搜索结果: 16-26 共查到“知识库 经济学 risks”相关记录26条 . 查询时间(0.125 秒)
Risks in Financial Group Structures
fínancial groups, safety and soundness, systemic stability,contagion, governance, supervision and regulation, market discipline
2011/8/21
This article looks at the types of risks that may be associated with complex financial groups and then sifts through the weight of the evidence in favour of and against, the various alternatives used ...
A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models
von-Neumann Morgenstern utility asset risk linear combination
2011/4/2
Considering a production economy with an arbitrary von-Neumann Morgenstern utility, this paper derives a general equilibrium relationship between the market prices of risks and market risk aversion un...
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics
A Real Estate Investment REITs SCS
2011/3/31
Real Estate Investment Trusts (REITs) are the only truly liquid assets related to real estate investments. We study the behavior of U.S. REITs over the past three decades and document their return cha...
Pension Benefits and Longevity Risks of the Nigerian Baby Boomers
life expectancy retirement income baby boomers annuities
2011/6/1
This study examines the effect of longevity risk on retirement income by focusing on the mode of utilizing pension funds at retirement. The population of interest for this purpose comprised of the Bab...
Applications of time-delayed backward stochastic differential equations to pricing, hedging and management of financial and insurance risks
backward stochastic differential equations participating contracts
2010/10/20
In this paper we investigate novel applications of a new class of equations which we call time-delayed backward stochastic differential equations. Time-delayed BSDEs may arise when we want to find a ...
Perceived risks and safety concerns about fluid milk among Chinese college students
perceived milk risks milk consumption behaviour Chinese college students’ milk consumption milk safety regulations
2014/4/2
The study uses the questionnaire information collected through personal interviews with college students at a large university in Beijing, China to discuss the students’ perceived milk risks and their...
We study multiple defaults where the global market information is modelled as progressive enlargement of filtrations. We shall provide a general pricing formula by establishing a relationship between ...
The aim of this research is to give a simple framework to evaluate/quantize the "transparency" of a firm. We assume that the process of the firm value is only observable once in a while but is strongl...
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders
limit orders market orders tail risks
2011/3/31
This paper measures and compares the tail risks of limit and market orders using Extreme Value Theory. The analysis examines realised tail outcomes using the Dealing 2000-2 electronic broking system b...
Financial Risks and the Pension Protection Fund: Can it Survive Them?
UK Pension financial risks moral hazard
2011/3/31
This paper discusses the financial risks faced by the UK Pension Protection Fund (PPF) and what, if anything, it can do about them. It draws lessons from the regulatory regimes under which other finan...
The hitherto development of agricultural production shows that one of the characteristic attributes of the present period is great economic instability. Monitoring of the development of prices of inpu...