Log in

Relevant bibliographies by topics / Risk / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Risk.

Dissertations / Theses on the topic 'Risk'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Risk.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Svindland, Gregor. "Convex Risk Measures Beyond Bounded Risks." Diss., lmu, 2009. http://nbn-resolving.de/urn:nbn:de:bvb:19-97156.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Krewski, D. "Risk and risk management." Thesis, University of Ottawa (Canada), 1988. http://hdl.handle.net/10393/5272.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Yang, Fan. "Asymptotics for Risk Measures of Extreme Risks." Diss., University of Iowa, 2013. https://ir.uiowa.edu/etd/4928.

Full text

Abstract:

This thesis focuses on measuring extreme risks in insurance business. We mainly use extreme value theory to develop asymptotics for risk measures. We also study the characterization of upper comonotonicity for multiple extreme risks. Firstly, we conduct asymptotics for the Haezendonck--Goovaerts (HG) risk measure of extreme risks at high confidence levels, which serves as an alternative way to statistical simulations. We split the study of this problem into two steps. In the first step, we concentrate on the HG risk measure with a pow

APA, Harvard, Vancouver, ISO, and other styles

4

Qazi, Abroon. "Supply chain risk management : exploring an integrated process for managing interdependent risks and risk mitigation strategies." Thesis, University of Strathclyde, 2017. http://digitool.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=27944.

Full text

Abstract:

The goal of this research is to investigate interdependency modelling of supply chain risks, and to develop and empirically evaluate a supply chain risk management process that not only integrates all stages of the process but also captures interdependencies between risks and risk mitigation strategies. The proposed process is tailored to the risk management needs of both conventional and project driven supply chains. Project driven supply chains necessitate experimenting untested (unique) strategies depending on the level of project complexity whereas in the case of conventional supply chains

APA, Harvard, Vancouver, ISO, and other styles

5

Lindström, Anders, Victor Lopez, and Daniel Sivertsson. "Risky Business : En studie i avkastning och risk." Thesis, Örebro University, Department of Business, Economics, Statistics and Informatics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-1015.

Full text

Abstract:

<p>Sammanfattning</p><p>Denna uppsats undersöker möjligheterna att bedöma en akties framtida risk och avkastning med hjälp av nyckeltalen soliditet och marknadstillväxt. För att göra detta undersöks företag noterade på Stockholmsbörsen under perioden 2004-12-31 till 2006-06-30. Analysen görs med hjälp av linjär regression och visar att nyckeltalen inte har något signifikant samband med risk och avkastning med reservation för ett lågt men signifikant samband mellan marknadstillväxt och beta på 5%-nivå.</p><br><p>Abstract</p><p>This essay sets out to explore the possibilities of determining the

APA, Harvard, Vancouver, ISO, and other styles

6

Wolf, Elke. "IS risks and operational risk management in banks /." Lohmar : Eul, 2005. http://www.gbv.de/dms/zbw/480662231.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Tang, Zhaofeng. "Quantitative risk management under systematic and systemic risks." Diss., University of Iowa, 2019. https://ir.uiowa.edu/etd/7035.

Full text

Abstract:

The contemporary risk management practice emphasizes the interplay of multilevel risks, of which the systematic and systemic risks are considered the main culprits of catastrophic losses. With this in mind, this thesis investigates three important topics in quantitative risk management, in which the systematic and systemic risks play a devastating role. First of all, we center on the design of reinsurance policies that accommodate the joint interests of the insurer and reinsurer by drawing upon the celebrated notion of Pareto optimality in the context of a distortion-risk-measure-based model.

APA, Harvard, Vancouver, ISO, and other styles

8

Hager, Peter. "Corporate Risk Management : Cash Flow at Risk und Value at Risk /." Frankfurt am Main : Bankakademie-Verl, 2004. http://www.gbv.de/dms/zbw/378196367.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Wang, Andrew J. "Risk allocation for temporal risk assessment." Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/85516.

Full text

Abstract:

Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2013.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 63-64).<br>Temporal uncertainty arises when performing any activity in the natural world. When activities are composed into temporal plans, then, there is a risk of not meeting the plan requirements. Currently, we do not have quantitatively precise methods for assessing temporal risk of a plan. Existing methods that deal with temporal uncertainty either forgo probabilistic models or try to

APA, Harvard, Vancouver, ISO, and other styles

10

Blomqvist, T. (Teemu). "Low risk investing and risk parity." Master's thesis, University of Oulu, 2017. http://urn.fi/URN:NBN:fi:oulu-201701121066.

Full text

Abstract:

This thesis finds evidence of the outperformance of the risk parity (RP) strategies in comparison to the traditional equal-weighted portfolios. The empirical study focuses on backtesting the portfolio strategies by using two datasets, a long sample and a broad sample. The long sample data consists of U.S. common stocks listed in NYSE, AMEX and NASDAQ as well as U.S. government bonds over January 1929 to December 2015. The broad sample consists of global multi-asset index data including stocks, bonds, credit, commodities, real estate and hedge funds over January 2002 to December 2015. Risk par

APA, Harvard, Vancouver, ISO, and other styles

11

Turac, Jannis. "Risks with construction project risk management : An insight into how professionals within the construction industry manage risk." Thesis, KTH, Ledning och organisering i byggande och förvaltning, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-277014.

Full text

Abstract:

In one of the largest and most important industries in Sweden, the construction industry, the success of the projects can be closely related to how uncertainties of outcomes or risk are managed. For a construction project to be successful, different individuals and organizations need to provide their knowledge and experience to fulfill the project scope. Risk is something that, if properly managed, will make the project achieve and perhaps surpass these goals and if not, make the project underperform. There exist frameworks for how risk should be managed and also theories for how past experien

APA, Harvard, Vancouver, ISO, and other styles

12

Abdullah, Hanifa. "A risk analysis and risk management methodology for mitigating wireless local area networks (WLANs) intrusion security risks." Diss., Pretoria : [s.n.], 2006. http://upetd.up.ac.za/thesis/available/etd-10122006-155850.

Full text

APA, Harvard, Vancouver, ISO, and other styles

13

Christensen, Morten, and Daniel Tågmark. "Banking risks and the risk of banking : A quantitative study on risk for banks using key indicators." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-30420.

Full text

Abstract:

The financial sector plays a key role in each country economic system. Banks tend to have the biggest influence in this sector and play a major role in a country's economic development and wealth. In this case Banks are different to other large companies, and nowadays we can even see that banking is getting more and more globalized and even universal. But even banks suffer decline and times of lack in prosperity. This is often shown in financial crisis where banks tend to hurt more than other large companies, such as the financial crisis in 2007-2009. There are models and key indicators that c

APA, Harvard, Vancouver, ISO, and other styles

14

Ma, Shichao, and 马世超. "Stakeholder risk attitudes in safety risk management : exploring the relationship between risk attitude and safety risk management performance." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2015. http://hdl.handle.net/10722/210183.

Full text

Abstract:

A construction project requires a multitude of people with different skills and interests and the coordination of a wide range of disparate, yet interrelated, activities. Such complexity is further compounded by the unique characteristics of a project and many other external uncertainties. As a result, construction is subject to more risk than other business activities. In a risky situation, individuals or organizations perceive the situation in their own ways and behave differently to meet their own interests. Many researchers have asserted that divergent risk attitudes are sources of mismatc

APA, Harvard, Vancouver, ISO, and other styles

15

Jeffers, Akele. "Perceived Risk for HIV among High Risk Individuals: A Comparison of Adolescents and Adults." Digital Archive @ GSU, 2012. http://digitalarchive.gsu.edu/iph_theses/230.

Full text

Abstract:

The United States continues to be affected by the HIV/AIDS epidemic, and now public health is faced with new challenges in mitigating the spread of the disease. African-Americans are disproportionately affected by HIV and a further understanding about the factors that influence high risk sexual behaviors needs to be continuously examined. The aim of this study was to understand and compare the the perception of HIV risk and factors associated with risk perception in high risk adult and adolescent groups. After multivariate analysis, having multiple partners was the only predictor of an increas

APA, Harvard, Vancouver, ISO, and other styles

16

Černák, Peter. "Risk Management." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-76579.

Full text

Abstract:

The Master's Thesis deals with the topic of risk management in a non-financial company. The goal of this Thesis is to create a framework for review of risk management process and to practically apply it in a case study. Objectives of the theoretical parts are: stating the reasons for risk management in non-financial companies, addressing the main parts of risk management and providing guidance for review of risk management process. A special attention is paid to financial risks. The practical part applies the framework created in the theoretical part on a case study -- review/gap analysis of r

APA, Harvard, Vancouver, ISO, and other styles

17

Viklund, Mattias. "Risk policy : trust, risk perception, and attitudes." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 2002. http://www.hhs.se/efi/summary/604.htm.

Full text

APA, Harvard, Vancouver, ISO, and other styles

18

Purewsuren, Zazral. "Sovereign risk and structural credit risk models." Thesis, University of Sheffield, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.577690.

Full text

Abstract:

This thesis is an analysis of sovereign default using option pricing models. The first part of the thesis applies the structural credit risk models of Gapen, Gray, Lim and Xiao, (GGLX) and Karmann and Maltritz (KM) to 25 countries accounting for about 75% of global GDP. The GGLX model underestimates sovereign spread and hence the probability of default. This confirms one of the main criticisms of structural credit risk models when applied to corporate default. By contrast, the estimates produced by the KM are far too high; the estimated probability of default is almost one in some cases. The s

APA, Harvard, Vancouver, ISO, and other styles

19

Liu, Yi. "Essays on systemic risk and risk spillovers." Thesis, University of Birmingham, 2017. http://etheses.bham.ac.uk//id/eprint/7313/.

Full text

Abstract:

This thesis studies the implications of risk spillover effects in the systemic risk regarding the financial institutions and the financial system. We study the risk spillovers from sovereign CDS market to financial CDS market and the systemic risk contributions of sovereign countries. We then extend the previous study to investigate the dynamics of sovereign risk spillovers to the sovereign bond market, sovereign CDS market, and the national banking sectors, and we examine the interdependence of these markets. Lastly, we study the implications of network interconnectedness of the financial ins

APA, Harvard, Vancouver, ISO, and other styles

20

Nilsson, Joachim, and Gabriel Adéla. "Reducering utav enkät : Risk mot icke-risk." Thesis, Linköpings universitet, Statistik och maskininlärning, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-179203.

Full text

Abstract:

I denna rapport kommer det jämföras tre modeller inom tre olika metoder som är “Klassisk test teori”, “Itemrespons theory” och “Forward selection” för att undersöka ifall det är möjligt att minska antalet frågor ner tillcirka fyra frågor och ändå kunna prediktera de utfall som erhåller ingen risk i en enkät om spelproblematik medgod säkerhet. För varje metod så kommer det presenteras en modell med två frågor, en modell med fyra frågoroch slutligen en modell med sex frågor samt dess precision på hur väl de kan prediktera de med ingen riskkorrekt. Samtlig modellframtagning använder sig utav en t

APA, Harvard, Vancouver, ISO, and other styles

21

Mulhern, Brian G. "Risky business: risk tolerance in U.S. Army Special Forces." Thesis, Monterey, California: Naval Postgraduate School, 2014. http://hdl.handle.net/10945/42694.

Full text

Abstract:

Approved for public release; distribution is unlimited<br>This research looks at the issue of risk tolerance, and analyzes its role in U.S. Army Special Forces (SF). More specifically, it assesses the degree to which senior members of an organization allow junior members to make autonomous decisions, and argues that the unconventional warfare (UW) mission and nature of SF call for a higher degree of risk tolerance than is seen in conventional forces. A longitudinal case study of the conflict in Afghanistan shows that in 2001 SF had a long leash to allow for autonomy and flexibility, which was

APA, Harvard, Vancouver, ISO, and other styles

22

Simpson, S. H. ""Anything's risky" : a theoretical examination of adolescent risk decisions." Thesis, Queen's University Belfast, 2014. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.676737.

Full text

Abstract:

This thesis examines how young people define and use risk in their everyday lives. A constructivist methodology was adopted and eleven focus group discussions were conducted in Belfast, Northern Ireland. Focus groups were utilised to capture the 'group effect. and how it relates to the construction of risk. The research allowed young people to nominate and define the risks discussed in the research allowing for both positive and negative risks to emerge. Ultimately, the goal of this research was to capture young people's decision making processes whether to participate in risk activities or no

APA, Harvard, Vancouver, ISO, and other styles

23

Nelson, Laura Kathleen. "Risky business: social media metrics and political risk analysis." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/13626.

Full text

Abstract:

Submitted by Laura Nelson (nelson.lkn@gmail.com) on 2015-04-13T21:22:34Z No. of bitstreams: 1 L Nelson - MPGI Thesis 2015.pdf: 3337611 bytes, checksum: 0d2c94b96220464f0b91982c3a7f727d (MD5)<br>Approved for entry into archive by Luana Rodrigues (luana.rodrigues@fgv.br) on 2015-04-14T12:04:24Z (GMT) No. of bitstreams: 1 L Nelson - MPGI Thesis 2015.pdf: 3337611 bytes, checksum: 0d2c94b96220464f0b91982c3a7f727d (MD5)<br>Made available in DSpace on 2015-04-14T12:19:03Z (GMT). No. of bitstreams: 1 L Nelson - MPGI Thesis 2015.pdf: 3337611 bytes, checksum: 0d2c94b96220464f0b91982c3a7f727d (MD5)

APA, Harvard, Vancouver, ISO, and other styles

24

Ndiaye, Elisa. "Quantifying the impact of climate risks on credit risk." Electronic Thesis or Diss., Institut polytechnique de Paris, 2025. http://www.theses.fr/2025IPPAX036.

Full text

Abstract:

Les tests de résistance sont des exercices prospectifs d'évaluation des risques visant à évaluer la robustesse des institutions financières face à des scénarios macroéconomiques adverses mais plausibles. Ces tests, réalisés régulièrement sur la base du volontariat ou exigés par les régulateurs financiers, permettent de calculer des métriques de risques financiers en fonction des scénarios fournis. Parmi eux, les tests de résistance au risque de crédit se concentrent sur l'estimation des probabilités de défaut (PD) des contreparties dans le portefeuille de credit d'une banque. Cependant, l'inté

APA, Harvard, Vancouver, ISO, and other styles

25

Gallagher, Elisabeth. "Studies in risk analysis, with an emphasis on risk assessment and risk communication." Thesis, Royal Veterinary College (University of London), 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.419975.

Full text

APA, Harvard, Vancouver, ISO, and other styles

26

Etheridge, B. "The effect of income risk, asset risk and policy risk on household behaviour." Thesis, University College London (University of London), 2012. http://discovery.ucl.ac.uk/1354484/.

Full text

Abstract:

This thesis quantitatively examines the types of risk that households face, how they prepare for these risks, and the effect of these risks on inequality. The first substantive chapter reviews the evolution of inequality over 1978 to 2005 in the UK along several dimensions and serves as an introduction to subsequent chapters. Following the inequality surge in the 1980s, inequality generally rose more slowly in the 1990s on most measures. The second chapter seeks to explain a puzzling episode in the evolution of inequality in the late 1990s: consumption inequality rose while income inequality f

APA, Harvard, Vancouver, ISO, and other styles

27

Brink, Charlotte H. "Measuring political risk as risks to foreign investment : a computer-assisted model for analysing and managing political risk." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/52929.

Full text

Abstract:

Thesis (PhD)--University of Stellenbosch, 2002.<br>ENGLISH ABSTRACT: As the title suggests, the major challenge that this study faces is to set out and design a model for analysing and enabling the management of political risk as investment risk - a model that is both sensitive to and reflective of the comprehensive business and investment climate in a country, not only credit or country risk, or only pure political risk in its narrowest definition. In reading about past and more recent research in the field of political risk analysis, it becomes clear that many authors begin by noting t

APA, Harvard, Vancouver, ISO, and other styles

28

Hughes, Laura Elizabeth. "The Influence of Multiple Risk Factors on WMSD Risk and Evaluation of Measurement Methods Used to Assess Risks." Diss., Virginia Tech, 2007. http://hdl.handle.net/10919/27015.

Full text

Abstract:

Despite high prevalence rates of work-related musculoskeletal disorders (WMSDs), the causes and pathways of WMSD development are not fully understood. Multiple factors (physical, psychosocial, and individual) have been associated with WMSD development, but causal inferences are not available due to lack of experimental designs. Because the responses, validity, and reliability of measured outcomes under multiple-exposure environments are not known, the current work analyzed the effects of multiple WMSD risk factors on several measurement methods. Forty-eight participants completed four trials

APA, Harvard, Vancouver, ISO, and other styles

29

Omidvar, Ali. "Classification of risk mitigation strategies in construction projects." Thesis, University of British Columbia, 2008. http://hdl.handle.net/2429/2704.

Full text

Abstract:

This thesis proposes a classification system of risk mitigation strategies based on literature search and industry interviews. Following that, a list of generic properties was generated to describe individual strategies. In parallel, populating the properties of a large number of identified strategies was attempted. The practical implications are discussed mainly focusing on knowledge management for risk mitigation strategies.

APA, Harvard, Vancouver, ISO, and other styles

30

Gottlieb, Katherine A. "Assessing Risk in Adolescent Offenders: A Comparison of Risk Profiles versus Summed Risk Factors." ScholarWorks@UNO, 2013. http://scholarworks.uno.edu/td/1739.

Full text

Abstract:

Research supports interventions for high-risk juvenile offenders to reduce recidivism. Methods for assessing delinquent risk vary, however. Aggregate risk scores (i.e. number of risk factors) and specific risk profiles (i.e. types of risk factors) are both empirically supported techniques. This study compared aggregate scores versus profiles for predicting measures of criminal severity among detained adolescents (n=292). Twenty-four risk factors from the Structured Assessment of Violence Risk in Youth (SAVRY) were summed to calculate aggregate scores. Using latent class analysis (LCA), profile

APA, Harvard, Vancouver, ISO, and other styles

31

Boscolo, Chio Michele <1995&gt. "The assessment of credit risk in international trade: country risk and enterprise specific risk." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/16864.

Full text

Abstract:

International Trade and export are fundamental activities for companies that want to compete in a globalised market. This descriptive-analytical study has the goal to define the risks that companies must consider operating beyond the domestic boundary. The main risk analysed in this thesis is the credit risk, that in international trade transactions must be seen as a binomial composed of the specific risk of the buyer enterprise and the risk of the country the buyer enterprise is located in. This thesis is divided into two parts. The first part is intended to introduce the definition and the l

APA, Harvard, Vancouver, ISO, and other styles

32

Haugen, Petter. "Financial Risk, Risk Appetite and the Macroeconomic Environment." Thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2006. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9472.

Full text

Abstract:

<p>This thesis seeks to establish a methodology to reveal whether the risk appetite held by investors is dependent on the macroeconomic environment and, if present, to quantify this dependency. To do so a generic model is built and a case study is carried out with data from DnBNOR. The available data consists of the daily profit and losses together with the number and volume of transactions made in a currency portfolio owned by DnBNOR and some selected timeseries on exchange rates, all against NOK. Also, timeseries on the gross national product and consumer price index are collected from Stat

APA, Harvard, Vancouver, ISO, and other styles

33

Hermansson, Hélène. "Rights at Risk : Ethical Issues in Risk Management." Doctoral thesis, KTH, Filosofi och teknikhistoria, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-4570.

Full text

Abstract:

he subject of this thesis is ethical aspects of decision-making concerning social risks. It is argued that a model for risk management must acknowledge several ethical aspects and, most crucial among these, the individual’s right not to be unfairly exposed to risks. Article I takes as its starting point the demand frequently expressed in the risk literature for consistent risk management. It is maintained that a model focusing on cost-benefit analysis does not respect the rights of the individual. Two alternative models are outlined. They evolve around the separateness of individuals, rights,

APA, Harvard, Vancouver, ISO, and other styles

34

Fromm, Jana. "Risk denial and neglect : studies in risk perception." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics (EFI), 2005. http://www.hhs.se/efi/summary/689.htm.

Full text

APA, Harvard, Vancouver, ISO, and other styles

35

Roberts, Briar Falee. "Risk taking and risk perception in young adults /." Title page, table of contents and abstract only, 2004. http://web4.library.adelaide.edu.au/theses/09ARPS/09arpsr6432.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

36

Hermansson, Hélène. "Rights at risk : ethical issues in risk management /." Stockholm : Filosofi och teknikhistoria, Kungliga Tekniska högskolan, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-4570.

Full text

APA, Harvard, Vancouver, ISO, and other styles

37

De, La Huerta Nunez Celeste Ximena. "Risk vulnerability : risk sharing in Mexican rural households." Thesis, University of East Anglia, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.588740.

Full text

Abstract:

Despite being a middle income economy, Mexico typifies the situation of many low-income countries for the nearly 23 million rural Mexicans living in poverty. Rural households in Mexico live in settings characterized by multiple risks which threaten their livelihoods and impact negatively on their welfare. However, they have not responded passively to the deteriorating situation in the countryside and have developed strategies to cope with hardship. The purpose of this research is to investigate the interconnections between this risky environment, the realization of shocks and the risk manageme

APA, Harvard, Vancouver, ISO, and other styles

38

Meyrick, Jane. "Conceiving risk : adolescent contraceptive risk taking and prevention." Thesis, University of Westminster, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323006.

Full text

APA, Harvard, Vancouver, ISO, and other styles

39

Zhang, Yang (Stephen). "Counterparty credit risk, funding risk and central clearing." Thesis, Imperial College London, 2015. http://hdl.handle.net/10044/1/61334.

Full text

Abstract:

In this thesis we have a review of the critical issues of CVA/DVA/FVA pricing framework, provide detailed economic interpretations of these xVA terms and present empirical studies on DVA hedging practice in the marketplace and a new approach to hedge DVAs. The economic drivers and implications of central clearing and initial margins on derivatives are addressed as well.

APA, Harvard, Vancouver, ISO, and other styles

40

Fang, Ding. "Survival risk and liquidity risk involving hedge fund." Thesis, University of Strathclyde, 2018. http://digitool.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=29512.

Full text

Abstract:

The purpose of this thesis is to examine the predictability of hedge fund performance by using survival risk and liquidity risk analyses. Institutional investors are interested in long-run investments in the hedge fund industry and the high liquidation rate in the hedge fund industry brings significant risk to their investors. This research not only estimates the relationship between hedge fund characteristics and failure risk, but also examines the relationship between hedge fund survival risk, liquidity risk and their relative performance. This thesis is relevant to both researchers and prac

APA, Harvard, Vancouver, ISO, and other styles

41

Penha, Ricardo Miguel do Brito. "Default risk : analysis of a credit risk model." Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/12902.

Full text

Abstract:

Mestrado em Ciências Actuariais<br>Uma parte considerável do negócio bancário inclui naturalmente o empréstimo de dinheiro. Inerentemente, o risco de não receber de volta o montante emprestado é assumido pela instituição bancária. Neste trabalho, o risco de incumprimento é estudado através da função de distribuição das perdas agregadas. Depois de feita a ponte entre as características de uma carteira de empréstimos de um banco e as características de uma carteira de apólices de seguros vida, os resultados da Teoria de Risco podem ser aplicados à carteira em estudo. O CreditRisk+, geralmente c

APA, Harvard, Vancouver, ISO, and other styles

42

Pieskä, J. (Jukka). "Risk factor based investing:case: MSCI risk factor indices." Master's thesis, University of Oulu, 2016. http://urn.fi/URN:NBN:fi:oulu-201601141032.

Full text

Abstract:

The aim of this thesis is to study risk factor based investing and test how well MSCI constructs their risk factor based indices. Risk factor based investing has gained a lot of media exposure in the recent years and “Smart Beta” products are becoming more popular. Blackrock estimated that there are more than 700 exchange traded products available and they have over $ 529 billion in assets under management. Risk factor investing aims to harvest the risk premia associated with factors like size, momentum and value. I tested whether MSCI is able to provide higher Sharpe ratios for higher risk e

APA, Harvard, Vancouver, ISO, and other styles

43

Novák, Martin. "Value at Risk models for Energy Risk Management." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-71889.

Full text

Abstract:

The main focus of this thesis lies on description of Risk Management in context of Energy Trading. The paper will predominantly discuss Value at Risk and its modifications as a main overall indicator of Energy Risk.

APA, Harvard, Vancouver, ISO, and other styles

44

Kong, Xianghe. "Three essays on variance risk and correlation risk." Thesis, Imperial College London, 2010. http://hdl.handle.net/10044/1/6090.

Full text

Abstract:

This thesis focuses on variance risk and correlation risk in the equity market, and consists of three essays. The first essay demonstrates that the variance risk, mea- sured as the difference between the realized return variance and its risk-neutral expectation, is an important determinant of the cross-sectional variation of hedge fund returns. Empirical evidence shows that funds with significantly higher loadings on variance risk outperform lower-loading funds on average. However, they incur severe losses during market downturns. Failure to account for variance risk results in overestimation

APA, Harvard, Vancouver, ISO, and other styles

45

Lundin, Filip, and Markus Wahlgren. "Capturing Tail Risk in a Risk Budgeting Model." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273414.

Full text

Abstract:

Risk budgeting, in contrast to conventional portfolio management strategies, is all about distributing the risk between holdings in a portfolio. The risk in risk budgeting is traditionally measured in terms of volatility and a Gaussian distribution is commonly utilized for modeling return data. In this thesis, these conventions are challenged by introducing different risk measures, focusing on tail risk, and other probability distributions for modeling returns. Two models for forming risk budgeting portfolios that acknowledge tail risk were chosen. Both these models were based on CVaR as a ris

APA, Harvard, Vancouver, ISO, and other styles

46

Abou-Reslan, Linda, and Sandra Pehrson. "Risk and Risk Management in Swedish fintech startups." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386467.

Full text

APA, Harvard, Vancouver, ISO, and other styles

47

Zhang, Lequn. "Extreme Risk Forecast for Quantitative Financial Risk Management." Thesis, Curtin University, 2022. http://hdl.handle.net/20.500.11937/89362.

Full text

Abstract:

Value at Risk (VaR) is one of the key risk measures for quantitative financial risk management. VaR measures extreme risk, which has a small probability but a significant consequence to financial institutions. This thesis develops methods based on an extended extreme value approach to improve the forecast skill of VaR. The proposed methods improve the forecasting accuracy, robustness, efficiency and outperform the existing methods in the literature.

APA, Harvard, Vancouver, ISO, and other styles

48

Laurene, Kimberly R. "Risky living a comparison of criminal risk-taking and risk perception in adolescent and young adult nonoffenders and offenders /." Bowling Green, Ohio : Bowling Green State University, 2010. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=bgsu1259786716.

Full text

APA, Harvard, Vancouver, ISO, and other styles

49

Saeed, Muhammad, and Mehmood Ziauddin. "A Structured Approach for Evaluating Risk Impacts in IT Projects." Thesis, Mälardalen University, School of Sustainable Development of Society and Technology, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-782.

Full text

Abstract:

<p>Date: 12-June-2008</p><p>Authors: Muhammad Saeed – 760721</p><p>Västerås – Sweden</p><p>Mehmood Ziauddin – 830730</p><p>Västerås – Sweden</p><p>Title: A Structured Approach for Evaluating Risk Impacts in IT Projects</p><p>Introduction: Risk is an integral part of any project and it’s more appropriate to say for IT because it is changing with a very fast pace. Different surveys, reports and researches show astonishing statistics about the risks in IT projects. Through proper risk assessment techniques most of the uncertainties can be reduced while initiating, implementing and improving IT pr

APA, Harvard, Vancouver, ISO, and other styles

50

Derrocks, Velda Charmaine. "Risk management." Thesis, Nelson Mandela Metropolitan University, 2010. http://hdl.handle.net/10948/1480.

Full text

Abstract:

The objective of the study is to establish a perspective of risk management by doing an assessment of current risk management practices, especially in the aftermath of the 2008/2009 global financial crisis. Risk management, as a component of corporate governance, was analysed by addressing the following: - The nature of value-creating assets in business; - The primary challenges for risk management over the next three years; - The changing approaches towards risk management; - The role of legislation and external stakeholders; - The role of risk management in strategic planning; - The cost of

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!