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Marcelo Brutti Righi,Paulo Sergio Ceretta
Pág. 411?464
A fundamental aspect of proper risk management is the measurement, especially forecasting of risk measures. Measures such as variance, volatility and Value at Risk had been considered valid because of their practical intuition. However, a solid theoretic...
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Adrian Schmid-Breton, Gesa Kutschera, Ton Botterhuis and The ICPR Expert Group ?Flood Risk Analysis? (EG HIRI)
To determine the effects of measures on flood risk, the International Commission for the Protection of the Rhine (ICPR), supported by the engineering consultant HKV has developed a method and a GIS-tool named “ICPR FloRiAn (Flood Risk Analysis)&rdq...
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Xiaoyan Wu,Vasco Salazar Soares,Luís Dias Pacheco,Fernando Oliveira Tavares
Pág. 403 - 433
Mutual funds performance evaluation measures allow to establish rankings and play an essential role for investors who want to make investment decisions. The choice of suitable measure should take into account the risk preference of investors. This paper ...
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Berenger Yembi Renault, Justus Ngala Agumba, Nazee Ansary
Although attention has been given to the measures used to respond to risk in the construction industry (CI), there is limited literature that scrutinizes underlying structures of risk response measures (RRMs) especially among small and medium enterprises...
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Berenger Yembi Renault, Justus Ngala Agumba, Nazee Ansary
Although attention has been given to the measures used to respond to risk in the construction industry (CI), there is limited literature that scrutinizes underlying structures of risk response measures (RRMs) especially among small and medium enterprises...
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Muhammad Atiq Ur Rehman Tariq, Rashid Farooq and Nick van de Giesen
Modern-day flood management has evolved into a variety of flood management alternatives. The selection of appropriate flood measures is crucial under a variety of flood management practices, approaches, and assessment criteria. Many leading countries app...
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Silvia Carpitella, Bruno Brentan, Antonella Certa and Joaquín Izquierdo
This paper introduces a recommendation system aimed at enhancing the sustainable process of risk management within airport operations, with a special focus on Occupational Stress Risks (OSRs). The recommendation system is implemented via a flexible Pytho...
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Hana Pacaiová, Miriam Andrejiová, Michaela Bala?iková, Marianna Toma?ková, Tomá? Gazda, Katarína Chomová, Ján Hijj and Luká? Salaj
Even though the rules for the free circulation of machinery within the European Union (EU) market have existed for more than 30 years, accidents related to their activities have constantly been reaching significant value. When designing a machine, the de...
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Aleksandr Moshnikov and Vladimir Bogatyrev
This article is devoted to an approach to develop a safety system process according to functional safety standards. With the development of technologies and increasing the specific energy stored in the equipment, the issue of safety during operation beco...
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Rodrigo T.N. Cardoso,Bruno Cândido Barroso,Mariana dos Santos de Oliveira,Felipe Dias Paiva
Pág. 26 - 46
Portfolio selection has been the subject of extensive studies in order to obtain increased returns, minimizing the investment risk. However, the most appropriate risk measure to be considered is still an open problem. The aim of this work is to study dif...
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Raúl de Jesús-Gutiérrez,Roberto J. Santillán-Salgado
Pág. 127 - 141
The purpose of this work is to extend McNeil and Frey´s (2000) methodology by combining two component GARCH models and extreme value theory to evaluate the performance of the Value at Risk (VaR) and Expected Shortfall (ES) measures in the Latin American ...
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Minna Räikkönen, Riitta Molarius, Kari Mäki, Kim Forssén, Peter Petiet, Albert Nieuwenhuijs
Pág. 1 - 14
The resilience of critical infrastructure (CI) to extreme weather events (EWE) is one of the most demanding challenges for all stakeholders in modern society. Although partial risk reduction is feasible through the introduction and implementation of vari...
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Minna Räikkönen, Riitta Molarius, Kari Mäki, Kim Forssén, Peter Petiet and Albert Nieuwenhuijs
The resilience of critical infrastructure (CI) to extreme weather events (EWE) is one of the most demanding challenges for all stakeholders in modern society. Although partial risk reduction is feasible through the introduction and implementation of vari...
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Luis Cadarso, Esteve Codina, Laureano F. Escudero, Angel Marín
Pág. 255 - 264
Rapid transit network design is highly dependent on the future system usage. These spatially distributed systems are vulnerable to disruptions: during daily operations different incidents may occur. Despite the unpredictable nature of them, effective mit...
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Priscilla Serwaa Nkyira Gambrah and Traian Adrian Pirvu
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Sabrina Rovelli, Andrea Cattaneo, Camilla P. Nuzzi, Andrea Spinazzè, Silvia Piazza, Paolo Carrer and Domenico M. Cavallo
Indoor size-fractioned particulate matter (PM) was measured in seven schools in Milan, to characterize their concentration levels in classrooms, compare the measured concentrations with the recommended guideline values, and provide a preliminary assessme...
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Jorge Ruiz-Menjivar, Amanda Blanco, Zeynep Copur, Michael S. Gutter, Martie Gillen
Pág. 1 - 14
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Aléssio Tony Cavalcanti de Almeida,Bruno Ferreira Frascaroli,Danilo Regis da Cunha
Pág. 551 - 584
The main point of this work is to assess how a financial distress in return series of the major Brazilian companies assets and relevant domestic market (Ibovespa) and main international index (Dow Jones) interact with each other, in an attempt to capture...
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Tapan Biswas
Pág. 151 - 156
This paper is concerned with generalised scalar measures of risk aversion. A measure R which may meaningfully be applied to both unidimensional risks (risk in income or wealth) and multidimensional risks has been constructed. In case of identical prefere...
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Ailton Cassetari
Pág. pp. 271 - 300
In this work, a capital allocation methodology base don the Principle of Maximum Entropy was developed. The Shannons entropy is used as a measure, concerning the Modern Portfolio Theory, are also discuted. Particularly, the methodology is tested making a...
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