opinion about the stages of risk management of investment projects in the form of a scheme. The article also presents the content of the methods of risk analysis that are frequently used in practice. In particular, the author shows the essence of methods for assessing investment risks, such as Break-even point, the sensitivity analysis of the project, the method of Scenarios, the method for assessing the sustainability of the project, Expert evaluation method, Analogy method, and others. We can identify two aims of research: 1) to study the stages of investment risk management, developed by foreign and domestic scientists, and, on their basis, to propose the stages of risk management, developed by the author; 2) to study various methods of risk assessment, which are a key part of investment risk management, and develop proposals for their application in Uzbekistan. To achieve the objectives of the study, the following tasks were identified:  explain the content of the economic categories “risk” and “investment risk”;  explain the content of investment risk management;  study of the process (stages) of investment risk management, developed by foreign and domestic economists;  development by the author of the stages of the investment risk management process;  study and outline methods for assessing the risks of investment projects;  development of recommendations on the application of risk assessment methods in Uzbekistan. Subject of research: methods for assessing the risks of investment projects. Information sources for writing the research was books and articles by foreign and domestic economists.

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Sheng, Linhui. "Investment Risk Management and a Case Study." In 2017 International Conference on Sports, Arts, Education and Management Engineering (SAEME 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/saeme-17.2017.64.

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Luta (Manolescu), Daniela Alice, Adrian Ioana, Daniela Tufeanu, Daniela Ionela Juganaru, and Bianca Cezarina Ene. "FINANCIAL MANAGEMENT ELEMENTS SPECIFIC TO INVESTMENTS APPLICABLE IN EDUCATIONAL SYSTEMS." In Sixth International Scientific-Business Conference LIMEN Leadership, Innovation, Management and Economics: Integrated Politics of Research. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/limen.2020.337.

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Our starting point is the definition and classification of investments, both financial and accounting. Thus, in a financial sense, an investment represents the change of an existing and available amount of money, with the hope of obtaining a higher but probable income in the future. In the accounting sense, an investment is the allocation of an amount available for the purchase of an asset, which will determine the future financial flows of income and expenses. Investments can be classified into two categories: domestic investments - consist of the allocation of capital for the purchase of machines, equipment, constructions, licenses, patents, etc. Their purpose can be to reduce costs, increase production, improve quality, increase market share, etc.; foreign investments - consist of capital investments in shares in other companies. They are also called financial investments and aim to increase the value of the company and diversify sources of income. We also analyze in this article the investment decision. The investment decision is the most important financial decision which a manager has to make. An investment usually involves allocating large sums of money in the long run, with a relatively high degree of risk. We also present and analyze both the stages of establishing an investment decision and the methods of evaluating an investment project. The article also presents management elements regarding the investment recovery term; discounted net value method, investment risk assessment.

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Aihua, Wu, and Liu Xinhua. "Investment Decision for Bohai Strait Cross-Sea Channel Investment Based on Fuzzy Risk Analysis." In 2010 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2010. http://dx.doi.org/10.1109/iciii.2010.58.

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Liu, Min, and Felix F. Wu. "Notice of Retraction: Risk Management in Generation Investment." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5303715.

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Zemskov, V. V., and E. A. Timofeev. "Risk Management System in Investment Platform Operator’s Work." In III International Scientific and Practical Conference "Digital Economy and Finances" (ISPC-DEF 2020). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200423.025.

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Gorelik, Victor, and Tatiana Zolotova. "Risk Management in Stochastic Problems of Stock Investment." In 2020 13th International Conference Management of large-scale system development (MLSD). IEEE, 2020. http://dx.doi.org/10.1109/mlsd49919.2020.9247801.

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Hongkai, Liu, and Yu Yingjie. "Analysis about Risk Evaluation Based on Venture Investment Projects." In 2010 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2010. http://dx.doi.org/10.1109/iciii.2010.444.

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"Risk Analysis of China's Foreign Direct Investment." In 2019 Annual Conference of the Society for Management and Economics. The Academy of Engineering and Education (AEE), 2019. http://dx.doi.org/10.35532/jsss.v4.003.

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Reports on the topic "Investment and Risk Management"

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Bolton, Patrick, Hui Chen, and Neng Wang. Market Timing, Investment, and Risk Management. Cambridge, MA: National Bureau of Economic Research, February 2011. http://dx.doi.org/10.3386/w16808.

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Froot, Kenneth, David Scharfstein, and Jeremy Stein. Risk Management: Coordinating Corporate Investment and Financing Policies. Cambridge, MA: National Bureau of Economic Research, May 1992. http://dx.doi.org/10.3386/w4084.

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Rauh, Joshua. Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans. Cambridge, MA: National Bureau of Economic Research, July 2007. http://dx.doi.org/10.3386/w13240.

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Schneider, Thomas, Philip Strahan, and Jun Yang. Bank Stress Testing, Human Capital Investment and Risk Management. Cambridge, MA: National Bureau of Economic Research, January 2023. http://dx.doi.org/10.3386/w30867.

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Bolton, Patrick, Hui Chen, and Neng Wang. A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management. Cambridge, MA: National Bureau of Economic Research, April 2009. http://dx.doi.org/10.3386/w14845.

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Ketterer, Juan Antonio, and Agustina Calatayud. Integrated Value Chain Risk Management. Inter-American Development Bank, January 2016. http://dx.doi.org/10.18235/0010631.

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A widespread view in the private sector is that the lack of access to finance significantly limits the entry into and the performance of value chains. Access to finance is expensive, scarce, and short term in countries in Latin America and the Caribbean, and it hampers firms' investment and the financial management required to gain entry and remain as participants in a value chain. The lack of access to finance is a consequence of a series of market failures that form the basis for public policy intervention. The region's development banks and specialized agencies have thus designed programs to ease access to value chains and improve their performance. This paper suggests that the public sector could have a more effective role in enhancing value chain access and performance by embracing an integrated risk management approach to value chains. This approach will assist thepublic sector identify the various threats to which value chains are exposed, estimate the probability of occurrence and severity of such risks, and ensure risk prevention and mitigation through the use of a cost-effective combination of financial and nonfinancial instruments.

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Osti, Rabindra. Embedding Community-Based Flood Risk Management in Investment: A Part-to-Whole Approach. Asian Development Bank, December 2017. http://dx.doi.org/10.22617/wps179186-2.

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Monasterolo, Irene, and Ulrich Volz. Addressing climate-related financial risks and overcoming barriers to scaling-up sustainable investment. Vienna University of Economics and Business, December 2020. http://dx.doi.org/10.55317/casc007.

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Climate change represents a material risk for individual financial institutions and systemic financial stability. Moreover, there is increasing awareness that finance plays a crucial role in achieving the global climate targets. However, to date, climate risks are not sufficiently accounted for, hindering sustainable investments. To align finance with sustainability and safeguard macro-financial stability, it is crucial to adequately assess forward-looking climate risks for lending and investment decisions. The Group of Twenty should support efforts by central banks, financial supervisors, international financial organizations, and the financial sector to integrate climate and sustainability factors into risk management and advance the mainstreaming of sustainable finance.

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Alves, Denisard, Paula C. Pereda, and Raquel Nadal. Agriculture and Adaptation to Climate Change: The Role of Insurance and Technology Dissemination in Brazilian Risk Management. Inter-American Development Bank, June 2015. http://dx.doi.org/10.18235/0009255.

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This study examines potential policy instruments for agricultural climate change adaptation based on empirical analysis of a theoretical model for Brazil. Risk management approaches, such as agricultural insurance and research and development investments in technological change, particularly call for analysis. The results for a weather index effect on loss of profits and amount of insurance indicate that it is important to insure against droughts and against temperature extremes. In addition, extensive research and development investment is found to be necessary to mitigate the effects of climate change on almost all agricultural sectors, particularly soy, cattle, maize and milk production.

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Hoagland-Grey, Hilary. Climate Change Risk Management Options for the Tourism Sector. Inter-American Development Bank, May 2015. http://dx.doi.org/10.18235/0005995.

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The Latin America and Caribbean (LAC) region has a long history of coping with natural hazards such as hurricanes, floods, and coastal storm surges. However, climate change is expected to exacerbate the threat of natural hazards and pose new ones. As a result of climate change, average temperatures and sea levels are known to be rising, precipitation patterns might change, and hurricanes could intensify. Many of these changes are already occurring, and are projected to become more severe in the future. The Inter-American Development Bank (IDB) supports a wide-range of projects in the LAC region. Climate change-related risks could adversely affect the financial, economic, environmental, and social performance of current and future IDB investments in the region. This factsheet identifies climate change risks and risk management options that can be incorporated into IDB-investments for the tourism sector.

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