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Journal articles on the topic 'Value riskiness'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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1

Tvaronavičius, Vytautas. "Riskiness and Interdependencies of Business Value Variables." Business: Theory and Practice 8, no. (3) (2007): 166–75. https://doi.org/10.3846/btp.2007.24.

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In business value calculations usualy great attention is given to the so-called discounted cash flows method. Here business risk estimation takes into account only the discount rate. This is a very general assumption, in which theoretically all possible and probable risks should be reflected. In modeling business value dynamics that is not enough, because all business risks have individual and changeable probabilities. Business risks used in business valuation are without adequate estimation of probabilities. Trying to achieve increased business value should be based on reaserches, in which by

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Greenblatt, Jordana. "Bottom Value." Journal of Bodies, Sexualities, and Masculinities 5, no. 1 (2024): 14–34. http://dx.doi.org/10.3167/jbsm.2024.050103.

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Abstract Discourses of bottoming-related “risk” are paradoxical. Post-Bersani, queer theorists tend to simultaneously own and disavow bottomly risk, celebrating it as subjectivity-shattering, while “forgetting” its bottom-specificity, allowing tops to claim “risk” without experiencing it. This article explores the centrality (and forgetting) of bottoms to queer theorizations of subjective-shattering, in conversation with similarly contradictory mobilizations of bottomly risk as guarantor of responsible sexual behavior, specifically in the PrEP debates in public discourse, arguing that theoreti

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Chikobvu, Delson, and Thabani Ndlovu. "RiskMetrics method for estimating Value at Risk to compare the riskiness of BitCoin and Rand." Investment Management and Financial Innovations 20, no. 1 (2023): 207–17. http://dx.doi.org/10.21511/imfi.20(1).2023.18.

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In this study, the RiskMetrics method is used to estimate Value at Risk for two exchange rates: BitCoin/dollar and the South African Rand/dollar. Value at Risk is used to compare the riskiness of the two currencies. This is to help South Africans and investors understand the risk they are taking by converting their savings/investments to BitCoin instead of the South African currency, the Rand. The Maximum Likelihood Estimation method is used to estimate the parameters of the models. Seven statistical error distributions, namely Normal Distribution, skewed Normal Distribution, Student’s T-Distr

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Ndlovu, Thabani, and Delson Chikobvu. "Comparing riskiness of exchange rate volatility using the Value at Risk and Expected Shortfall methods." Investment Management and Financial Innovations 19, no. 2 (2022): 360–71. http://dx.doi.org/10.21511/imfi.19(2).2022.31.

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This paper uses theValue at Risk (VaR) and the Expected Shortfall (ES) to compare the riskiness of the two currency exchange rate volatility, namely BitCoin against the US dollar (BTC/USD) and the South African Rand against the US dollar (ZAR/USD). The risks calculated are tail-related measures, so the Extreme Value Theory is used to capture extreme risk more accurately. The Generalized Pareto distribution (GPD) is assumed under Extreme Value Theory (EVT). The family of Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models was used to model the volatility-clustering feature.

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Andert, Sabine, and Andrea Ziesemer. "Analysing Farmers’ Herbicide Use Pattern to Estimate the Magnitude and Field-Economic Value of Crop Diversification." Agriculture 12, no. 5 (2022): 677. http://dx.doi.org/10.3390/agriculture12050677.

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We present an on-farm approach to measure the effect of crop diversification on farmers’ field economic values. Eleven years of data (2010–2020) on the chemical herbicide use, tillage practices and crop yields of 17 farms in north-eastern Germany were examined for winter wheat (WW) and winter oilseed rape (WOSR). We used a common conceptual framework to classify farmers’ crop sequences according to their susceptibility to weeds (‘riskiness’). Linear mixed models were used to analyse the relationship between crop sequence, tillage practice (inversion/non-inversion) and the response variables ‘t

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Singh, Shweta, and Sumit Singh. "Accounting for risk in the traditional RFM approach." Management Research Review 39, no. 2 (2016): 215–34. http://dx.doi.org/10.1108/mrr-11-2015-0272.

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Purpose – The Purpose of this study is to provide an alternative way to create customer valuation metric while accounting for customer riskiness. Customer relationship management (CRM) emphasizes the importance of measuring customer value. Analytics has paved the way for innovation by providing companies valuable insights into the behavior of customers. Earlier models used to measure customer value do not take into account the types and level of risk posed by customers, such as probability of churn, regularity of purchases, etc. The authors put forth a new and innovative approach to measuring

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Miskolczi, Panna. "Note on simple and logarithmic return." Applied Studies in Agribusiness and Commerce 11, no. 1-2 (2017): 127–36. http://dx.doi.org/10.19041/apstract/2017/1-2/16.

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In this paper we describe and clarify the definitions and the usage of the simple and logarithmic returns for financial assets like stocks or portfolios. It can be proven that the distributions of the simple and logarithmic returns are really close to each other. Because of this fact we investigate the question whether the calculated financial risk depends on the use of simple or log returns. To show the effect of the return-type on the calculations, we consider and compare the riskiness order of stocks and portfolios. For our purposes, in the empirical study we use seven Hungarian daily stock

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Eldomiaty, Tarek, and Nada Khaled. "Cryptocurrency volatility and Egyptian stock market indexes: A note." Modern Finance 2, no. 1 (2024): 121–30. http://dx.doi.org/10.61351/mf.v2i1.138.

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This paper examines the effect of the riskiness of the top four cryptocurrencies on the riskiness of stock market indexes in Egypt, being recognized as a developing country. The analysis uses daily data on cryptocurrencies and the three stock market indexes covering January 2020 to January 2023. The risk is measured using the holding period Value at Risk (VaR). The GMM results show that (a) cryptocurrency volatility is negatively associated with the volatility of stock market indexes. That is, the higher the investors’ interest in trading cryptocurrencies, the lower the volatility of stock mar

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Gumanti, Tatang Ary. "CAN ACCOUNTING INFORMATION ACT AS A PROXY FOR EX ANTE UNCERTAINTY IN INITIAL PUBLIC OFFERINGS?" Gadjah Mada International Journal of Business 5, no. 2 (2003): 249. http://dx.doi.org/10.22146/gamaijb.5405.

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This paper reviews and summarizes previous works and the rationale for the proposition that accounting information is in fact value relevant in the determination of an initial public offering IPO).Theoretical and empirical evidence has indicated that certain accounting measures can he used as proxies for total firm risk, that is, they could determine the riskiness of a corporation. The literature also advocates that accounting information is relevant in determining the value and thus the riskiness of a corporation through the use of accounting analysis. Since most of the information available

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Geltner, David, Anil Kumar, and Alex M. Van de Minne. "Riskiness of Real Estate Development: A Perspective from Urban Economics and Option Value Theory." Real Estate Economics 48, no. 2 (2018): 406–45. http://dx.doi.org/10.1111/1540-6229.12258.

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Borekci, Dilek, Yasin Rofcanin, and Meral Sahin. "Effects of organizational culture and organizational resilience over subcontractor riskiness." European Business Review 26, no. 1 (2014): 2–22. http://dx.doi.org/10.1108/ebr-07-2013-0099.

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Purpose – The central goal of this research is to understand the effects of organizational culture and organizational resilience over the riskiness versus non-riskiness categorization of subcontractors. The paper aims to discuss these issues. Design/methodology/approach – This study utilizes multiple sources of data collected in two different time setting. At time one, data were collected from the subcontractors (n=50) of a leading services providing company in Turkey. In order to validate these findings, second wave of data collection was followed one year later. This time, the data were coll

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Straková, Jarmila, Jaroslav Kollmann, Yaroslava Kostiuk, Mykola Palinchak, and Filip Černák. "Riskiness of value-creating corporate activities and their influence on strategic management of engineering companies." Entrepreneurship and Sustainability Issues 10, no. 3 (2023): 383–98. http://dx.doi.org/10.9770/jesi.2023.10.3(25).

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Bhattacharyya, Nalinaksha. "Why Do Managers Use IRR in Investment Analysis?" Journal of Finance Issues 10, no. 2 (2012): 99–114. http://dx.doi.org/10.58886/jfi.v10i2.2304.

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Finance textbooks recommend the use of Net Present Value (NPV) as the evaluation tool for Capital Budgeting. Yet surveys of managers have consistently shown that managers prefer Internal rate of Return (IRR) to NPV. This article rigorously establishes the interpretation of IRR as the return earned on funds that remains internally invested in the project. Using this interpretation IRR can be viewed as a tool to evaluate the riskiness of the capital budgeting proposal.

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Wang, Zihe. "The Use of Beta Value, ROIC, WACC In Investment Risk Assessment for Constructive Industries in the US." BCP Business & Management 39 (February 22, 2023): 38–44. http://dx.doi.org/10.54691/bcpbm.v39i.3997.

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This paper recognizes the importance of risk analysis for investment decisions. Therefore, it examines and calculates a few key parameters and compares the risk level for Jacobs Engineering Group Inc (J), Fluor Corporation (FLR) and MasTec, Inc. (MTZ) among the top three companies in the "Heavy Construction Other Than Building Construction Contractors" industry in the United States (US). There are two main factors to consider when assessing the riskiness of a company: equity beta (or leveraged beta) and asset beta (or unleveraged beta). Furthermore, this paper discussed the possible risks that

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Yarosh, Anton A., and Yuliya A. Rakhmatullina. "Predicting the riskiness of investing in oil company stocks using artificial neural networks." Siberian Financial School, no. 1 (May 30, 2022): 56–63. http://dx.doi.org/10.34020/1993-4386--2022-1-56-63.

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This article considers the problem of forecasting stock prices using the example of the largest oil companies in Russia (Rosneft, Lukoil, Gazpromneft and Surgutneftegaz) using artificial neural networks, and also analyzes the profitability of an investment portfolio formed from ordinary shares of the four largest oil companies in Russia in equal shares and with optimal their value determined in the course of solving the direct problem according to the G. Markowitz model using predictive values.

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Ma, Siqi. "Fast or free shipping options in online and Omni-channel retail? The mediating role of uncertainty on satisfaction and purchase intentions." International Journal of Logistics Management 28, no. 4 (2017): 1099–122. http://dx.doi.org/10.1108/ijlm-05-2016-0130.

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Purpose The purpose of this paper is to investigate the effect of a dimension of logistics service quality (delivery time) interacting with shipping charges and purchase importance on customer satisfaction and purchase intentions in an e-commerce context. Uncertainty in terms of perceived ambiguity and perceived riskiness is shown to be the theoretical mechanism that plays a mediating role in the relationships between delivery time and customer satisfaction, as well as between delivery time and purchase intentions. Design/methodology/approach This study used a scenario-based role playing exper

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Moyi, Eliud. "Riskiness of lending to small businesses: a dynamic panel data analysis." Journal of Risk Finance 20, no. 1 (2019): 94–110. http://dx.doi.org/10.1108/jrf-09-2017-0140.

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Purpose The study aims to pose the question: Has lending to small businesses been a source of increased risk in microfinance institutions (MFIs)? This question is pertinent given the higher levels of perceived riskiness of lending to small business operators owing to their opacity. Design/methodology/approach The study accommodates panel bias by using system generalised method of moments (GMM) estimators on micro-level data from 2004 to 2014. Findings Study findings indicate that lending to small businesses by MFIs does not affect credit and insolvency risk in these institutions. However, usin

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Amadi, Felicia Y., and Confidence W. Amadi. "Investment Horizon and the Choice of Mutual Fund." International Journal of Business and Management 14, no. 6 (2019): 76. http://dx.doi.org/10.5539/ijbm.v14n6p76.

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The purpose of this study is to explore the relationship between the choice of mutual fund investment style and investor investment horizon. The investment style is characterized as a measure of the riskiness of the mutual fund and therefore the required/expected return of a mutual fund ranging from large cap value to small cap growth. The results of this study show that investment horizon and investment style are inter-related. Longer investment horizons are best suited for small cap value and small cap growth. In general, for each investment horizon, the large cap value style had the lowest

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19

Aleemi, Abdur Rahman, Imam Uddin, and Muhammad Kashif. "Competitive Conditions and Banking Stability in Pakistan: New Evidence from Market Power and Charter Value." South Asian Journal of Management Sciences 16, no. 1 (2022): 20–38. http://dx.doi.org/10.21621/sajms.2022161.02.

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In this study, we invoke the theoretical notion of different competitive conditions in lending and deposit market power for the banking industry of Pakistan. We find highly monopolistic conditions in lending market whereby majority of the banks are enjoying high market power. On the other hand, the deposit market is found to be highly competitive. Subsequently, we find the effects of the lending and deposit market measures of market power on the riskiness of banks to be asymmetric. In addition, we introduce charter value as a determinant of banks’ risk for the first time in the case of Pakista

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Janeková, Jaroslava. "Economic efficiency of the modernization of the shipping warehouse." Transport & Logistics: the International Journal 24, no. 57 (2024): 89–94. https://doi.org/10.46544/tnl.v24n57.09.

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The article is focused on a comprehensive assessment of the economic efficiency of the modernization of a shipping warehouse in terms of its profitability, liquidity and risk. The assessment process takes place in two steps. In the first step, the economic efficiency of the investment is assessed by dynamic financial criteria, namely profitability using Net Present Value (NPV) and liquidity through Discounted Payback Period (DPP). In the second step, the riskiness of the input variables in relation to the financial criterion NPV is assessed using the Monte Carlo simulation method, with simulat

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Hunt, James M., and Howard Forman. "The role of perceived risk in pricing strategy for industrial products: a point‐of‐view perspective." Journal of Product & Brand Management 15, no. 6 (2006): 386–93. http://dx.doi.org/10.1108/10610420610703711.

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PurposeThe purpose of this research paper is to examine the role corporate and individual risk (from the point of view of the pricing manager) plays in developing pricing strategies.Design/methodology/approachManagerial professionals in two graduate business programs were used to assess riskiness associated with pricing strategies. Grounded in attribution theory, t‐tests were used to compare the different types of risk associated with the various pricing strategies.FindingsThe findings suggest that pricing managers will view risk from different perspectives (i.e. corporate and individual) and

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Chen, Po-Han, Tsu-Te Peng, and Chieh-Jan Chen. "Applying value at risk and riskiness models to analyze the flood loss of transportation construction projects in Taiwan." Journal of the Chinese Institute of Engineers 44, no. 3 (2021): 237–42. http://dx.doi.org/10.1080/02533839.2021.1884602.

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Bartagariyeva, I. I. "JUSTICE AND HUMANITY AS AXIOLOGICAL GUIDELINES AT THE POINTS OF SOCIAL AND EXISTENTIAL BIFURCATIONS." Bulletin of Donetsk National University. Series B. Humanities, no. 3 (December 3, 2024): 33–39. https://doi.org/10.5281/zenodo.14543876.

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The article is devoted to the study of justice and humanity as basic value foundations that are subject to destructive processes during crisis periods of social development. The author pays special attention to the content of the basic concepts of justice as well as the functional specificity of the values of justice and humanity in the context of states of ideological and social crises. It has been concluded that justice and humanity are closely related to each other and act as the ultimate ideological guarantee of the preservation of the social system in the conditions of growing instability

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Her, Young-Won, Jennifer Howard, and Myungsoo Son. "Timing of auditor terminations and client firm risk." Managerial Auditing Journal 34, no. 6 (2019): 650–72. http://dx.doi.org/10.1108/maj-03-2018-1831.

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Purpose The purpose of this study is to examine whether the timing of auditor terminations signals the riskiness of client firms. Design/methodology/approach This empirical study uses a sample of auditor switches during 2003-2014 to conduct univariate tests and multivariate regression analyses. Auditor switches occurring after the audit report date but before the shareholders’ meeting are classified as “planned” terminations and auditor switches that occur outside of this window are classified as “abrupt” terminations. Findings First, abrupt terminations are more strongly related to client ris

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Yurchenko, O. А., and О. А. Svyryda. "Registration and Blocking of Tax Bill / Calculation of Adjustments: New Rules for Business and Fiscal Officers." Scientific Bulletin of the National Academy of Statistics, Accounting and Audit, no. 4 (October 17, 2018): 113–21. http://dx.doi.org/10.31767/nasoa.4.2018.11.

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Implementation of the system for administering value added tax for the domestic business sector was an IMF requirement. However, its applications by business entities could not eliminate “tax heavens”, barter deals and purchase (sale) of doubtful tax credit. It was in 1 July 2017 that the system for computerized monitoring of the conformity of tax bills (TB) / calculation of adjustment (CA) to the risk assessment criteria sufficient to stop registration of such TB / CA in the Single Register of Tax Bills was launched. The article’s objective is to form the authors’ vision of the essence of the

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Jaiswal, Mayank. "Black vs white owned new venture performance: a study of mediating effects." New England Journal of Entrepreneurship 21, no. 2 (2018): 81–100. http://dx.doi.org/10.1108/neje-06-2018-0012.

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Purpose The purpose of this paper is to move beyond individual level characteristics of founders to explain the performance gap between white and black majority owned new ventures. It specifically investigates three potential mediators: demographic characteristics of venture’s location, financial size of the venture and its credit riskiness. Design/methodology/approach The Kauffman Firm Survey, a longitudinal data set of 4,928 new ventures started in the USA in 2004, has been utilized in this paper. Pooled OLS and Logit regression models were employed for direct effects. Mediation effects were

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Senova, Andrea, Alica Tobisova, and Robert Rozenberg. "New Approaches to Project Risk Assessment Utilizing the Monte Carlo Method." Sustainability 15, no. 2 (2023): 1006. http://dx.doi.org/10.3390/su15021006.

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An environment of turbulence in the market in recent years and increasing inflation, mainly as a result of the post-COVID period and the ongoing military operation in Ukraine, represents a significant financial risk factor for many companies, which has a negative impact on managerial decisions. A lot of enterprises are forced to look for ways to effectively assess the riskiness of the projects that they would like to implement in the future. The aim of the article is to present a new approach for companies with which to assess the riskiness of projects. The basis of this is the use of the new

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Ivanović, Sanjin, Lana Nastić, and Radomir Savić. "INVESTMENTS IN SERBIAN PIG PRODUCTION – INFLUENCE OF REGIONAL DISPARITIES." Ekonomika poljoprivrede 70, no. 2 (2023): 597–610. http://dx.doi.org/10.59267/ekopolj2302597i.

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Pig production is one of the most important elements of Serbian livestock breeding sector. Although it faces numerous challenges, there is not enough research focused on its economic effectiveness. The goal of this research is to analyze influence of regional disparities on economic efficiency of investments in Serbian pig production. The main methodological approach was to determine the present value of investments in pig production (for Mačva and Šumadija regions). Authors applied sensitivity and scenario analysis, as well. Riskiness of investments is compared using standard deviation and co

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Chikobvu, Delson, and Thabani Ndlovu. "The Generalised Extreme Value Distribution Approach to Comparing the Riskiness of BitCoin/US Dollar and South African Rand/US Dollar Returns." Journal of Risk and Financial Management 16, no. 4 (2023): 253. http://dx.doi.org/10.3390/jrfm16040253.

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In this paper, the generalised extreme value distribution (GEVD) model is employed to estimate financial risk in the form of return levels and the value at risk (VaR) for the two exchange rates, BitCoin/US dollar (BTC/USD) and the South African rand/US dollar (ZAR/USD). The Basel Committee on Banking Supervision (BCBS) responsible for developing supervisory guidelines for banks and financial trading desks recommended that VaR be computed and reported. The maximum likelihood estimation (MLE) method is used to estimate the parameters of the GEVD. The estimated risk values are used to compare the

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Attanasio, Orazio, Britta Augsburg, and Ralph De Haas. "Microcredit Contracts, Risk Diversification and Loan Take-Up." Journal of the European Economic Association 17, no. 6 (2018): 1797–842. http://dx.doi.org/10.1093/jeea/jvy032.

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Abstract We study theoretically and empirically the demand for microcredit under different liability arrangements and risk environments. A theoretical model shows that the demand for joint-liability loans can exceed that for individual-liability loans when risk-averse borrowers value their long-term relationship with the lender. Joint liability then offers a way to diversify risk and reduce the chance of losing access to future loans. We also show that the demand for loans depends negatively on the riskiness of projects. Using data from a randomised controlled trial in Mongolia we find that th

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Besschetnova, Oksana V., Elmira K. Naberushkina, and Oleg A. Sudorgin. "Axiological Assessment of the Influence of Social Institutions on Family Attitudes of Urban and Rural Youth." Теория и практика общественного развития, no. 10 (October 30, 2024): 17–25. https://doi.org/10.24158/tipor.2024.10.1.

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The article presents the results of the study, regarding the problem of the influence of social institutions on the process of formation of value-semantic orientations of modern youth based on theoretical and empirical analy-sis of official statistics, results of national surveys and secondary data. The study is based on the provisions of axiological and institutional approaches, which allows to identify contradictory and ambivalent processes ac-companying the formation of values of new generations. The main actors of influence chosen are fami-ly/marriage, reference groups (peers, friends), ge

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HADIMLIOĞLU, İsmail Alihan. "A Decision Support Model for Improvement of Urban Resilience through Accessibility Analysis." International Journal of Environment and Geoinformatics 9, no. 4 (2022): 113–23. http://dx.doi.org/10.30897/ijegeo.1084929.

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Decision support systems provide vital benefits supplying additional information before planning in disaster management. To improve a city's resilience against disasters such organization and maintenance must be conducted during the city planning stage. In this work, an improvement suggestion mechanism is built using risk value estimation through availability of emergency centers and road network redundancy is provided. This approach investigates the study area to determine possible risk zones within the city using routing and road network analysis. Upon investigation of the necessary paramete

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Chipalkatti, Niranjan, Massimo DiPierro, Carl Luft, and John Plamondon. "Loan fair values and the financial crisis." Journal of Risk Finance 21, no. 5 (2020): 559–76. http://dx.doi.org/10.1108/jrf-04-2020-0081.

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Purpose In 2009, effective the second-quarter, the financial accounting standards board mandated that all banks need to disclose the fair value of loans in their 10-Q filings in addition to their 10-K filings. This paper aims to investigate whether these disclosures reduced the level of information asymmetry about the riskiness of bank loan portfolios during the financial crisis. Design/methodology/approach The paper examines the impact of these disclosures on the bid-ask spread of a panel of 246 publicly traded bank holding companies. The spread serves as a proxy for information asymmetry and

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Боковець, В. В., І. М. Ніжніков, and Ван Фей. "RISK MANAGEMENT OF REGIONAL INNOVATION PROCESSES." Управління змінами та інновації, no. 5 (February 20, 2023): 79–82. http://dx.doi.org/10.32782/cmi/2023-5-14.

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The article summarizes the methodology for assessing the risks of innovative projects. A methodological approach to the formation of an investment program for territorial innovation clusters is proposed. An approach to forming teams of innovative projects has also been developed, characterized by the completeness of technical and entrepreneurial competencies, which makes it possible to formulate an investment program for the cluster by selecting the optimal combination of project options. This ensures a maximum of net present value within a given time frame, with a limited funding fund, and, i

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Vyšniūnas, Tolvinas, Dainius Čeponis, Nikolaj Goranin, and Antanas Čenys. "Risk-Based System-Call Sequence Grouping Method for Malware Intrusion Detection." Electronics 13, no. 1 (2024): 206. http://dx.doi.org/10.3390/electronics13010206.

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Malware intrusion is a serious threat to cybersecurity; that is why new and innovative methods are constantly being developed to detect and prevent it. This research focuses on malware intrusion detection through the usage of system calls and machine learning. An effective and clearly described system-call grouping method could increase the various metrics of machine learning methods, thereby improving the malware detection rate in host-based intrusion-detection systems. In this article, a risk-based system-call sequence grouping method is proposed that assigns riskiness values from low to hig

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Umer, Shahzad, and Xiaoyin He. "EFFECT OF CAPITAL RATIOS ON LISTED BANKS STOCK RETURNS: EVIDENCE FROM PAKISTAN." Journal of Global Trade, Ethics and Law 1, no. 1 (2023): 55–85. https://doi.org/10.5281/zenodo.7805766.

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<strong>Abstract. </strong>The study examined the market-valued capital ratio (MLR) as an indicator to measure the riskiness of banks. After examining the cross-section relationship between market-value capital ratios and banks’ stock returns in the Pakistani banking sector from 2005 to 2018 by using Fama & French three-factor model. The study shows that banks in Pakistan with lower market capital ratios have had higher average stock returns of banks than those with higher market capital ratios, which means there is a negative relationship between market-value capital ratios (MLR) an

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Belyaeva, K. G., and E. V. Arsenova. "THE RELATIONSHIP BETWEEN THE PERSONAL CHARACTERISTICS OF THE CEO AS "RISKINESS" AND THE INNOVATIVE ACTIVITY OF THE COMPANY." Business Strategies 9, no. 5 (2021): 152–57. http://dx.doi.org/10.17747/2311-7184-2021-5-152-157.

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An important role in the functioning of the economy and in the analysis of the competitiveness of companies is played by the top management echelon, represented by charismatic CEOs, who often determine the direction of company development, considering the specifics of everyday life and general organizational processes. There is a transformation of the stages of value formation, the zones of profitability are shifting, new players are emerging – all this creates a completely different ratio of shares in the industries, greatly accelerating the generation and implementation of new ideas and deve

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Khan, Mohammed Arshad, Preeti Roy, Saif Siddiqui, and Abdullah A. Alakkas. "Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks." Complexity 2021 (July 8, 2021): 1–14. http://dx.doi.org/10.1155/2021/8360778.

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Exposure of the banking system to the Global Financial Crisis attracted attention to the study of riskiness and spillover. This paper studies the pattern of systemic risk and size effect in the Indian banking sector. Based on market capitalization, three public sector banks and three from the private sector were taken. Data are taken from the year 2007 to 2020. The analysis is done through quantile- CoVaR (Conditional Value at Risk) and TENET (Tail-Event-Driven Network) measure. State variables like Indian market volatility and global risk measures negatively influence the Indian banks’ return

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Zheng, Shiyuan, and Shun Chen. "Modeling the determinants of dry bulk FFA trading volume from a cross-market perspective of spot and forward." Maritime Business Review 3, no. 3 (2018): 256–75. http://dx.doi.org/10.1108/mabr-01-2018-0001.

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Purpose This study aims to propose a theoretical model to characterize the optimal forward freight agreement (FFA) procurement strategies and investigate the determinants of FFA trading activities from a new cross-market perspective. Findings A two-step model specification is used to empirically test the theoretical results for the Capesize, Panamax and Supramax sectors. It is found that spot demand has a positive relation with FFA trading volume for all three sectors. Moreover, spot demand volatility has a negative relation, while the correlation between spot demand and spot rate has a positi

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ALTAY, SÜHAN, KATIA COLANERI, and ZEHRA EKSI. "PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION." International Journal of Theoretical and Applied Finance 21, no. 07 (2018): 1850046. http://dx.doi.org/10.1142/s0219024918500462.

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In this work, we study a dynamic portfolio optimization problem related to pairs trading, which is an investment strategy that matches a long position in one security with a short position in another security with similar characteristics. The relationship between pairs, called a spread, is modeled by a Gaussian mean-reverting process whose drift rate is modulated by an unobservable continuous-time, finite-state Markov chain. Using the classical stochastic filtering theory, we reduce this problem with partial information to an equivalent one with full information and solve it for the logarithmi

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Bezrodna, Olena, Zoia Ivanova, Yulia Onyshchenko, Volodymyr Lypchanskyi, and Serhii Rymar. "Systemic risk in the banking system: measuring and interpreting the results." Banks and Bank Systems 14, no. 3 (2019): 34–47. http://dx.doi.org/10.21511/bbs.14(3).2019.04.

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Highly concentrated banking system risks and the cumulative effect due to their accumulation act as a driver for improving the macro-prudential policy implemented by central banks. For this reason, an effectively and comprehensively assessed systemic risk in the banking system is declared an express condition for the early detection of its production sources and blocking of potential spreading channels, reducing the possible implementation. In light of this, the article develops an approach to the aggregated systemic risk assessment and interpretation of its results. The proposed approach is b

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PARMAKLY, D., L. TODORICH, and T. DUDOGLO. "OPERATIONAL LEVERIDGE IS AN IMPORTANT ECONOMIC INDICATOR." Ekonomìka ta upravlìnnâ APK, no. 1 (148) (May 30, 2019): 111–20. http://dx.doi.org/10.33245/2310-9262-2019-148-1-111-120.

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The article establishes the necessity of developing a methodology for assessing the economic stability of production and sales in both theoretical and practical aspects. It is specified that when maximizing the profit of an enterprise, account should be taken of the growing production risks. Estimates of stability and / or riskiness of manufactured and sold products, using the indicator of the price operational leverage and the coefficient of profitability of sales. The article summarizes the methodical approaches to determining the indicator of an operating leverage in foreign economic litera

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Guarini, Maria Rosaria, Pierluigi Morano, Alessandro Micheli, and Francesco Sica. "Public-Private Negotiation of the Increase in Land or Property Value by Urban Variant: An Analytical Approach Tested on a Case of Real Estate Development." Sustainability 13, no. 19 (2021): 10958. http://dx.doi.org/10.3390/su131910958.

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The insufficiency of public resources in Europe, which increased due to the debt crisis of 2010, has raised the need for combined financing forms to activate urban settlement transformation processes. Among these is the partial recapture of surplus value generated by interventions that derogate from urban planning tools as a regulation form of the differential rent phenomenon. This form of financing recalls the concept of land value recapture; it consists of an extraordinary charge of urbanisation (ECU) paid to policymakers. In Italy, the national law (2014) assigns responsibility for ECU dete

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Kuchin, Ilia, Mariia Elkina, and Yury Dranev. "The Impact of Currency Risk on Firm’s Value in Emerging Countries." Journal of Corporate Finance Research / Корпоративные Финансы | ISSN: 2073-0438 13, no. 1 (2019): 7–27. http://dx.doi.org/10.17323/j.jcfr.2073-0438.13.1.2019.7-27.

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This study is dedicated to estimating the impact of currency risk on the cost of equity in Brazil, Russia, India and South Africa. Our contribution to the literature is that we obtain further evidence on pricing of exchange rate risk in developing countries which for now is quite scarce. These motivates our research which is dedicated to BRICS capital markets with Chinese stock market excluded since it is heavily regulated. The aim of the research is to determine whether in emerging countries stock markets currency risk is a significant factor that influence cost of equity capital of a company

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G., Perminov. "Investigating the use of the method of "nearest neighbors" to predict the behavior of stock prices in the implementation of arbitrage." International Journal for Innovation Education and Research 2, no. 5 (2014): 20–30. http://dx.doi.org/10.31686/ijier.vol2.iss5.181.

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In this paper, it was considered one of the types of trading in the stock market - Implementation of arbitrage. The aim of the study was to examine the possibility of using the method of "nearest neighbors" with heuristic rules to predict short-term stock price behavior during arbitrage transactions. In a paper tests the hypothesis that the two parameters - TotalRise (percentage price change over the entire period of growth) and LastChange (percentage change in price over the last day) - are crucial for predicting the behavior of stocks after a sharp rise on positive news. Consequently, an inv

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Huang, H. C., and A. J. G. Cairns. "Valuation and Hedging of Limited Price Indexed Liabilities." British Actuarial Journal 10, no. 3 (2004): 627–63. http://dx.doi.org/10.1017/s1357321700002713.

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ABSTRACTThis paper considers the market or economic valuation and the hedging of Limited Price Indexed (LPI) liabilities. This involves finding optimal static and dynamic hedging strategies which minimise the riskiness of the investment portfolio relative to the liability.In this paper we do not aim to find the perfect hedge in a perfect world. Instead, it is assumed that optimisation is restricted to three commonly used asset classes in pension funds: cash; long-term (or irredeemable) fixed-interest bonds; and long-dated index-linked bonds. The economic value of the liability is then defined

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Lin, Yuzhu. "Risk Assessment of Meat Prepared Dishes and Reflections on Food Safety." Highlights in Science, Engineering and Technology 109 (July 24, 2024): 67–73. http://dx.doi.org/10.54097/k8ccem84.

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With the rise of the house economy and the accelerated pace of people's lives, the public's consumption concept is also changing. Traditional dishes have been unable to meet people's requirements for high quality of life, and prepared dishes have emerged.a high quality of life, and prepared dishes have emerged. Meat-prepared food is an important part of prepared dishes and although it is now facing a high market demand, there are still problems related to chemical safety and standards that need to be revolutionized in terms of its processing transportation, and storage.And again under the infl

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Muratova, Yulia. "Domestic Acquisition Experience and the Internationalization of Chinese Firms: The Role of Institutional Heterogeneity." Management and Organization Review 14, no. 4 (2018): 693–714. http://dx.doi.org/10.1017/mor.2018.37.

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ABSTRACTThe liability of foreignness increases firm risk of doing business abroad. However, it appears not to deter Chinese firms as evidenced by their risky internationalization pattern. This study is concerned with explaining this phenomenon. Drawing on organizational learning and institutional theories, I argue that institutional heterogeneity in China gives firms an opportunity to develop routines to overcome the liability of foreignness through acquisition experience gained outside of their home provinces. Further, I propose that coastal and inland firms draw different routines from their

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Ujjania, V. K., and N. C. Ujjania. "Trend of Fish and Fish Seed Production in Rajasthan, India." Archives of Current Research International 25, no. 4 (2025): 463–67. https://doi.org/10.9734/acri/2025/v25i41175.

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The present study attempted to elucidate the trends in fish and fish seed production of the Rajasthan state. In order for the study to evaluate the trends of fish and fish seed production, the secondary data for the period of 25 years (1999 to 2023) was collected from various sources and statistical analysis including linear, quadratic and exponential functional forms were applied. The high value of correlation coefficient (R2) in linear equations depicts a positive and significant relationship of variables i.e. time vs production of fish and fish seed. The findings on CGR (8.122 and 7.203%),

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Ndlovu, Thabani, and Delson Chikobvu. "A Wavelet-Decomposed WD-ARMA-GARCH-EVT Model Approach to Comparing the Riskiness of the BitCoin and South African Rand Exchange Rates." Data 8, no. 7 (2023): 122. http://dx.doi.org/10.3390/data8070122.

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In this paper, a hybrid of a Wavelet Decomposition–Generalised Auto-Regressive Conditional Heteroscedasticity–Extreme Value Theory (WD-ARMA-GARCH-EVT) model is applied to estimate the Value at Risk (VaR) of BitCoin (BTC/USD) and the South African Rand (ZAR/USD). The aim is to measure and compare the riskiness of the two currencies. New and improved estimation techniques for VaR have been suggested in the last decade in the aftermath of the global financial crisis of 2008. This paper aims to provide an improved alternative to the already existing statistical tools in estimating a currency VaR e

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