Browsing by Keywords "Risk analysis"
Now showing items 1-5 of 5
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An alternative method to measure the likelihood of a financial crisis in an emerging market
(Elsevier BV, 2007)This paper utilizes an early warning system in order to measure the likelihood of a financial crisis in an emerging market economy. We introduce a methodology, where we can both obtain a likelihood series and analyze the ... -
Cognitive and emotional representations of terror attacks: a cross-cultural exploration
(Wiley-Blackwell Publishing, 2007)A questionnaire measuring cognitive and affective representations of terror risk was developed and tested in Turkey and Israel. Participants in the study were university students from the two countries (n = 351). Four ... -
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
(Elsevier B.V., 2017)This paper investigates the time-varying equicorrelations and risk spillovers between crude oil, gold and the Dow Jones conventional, sustainability and Islamic stock index aggregates and 10 associated disaggregated Islamic ... -
Risk-averse control of undiscounted transient Markov models
(Society for Industrial and Applied Mathematics, 2014)We use Markov risk measures to formulate a risk-averse version of the undiscounted total cost problem for a transient controlled Markov process. Using the new concept of a multikernel, we derive conditions for a system to ... -
A Stackelberg game model for resource allocation in cargo container security
(Springer, 2011)This paper presents a game theoretic model that analyzes resource allocation strategies against an adaptive adversary to secure cargo container transportation. The defender allocates security resources that could interdict ...
