搜索结果: 1-15 共查到“知识库 工商管理 risk”相关记录15条 . 查询时间(0.15 秒)
We show how to compute in a numerically efficient way the maximum risk of a portfolio, given uncertainty in the means and covariances of asset returns. This is a semidefinite programming problem, and ...
Three Essays on Hedge Fund Fee Contracts, Managerial Incentives and Risk Taking Behaviors
Three Essays Hedge Fund Fee Contracts Managerial Incentives Risk Taking Behaviors
2014/10/28
Under the principal-agent framework, the first essay studies and compares different compensation schemes commonly adopted by hedge fund and mutual fund managers. We find that the option-like performan...
Interest in the cultures of organisations and their effects on management practices goes back many years and there is an extensive body of scholarship on this topic. Yet this interest has increased dr...
Consumers’ perceptions of food risk management quality: Chinese and Korean evaluations
food risk management consumer evaluation food safety
2014/2/24
Risks, including food risks, are found to be different between the perceptions of ‘experts’ and consumers, thus understanding the potential difference in the perceptions of the effective food risk man...
Prediction of default risk: An options-based approach applied to the Brazilian banking sector
banking credit risk default probability emerging markets financial regulation
2011/11/1
This article proposes a methodological framework to construct an early warning system for the Banking sector. It employs an options-based methodology to estimate default risk for six major Brazilian b...
Risk and the Corporate Structure of Banks
sources of risk important determinants of banks' corporate structures branch-based structures Greater cross-country risk correlation
2011/11/1
We identify different sources of risk as important determinants of banks' corporate structures when expanding into new markets. Subsidiary-based corporate structures benefit from greater protection ag...
Financial advisors commonly observe important differences among current and prospective clients in terms of financial numeracy, net worth, and financial management skills. This study shows that these ...
Postponement in supply chain risk management: a complexity perspective
complexity normal accident theory postponement risk management
2011/10/22
While the poor response implications of supply are often not elaborated on in the literature, postponement has recently been mentioned as a useful tool for managing supply risk and disruptions. To int...
Risk management of large-scale development projects in developing countries: Cases from MDI's projects
development management large-scale projects project management
2011/10/22
The aim of this article is to develop a risk management system to be used for large-scale development projects in developing countries. Such a system can help project managers of this type of projects...
Deregulation of the Electric Power Industry: The Earnings, Risk, and Return Effects
the Electric Power Industry The Earnings Risk Return Effects
2010/11/5
This study tests whether recent reforms of the electric power industry reverse the predicted effects of regulation on profits, risk, and return for electric utilities. The analysis also considers pote...
Downside-risk测度下零售商主导的供应链风险共享契约研究
下行风险 供应链 风险共享 协调
2013/3/11
本文以由具有下行风险的制造商和其下游风险中性的零售商组成的两阶供应链为背景,证明了收益共享契约在满足Downside-risk约束下不能实现该供应链的协调。并在收益共享契约的基础上设计了风险共享契约,在满足下行风险约束的条件下,保证供应链参与方利润都获得提高,实现Prateo改进。最后通过数值分析验证了风险共享契约的有效性,并指出制造商的风险规避程度在一定范围内越大,实施风险共享契约使供应链参与方...
States, firms, and the structure of market risk
Market integration Market organization State-specific advantages (SSAs) Firm-specific advantages (FSAs) Market risk structure (MRS)
2009/12/1
Market integration is a dynamic, interactive, and spillover-driven process.
Markets integrate along organizational, spatial, and temporal dimensions. States and
firms comprise the organizational...
Downside-Risk测度下三层供应链协调契约研究
下行风险 三层供应链 风险控制 风险共享契约
2013/10/22
以制造商是风险中性、分销商和销售商具有下行风险特性的三层供应链系统为背景,研究了风险规避特性对供应链协调性的影响,证明了Downside-Risk测度下三层供应链不协调。依据供应链协调的基本思想和方法,将补偿政策与收益共享、产品回购等契约相结合,建立了Downside-Risk测度下三层供应链协调模型,设计了风险共享契约,既能满足下行风险约束,又保证供应链参与方利润均有增量,实现了Downside...
A General Framework to Measure Organizational Risk during Information Systems Evolution and its Customization
Managing IS Evolution Risk Organizational Risk Management Quantitative Decision Making Enterprise Resource Planning Distribution Businesses
2014/3/11
Information systems change initiatives often represent the single largest investment (and therefore risk) for large corporations yet there exist few management frameworks in the literature to help dec...
Downside-risk控制下的供应链收益共享契约设计研究
Downside-risk 供应链 收益共享契约 协调
2014/7/22
运用Downside-risk约束,对一个两阶供应链模型中风险规避型零售商与其上游风险中性供应商之间的协调进行契约设计和建模,在供应链收益共享契约下风险约束得到满足,并且供应商和零售商的利润均得到了提高.同时,供应链收益共享契约得到有效设计时,风险中性方可为风险规避方提供相应的风险保护,满足其风险约束,可产生更多的利润,以更好地协调供应链.算例分析验证了该结论的有效性.