Making the right decisions requires an enterprise-wide view of risk, authors argue
Management depends on clear information to harness full value, say specialists
By introducing the set-valued scenario, this paper proposes a unified robust portfolio selection approach under downside risk measures.
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The authors of this paper investigate the risk modeling of commodities. They note that return distributions differ widely across different commodities, both in terms of tail fatness and skewness.
Buffett's warning on perils of volatility is well justified, argues Kaminski
Vincent Kaminski explores the potential dangers lurking in oil markets
Flexible, martingale duality-based method provides reliable valuation
Towers Watson survey reveals over half of insurers do not project risk appetite
The predictive content of dynamic factor models in term structure modeling is evaluated and validated. Under a purely statistical data-driven approach, different sets of variables, estimation and forecasting...
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