In financial analysis there are many indicators which can be used to assess the risk of bankruptcy of enterprises but to make an assessment it is needed to reduce the number of indicators and this can be achieved through principal component, cluster and discriminant analyses techniques. In this ...
In this paper we study some risk management techniques using optimization problems under uncertainty. In decision making problems under uncertainty, the parameters of the models used can not be exactly described by real numbers, because of the imprecision of the data. In order to overcome this draw...
It tries to build an overall understanding of various existing quantitative techniques for construction project risk analysis. It initially uses results of a survey to find out the trends of construction industry, globally, in terms of utilization of quantitative risk analysis and relevant techniques. ...
Risk measures are used in internal limit systems. • Insurance premia can be viewed as measure of riskiness of insured claims. Our interpretation. Risk measure gives amount of capital that needs to be added to a position with loss L, so that the position becomes acceptable to an (internal...
Thus the useful information can be found out using the age group, gender, income group, profession, etc. Searching for knowledge or interesting pattern in data is “Data Mining”. Other terms that can be used in place are Knowledge Mining from data, Knowledge Extraction, Data Analysis, Pattern...
One of the vital decisions to be made within the area of risk analysis is the choice of techniques to be used which are broadly classified under qualitative and quantitative methods. Through a questionnaire, this paper identifies the most successful risk analysis techniques within both categories. ...
Mean-Variance Analysis: Overview. Classical Framework for Mean-Variance Optimization. Mean-variance Optimization with a Risk-Free Asset. Portfolio Constraints Commonly Used in Practice. Estimating the Inputs Used in Mean-Variance Optimization: Expected Return and Risk. Portfolio Optimization with Other ...
Despite periods of fasting and feeding, the blood glucose concentration is maintained within a relatively tight range in healthy, normal individuals. This exquisite control of the blood glucose level is achieved by the balance between glucose production
This has got to be the biggest benefit of zero-based budgeting compared to incremental budgeting and was the main reason why it was developed in the first place. By its nature, it encourages a bottom-up approach to budgeting in order for ZBB to be ...
Cookies are used by this site. To decline or learn more, visit our Cookies page Switch to Mobile Site Recommended articles Chapter 15 - Portfolio Optimization and Management of Default Risk 2011, Credit Engineering for Bankers (Second Edition) more Morton Glantz, Johnathan Mun Chapter 15 - Port...