Using the developed representations, we introduce a new family of higher-moment coherent risk measures (HMCR), which includes, as a special case, the Conditional Value-at-Risk measure. It is demonstrated that the HMCR measures are compatible with the second order stochastic dominance and utility...
From the point of view in the axiomatic foundation of coherent risk measures,this paper introduces MV(Mean-Variance),VaR(Value at Risk),ES(Expected Shortfall)and HMCR(Higher Moment Coherent Risk Measure).Based on the concept of stochastic dominances to analyze the relationship between HMCR and ...
3. Lack of coherent security strategy Compared to the high level of risks involved, colleges and universities rarely implement acoherent security strategy across departments. Some departments use specific standards while others push security to the back burner. Since departments are ultimately connected, ...
Scholars have speculated that the use of ChatGPT may bring many harmful consequences for students (Chan,2023; Dalalah & Dalalah,2023; Dwivedi et al.,2023; Lee,2023). It has the potential to harmfully affect students' learning and success (Korn & Kelly,2023; Novak,2023) and erode their ...
In addition, the measures of relevance importance show that the variable concerning the information sources that students use to obtain information about COVID-19 makes the greatest contribution to the dependent variable (18.9%). This is followed by fathers’ (12.6%) and mothers’ occupation (3.6...
argument in a recent course I taught onCities, Universities and the Development Processand found that the framework Hawawini developed is clear and coherent to those new to the internationalization of higher education debate. Of course his is a business school-derived perspective but it’s a ...
The tail risk management is of great significance in the investment process. As an extension of the asymmetric tail risk measure—Conditional Value at Risk (CVaR), higher moment coherent risk (HMCR) is compatible with the higher moment information (skewn
The method section consists of a clear description of the subjects evaluated in the study, the measures used, and the procedures that were followed. The method section should be sufficiently clear and detailed so that by reading it another researcher could repeat or replicate the study. The ...
We investigate capital allocation based on the higher moment risk measure at a confidence level $$q\in (0,1)$$ . To reflect the excessive prudence of today
While the contributors address race and higher education from different perspectives, drawing on diverse disciplines, they share a sobering recognition that they are writing at a moment when issues of race and racism are no more than a hoarse whisper in the national/ nativist conversation—the ...