Academic literature on the topic 'Valle at risk'
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Journal articles on the topic "Valle at risk"
Calvache, Sorany, Lizeth Chazatar, Eliana Jiménez, Rosario Quiñónes, Milena Galvis, and Sandra Moreno. "Risk Factors associated to BURNOUT Sindrome in dentistry students from University of Valle." Revista Estomatología 21, no. 1 (September 29, 2017): 7–11. http://dx.doi.org/10.25100/re.v21i1.5752.
Full textInterdonato, Monica, Alessandra Bitto, Gabriele Pizzino, Natasha Irrera, Giovanni Pallio, Anna Mecchio, Antonino Cuspilici, Letteria Minutoli, Domenica Altavilla, and Francesco Squadrito. "Levels of Heavy Metals in Adolescents Living in the Industrialised Area of Milazzo-Valle del Mela (Northern Sicily)." Journal of Environmental and Public Health 2014 (2014): 1–9. http://dx.doi.org/10.1155/2014/326845.
Full textGorini, Francesca, Elisa Bustaffa, Davide Bolignano, Liliana Cori, Francesco Faita, Amalia Gastaldelli, Monica Interdonato, et al. "Biomarkers of exposure and early effect in three contaminated sites of southern Italy: protocols for etiological epidemiological studies." BMJ Open 10, no. 5 (May 2020): e036160. http://dx.doi.org/10.1136/bmjopen-2019-036160.
Full textRatto, Sara, Franco Bonetto, and Claudio Comoglio. "The October 2000 flooding in Valle d'Aosta (Italy): Event description and land planning measures for the risk mitigation." International Journal of River Basin Management 1, no. 2 (June 2003): 105–16. http://dx.doi.org/10.1080/15715124.2003.9635197.
Full textBERNALTE, M. JOSEFA, M. TERESA HERNÁNDEZ, M. CARMEN VIDAL-ARAGÓN, and EDUARDO SABIO. "PHYSICAL, CHEMICAL, FLAVOR AND SENSORY CHARACTERISTICS OF TWO SWEET CHERRY VARIETIES GROWN IN 'VALLE DEL JERTE' (SPAIN)." Journal of Food Quality 22, no. 4 (October 1999): 403–16. http://dx.doi.org/10.1111/j.1745-4557.1999.tb00173.x.
Full textVicedo-Cabrera, Ana M., Dolores Catelan, Laura Grisotto, Franca Rusconi, Neil Pearce, Fabio Barbone, and Annibale Biggeri. "Respiratory disorders and air pollution in children living in the High Risk Area of Milazzo – Valle del Mela (Sicily)." ISEE Conference Abstracts 2013, no. 1 (September 19, 2013): 3903. http://dx.doi.org/10.1289/isee.2013.p-1-05-32.
Full textPeña-Quistial, Magda Gileydi, Javier Antonio Benavides-Montaño, Nestor Javier Roncancio Duque, and Gerardo Alejandro Benavides-Montaño. "Prevalence and associated risk factors of Intestinal parasites in rural high-mountain communities of the Valle del Cauca—Colombia." PLOS Neglected Tropical Diseases 14, no. 10 (October 9, 2020): e0008734. http://dx.doi.org/10.1371/journal.pntd.0008734.
Full textByczkowska, Katarzyna. "Katz Frailty Syndrom has no Predictive Value in Low-Risk Patients Undergoing Transcatheter Aortic Valve Implantation." Clinical Cardiology and Cardiovascular Interventions 04, no. 16 (October 12, 2021): 01–08. http://dx.doi.org/10.31579/2641-0419/227.
Full textWilhelm, Bruno, Hendrik Vogel, and Flavio S. Anselmetti. "A multi-centennial record of past floods and earthquakes in Valle d'Aosta, Mediterranean Italian Alps." Natural Hazards and Earth System Sciences 17, no. 5 (May 8, 2017): 613–25. http://dx.doi.org/10.5194/nhess-17-613-2017.
Full textZelinková, Kateřina, and Aleš Kresta. "DETERMINATION OF VALUE AT RISK AND CONDITIONAL VALUE AT RISK BY ASSUMING ELLIPTICAL DISTRIBITION." Acta academica karviniensia 16, no. 2 (June 30, 2016): 95–105. http://dx.doi.org/10.25142/aak.2016.017.
Full textDissertations / Theses on the topic "Valle at risk"
Sica, Nicola. "Risk management e value at risk: l'influenza del profilo dell'investitore nell'operatività di consulenza." Doctoral thesis, Universita degli studi di Salerno, 2017. http://hdl.handle.net/10556/2563.
Full textBasel accords define the capital requirements for banks. There are three types of risk on which is based the calculation of this requirement: operational risk, i.e. the risk of losses related to potential inefficiencies of the system of control of the bank, the market risk, i.e. the risk related to any eventual leakage of the securities portfolio (of the institute or belonging to a single customer) determined by the market and credit risk, i.e. the risk incurred by the banks for any inability partial or total of the counterparty to fulfill the obligation assumed. The three risks defined within the Basel Agreement, define the three cornerstones of the activity of banking advice. The main responsibility of each operator banking, resides in the ability to perceive and anticipate the risks of positions in acquisition and on which the Institute will expose, evaluating the acceptability by defining appropriate actions to be taken. The need to measure and adequately control the risks taken by a bank is felt particularly in investment activity and trading of securities, which is exposed to the volatility of prices of assets exchanged. For institutions which take speculative positions in currencies, bonds or shares, there is in fact a real possibility that the losses associated with a single position broke, within a short time interval, the profits made in the course of months. In the first part of the work is analyzed the typology of risk indicated with the term "market risk". More precisely, with the term market risk is the risk of changes in the market value of an instrument or of a portfolio of financial instruments linked to unexpected changes in market conditions. One of the indicators is widely used to measure the market risk of active and follow him in his temporal evolution is the VaR (Value at Risk) that can be defined as the "…maximum loss in which an investor may incur, with a predetermined level of probability α, for a time horizon future N+H". If ζ N = ( r1...Rn) are available information at the time n, the VaR will be a function of ζ N , α, h by synthesizing VaR N (h; α) with h=1,2…and 0 < a <1. The VaR is essentially a synthetic index that measure the market risk of the 3 active or portfolio analysis. The financial risks relate to unexpected changes and unfavorable market value of certain financial positions because it is not certain whether the issuer will be able or not to fulfill its obligations (coupon or capital). On the same conceptual basis defines the credit risk, understood as the risk of default of the counterparty in a financial contract for medium long term. The second chapter is dedicated to the analysis of models for the assessment of credit risk appeared in recent years and mainly used so far by the banks. In the literature were developed three different approaches to describe the credit risk: structural approach, a reduced form and to incomplete information. The third chapter echoing what indicated in the first part of the work is based on the examination of the fundamental principles of the protection of the customer in the provision of advice to the investment. Studies of behavioral finance that investigate the choices of asset allocation financial show that these are affected particularly by two elements: the capacity to take risks and the attitude to risk to investors. Investment firms, thanks to the MiFID Directive, have the obligation of profiling customers through a questionnaire to ensure their protection and protection against risks arising from financial investments. Aspects investigated by the MiFID questionnaires are compared with the elements that, according to the literature, influences the choices of individual investment. In confirmation of what is required by the MiFID Directive, are extracted from a sample of customers made available by a Banca di Credito Cooperativo Bell, a representative for each category of risk on which the securities portfolio is applied a model VaR aimed to verify the degree of risk related to Portfolio proposed as a result of the consultancy activities carried out .The choices of asset allocation undertaken by individuals are often addressed by investment firms which, through a questionnaire, collect personal information from the subjects to recommend investments in line with their needs and characteristics. For portfolio management services or consultancy service, investment firms shall submit the subject to the test of adequacy and, in the case in which I do not answer to certain requirements, 4 they will be precluded the investment in financial instruments risky. Consequently, the decisions of asset allocation financial does not always arise from an individual choice made by the investor but are often addressed by a person competent to allow the customer the attainment of its objectives. However, many studies demonstrate the impact of certain aspects of the profile of the investors in their propensity to risk and consequently in the choices of allocation of assets. The analysis has allowed us to compare the aspects that according to the literature influence the risk propensity of investors with what is required in the phase of practical placement of the product. In the daily advice, tools made available are mainly focused on the aspects linked to the capacity of taking risks, then on the study of the investment objectives and the elucidation of theholding period. As regards the risk tolerance literature amply investigates the influence of socio demographic and personal, that are not always considered to be at the basis of the risk assessment in the questionnaires MiFID. The fundamental variables, confirmed in literature at the end of the definition of a proper risk profile of the counterparty, are the consistency of the income and wealth of the respondent. Are collected information with regard to the profession and the bachgraud risk borne by investors, elements considered capable of influencing choices of asset allocation. The study title knowledge in the field of investments and the experience gained in the financial aspects are considered influential at a theoretical level that are reflected in the questions asked to customers through the questionnaire. To support what is proposed, and signed by the customer, is estimated for the set data obtained, a model VaR applied to each single portfolio for the three customers identified. The period considered runs from 01/01/2016 to 16/09/2016. On the basis of the frequency of transactions are identified three representative positions of the three risk profiles defined in the process of profiling of the customer previously argued. Specifically: - Low risk : Position historically entered in the registers of the institute for a period exceeding 10 years. Employee private company. 5 Preparation of Upper Medium in financial activities. The total capital invested € 30,000 managed in n. 15 portfolio transactions thus distributed : 9 purchase transactions and 4 sales operations. The number of securities in the portfolio : n.2 _ Unicredit and Mediolanum. - Medium risk : Position entered by more than 5 years in the demographics of the isitituto.Public employee, profile financially diversified, are not present phenomena of concentration of capital in savings products inside of the institute or of third parties. Preparation Upper Medium in financial activities. The total capital invesstito 25,000 € managed in n. 36 portfolio transactions thus distributed : 16 purchase transactions and 20 sales operations. The number of securities in the portfolio: n.2 _, UNICREDIT and ENEL - High risk: Position entered from less than 5 years in the demographics of the Institute.Free professional expert in the financial sector, diversified profile, are not present phenomena of concentration of capital in savings products inside of the institute or of third parties. The total capital invested 80.000 € managed in n. 196 portfolio transactions thus distributed : 110 operations of purchase and 86 sales operations. Nuemro of securities in the portfolio : n.5 _ Mps, Saipem, Unicredit,Fincantieri,Ubi. In all three cases the pattern formulated with α = 5% is not infringed, in fact, on the basis of risk criteria and prudence defined by the Institute during placement and management of savings and the ratio between the actual violations of the model and the number of observations is maintained below the 5 % target. The same result is obtained as a result of an arbitrary remodulation of three portfolios considered, in fact, while modifying the compositions by reversing the titles between the same customers, the model retains its effectiveness while remaining in the margins of the 5% defined. A first reason can be found in the increasing diversification of the sector, namely a merch diversification of the portfolio on the basis of the nature of the title 6 (banking, energy, etc.) . In the case of low risk, in fact, with respect to the initial establishment of the portfolio is introduced the principle of diversification of the sector that allows the subject to reduce the concentration of capital in a same sector (see the banking systems in the specific case) and improve the values of risk. In the other two cases, on the contrary, is violated the component of sectoral diversification by increasing the concentration of the portfolio in bank shares thus obtaining a worsening of the riskiness of the model and an increase in violations of VaR. The estimation of the model has allowed us to validate the proposed and accepted by the customer, by dropping a tool typically used within the scope of financial corporate governance on private portfolios in order to confirm statistically as proposed within the consulting business. [edited by Author]
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Tran, Manh. "Value-at-risk estimates." Thesis, Aston University, 2018. http://publications.aston.ac.uk/37813/.
Full textNovák, Martin. "Value at Risk models for Energy Risk Management." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-71889.
Full textHager, Peter. "Corporate Risk Management : Cash Flow at Risk und Value at Risk /." Frankfurt am Main : Bankakademie-Verl, 2004. http://www.gbv.de/dms/zbw/378196367.pdf.
Full textHeidrich, Matthias [Verfasser]. "Conditional Value-at-Risk Optimization for Credit Risk Using Asset Value Models / Matthias Heidrich." München : Verlag Dr. Hut, 2012. http://d-nb.info/1020299681/34.
Full textSamiei, Saeid. "Studies in value-at-risk." Thesis, Cardiff University, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.273586.
Full textGarbanovas, Gintautas. "Bank value and risk's portfolio interdependence and management." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101221_114433-10503.
Full textDisertacijoje nagrinėjamos banko vertės ir rizikos sąveikos problemos, ginama tezė, kad banko vertė susijusi su banko veiklos rizikų portfeliu dėsningai ir kad šią priklausomybę tikslinga matuoti per tikimybės ir patikimumo prizmes imitavimo būdu. Darbe pateikiamas susistemintas požiūris į riziką, jos rūšis, rizikos valdymą išskiriant pinigų srautų rizikos valdymą bei kredito rizikos val-dymą atskirai, bei į banko vertę ir banko vertinimo metodologiją, modeliavimą, jų taikymą praktikoje.
Agarwal, Anna. "Managing risks in energy capital projects -- the value of contractual risk-sharing in CCS-EOR." Thesis, Massachusetts Institute of Technology, 2014. http://hdl.handle.net/1721.1/90038.
Full textCataloged from PDF version of thesis.
Includes bibliographical references (pages 124-129).
This thesis addresses the question of how to maximize the value of energy capital projects in light of the various risks faced by these projects. The risks can be categorized as exogenous risks (not in control of involved entities) and endogenous risks (arising from sub-optimal decisions by involved entities). A dominant reason for poor project performance is the endogenous risks associated with weak incentives to deliver optimal project outcomes. A key objective of this research is to illustrate that risk-sharing through contracts is central to incentivize the involved entities to maximize overall project value. The thesis presents a risk management framework for energy capital projects that accounts for both exogenous risks and endogenous risks to evaluate the optimal risk management strategies. This work focuses on a carbon capture and storage project (CCS) with enhanced oil recovery (EOR). CCS is projected to play a key role in reducing the global CO₂ emissions. However, the actual deployment of CCS is likely to be lower than projected because of the various risks and uncertainties involved. The analysis of CCS-EOR projects presented in this thesis will help encourage the commercial deployment of CCS by identifying the optimal risk management strategies. This work analyzes the impact of the exogenous risks (market risks, geological uncertainty) on the value of the CCS-EOR project, and evaluates the optimal contingent decisions. Endogenous risks arise from the involvement of multiple entities in the CCS-EOR project; this thesis evaluates alternate CO₂ delivery contracts in terms of incentives offered to the individual entities to make the optimal contingent decisions. Key findings from this work illustrate that the final project value depends on both the evolution of exogenous risk factors and on the endogenous risks associated with response of the entities to change in the risk factors. The results demonstrate that contractual risk-sharing influences decision-making and thus affects project value. For example, weak risk-sharing such as in fixed price CO₂-EOR contracts leads to a high likelihood of sub-optimal decision-making, and the resulting losses can be large enough to affect investment and project continuity decisions. This work aims to inform decision-makers in capital projects of the importance of considering strong contractual risk-sharing structures as part of the risk management process to maximize project value.
by Anna Agarwal.
Ph. D.
Broll, Udo, Andreas Förster, and Wilfried Siebe. "Market Risk: Exponential Weightinh in the Value-at-Risk Calculation." Technische Universität Dresden, 2020. https://tud.qucosa.de/id/qucosa%3A72009.
Full textKarlsson, Malin, and Jonna Flodman. "Value at Risk : A comparison of Value at Risk models during the 2007/2008 financial crisis." Thesis, Örebro universitet, Handelshögskolan vid Örebro universitet, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-16023.
Full textBooks on the topic "Valle at risk"
Convivere con i rischi ambientali: Il caso Acna-Valle Bormida. Milano: F. Angeli, 1995.
Find full textDempster, M. A. H. 1938-, ed. Risk management: Value at risk and beyond. Cambridge: Cambridge University Press, 2002.
Find full textK, Bansal Vipul, ed. Measuring market risk with value at risk. New York: John Wiley, 2001.
Find full textRogers, Jamie. Strategy, Value and Risk. London: Palgrave Macmillan UK, 2009. http://dx.doi.org/10.1057/9780230353930.
Full textRogers, Jamie. Strategy, Value and Risk. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-21978-9.
Full textRogers, Jamie. Strategy, Value and Risk. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9780230392687.
Full textWong, Max C. Y., ed. Bubble Value at Risk. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119198925.
Full textBest, Philip. Implementing Value at Risk. Chichester, UK: John Wiley & Sons, Ltd, 1998. http://dx.doi.org/10.1002/0470013303.
Full textDallas, Michael, ed. Value and Risk Management. Oxford, UK: Blackwell Publishing Ltd, 2006. http://dx.doi.org/10.1002/9780470759448.
Full textImplementing value at risk. Chichester, West Sussex, England: J. Wiley & Sons, 1998.
Find full textBook chapters on the topic "Valle at risk"
Rogers, Jamie. "Risk." In Strategy, Value and Risk, 63–69. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-21978-9_3.
Full textRogers, Jamie. "Risk." In Strategy, Value and Risk, 49–56. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9780230392687_4.
Full textRabinowicz, Wlodek. "Incommensurability Meets Risk." In Value Incommensurability, 201–30. New York: Routledge, 2021. http://dx.doi.org/10.4324/9781003148012-15.
Full textLee, Hongmu. "Value at Risk." In Risk Management, 75–87. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-3468-0_7.
Full textRogers, Jamie. "Value." In Strategy, Value and Risk, 29–62. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-21978-9_2.
Full textRogers, Jamie. "Value." In Strategy, Value and Risk, 23–48. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9780230392687_3.
Full textRogers, Jamie. "Investment Risk." In Strategy, Value and Risk, 16–18. London: Palgrave Macmillan UK, 2009. http://dx.doi.org/10.1057/9780230353930_4.
Full textRogers, Jamie. "Risk Management." In Strategy, Value and Risk, 68–70. London: Palgrave Macmillan UK, 2009. http://dx.doi.org/10.1057/9780230353930_9.
Full textBroll, Udo, and Jack E. Wahl. "Value at Risk." In Risikomanagement im Unternehmen, 35–48. Wiesbaden: Springer Fachmedien Wiesbaden, 2012. http://dx.doi.org/10.1007/978-3-8349-4047-6_4.
Full textMostafa, Fahed, Tharam Dillon, and Elizabeth Chang. "Value-at-Risk." In Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk, 137–47. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-51668-4_8.
Full textConference papers on the topic "Valle at risk"
Campos e Matos, António, José Luís Barbosa, Mário Durão, and Ricardo Leite. ""Autopista Urbana Siervo de la Nación" - Flyover at México City Lake Zone: The importance of design to achieve a sustainable infrastructure during ist life-cycle." In IABSE Symposium, Guimarães 2019: Towards a Resilient Built Environment Risk and Asset Management. Zurich, Switzerland: International Association for Bridge and Structural Engineering (IABSE), 2019. http://dx.doi.org/10.2749/guimaraes.2019.0258.
Full textJerez, Susana, Analía Medina, Gabriela Alarcón, Liliana Sierra, and Mirta Medina. "Chia Seed Oil Intake: Is It Beneficial for Preventing Cardiovascular Risk Factors?" In la ValSe-Food 2021. Basel Switzerland: MDPI, 2021. http://dx.doi.org/10.3390/blsf2021008007.
Full textCalvello, Michele. "From the Observational Method to “Observational Modelling” of Geotechnical Engineering Boundary Value Problems." In Geo-Risk 2017. Reston, VA: American Society of Civil Engineers, 2017. http://dx.doi.org/10.1061/9780784480731.008.
Full textScott, Bradley J. "Risk-Informed In-Service Testing Programs." In ASME/NRC 2017 13th Pump and Valve Symposium. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/pvs2017-3527.
Full textSousa e Silva, D., and A. Betâmio de Almeida. "Living with dam-break flood risk: the case of a Portuguese dam-valley system." In RISK ANALYSIS 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/risk060221.
Full textWang, Hanning, and Zhiyin Yang. "Value Investing or Speculation: the Test of Chinese Investors' Stock-picking-On the Choice of Tax Policy to Promote Value Investment." In Fifth Symposium of Risk Analysis and Risk Management in Western China (WRARM 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/wrarm-17.2017.21.
Full textWilliams, S. "Keynote Address: Geosteering: Where are we? Where are we Going?" In Geosteering and Well Placement Workshop - Geosteering: Balancing Value and Risk. Netherlands: EAGE Publications BV, 2010. http://dx.doi.org/10.3997/2214-4609.20144230.
Full textScott, Jason, and F. Salamov. "Geosteering - The Key to Late Life Appraisal on a Giant Producing Field." In Geosteering and Well Placement Workshop - Geosteering: Balancing Value and Risk. Netherlands: EAGE Publications BV, 2010. http://dx.doi.org/10.3997/2214-4609.20144231.
Full textDenichou, J.-M., E. Stueland, C. Dupuis, and N. Stevenson. "When Production Strategy based on Latest Well Placement Solutions Successfully Lead to the Re-development of a Previously Abandoned Oil Field on the Norwegian Continental Shelf." In Geosteering and Well Placement Workshop - Geosteering: Balancing Value and Risk. Netherlands: EAGE Publications BV, 2010. http://dx.doi.org/10.3997/2214-4609.20144232.
Full textAl-Ghareeb, Aisha, R. Kotecha, A. Omran, P. Mukherjee, M. Anandan, and M. Hafez. "Geophysical Support to a Challenging Horizontal Drilling- A Case History from SE Kuwait." In Geosteering and Well Placement Workshop - Geosteering: Balancing Value and Risk. Netherlands: EAGE Publications BV, 2010. http://dx.doi.org/10.3997/2214-4609.20144233.
Full textReports on the topic "Valle at risk"
Santos, Tano, and Pietro Veronesi. Cash-Flow Risk, Discount Risk, and the Value Premium. Cambridge, MA: National Bureau of Economic Research, December 2005. http://dx.doi.org/10.3386/w11816.
Full textSimpson, D. E. The societal impact value of risk. Office of Scientific and Technical Information (OSTI), April 1995. http://dx.doi.org/10.2172/80993.
Full textAdrian, Tobias, and Hyun Song Shin. Procyclical Leverage and Value-at-Risk. Cambridge, MA: National Bureau of Economic Research, April 2013. http://dx.doi.org/10.3386/w18943.
Full textShin, Hyun-Han, and Rene Stulz. Firm Value, Risk, and Growth Opportunities. Cambridge, MA: National Bureau of Economic Research, July 2000. http://dx.doi.org/10.3386/w7808.
Full textSanghvi, Anuj, Ryan Cryar, Jordan Smart, Nate Evans, Amanda Joyce, and Stephanie Jenkins. Hydropower Cybersecurity Value-at-Risk Framework. Office of Scientific and Technical Information (OSTI), February 2023. http://dx.doi.org/10.2172/1924011.
Full textJohnson, Jennifer. Intimate Partner Violence Risk Assessment: The Additive Value of Victim Reported Risk. Portland State University Library, January 2000. http://dx.doi.org/10.15760/etd.7416.
Full textEngle, Robert, and Simone Manganelli. CAViaR: Conditional Value at Risk by Quantile Regression. Cambridge, MA: National Bureau of Economic Research, September 1999. http://dx.doi.org/10.3386/w7341.
Full textBorbinha, José. D4.4 Report on Risk, Benefit, Impact and Value. Collaboration to Clarify the Costs of Curation, November 2014. http://dx.doi.org/10.7207/4c-4.4.
Full textBauer, Daniel, Darius Lakdawalla, and Julian Reif. Mortality Risk, Insurance, and the Value of Life. Cambridge, MA: National Bureau of Economic Research, September 2018. http://dx.doi.org/10.3386/w25055.
Full textChandra, Amitabh, and Andrew Samwick. Disability Risk and the Value of Disability Insurance. Cambridge, MA: National Bureau of Economic Research, September 2005. http://dx.doi.org/10.3386/w11605.
Full text