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Reforming the German Civil Servant Pension Plan

Raimond Maurer, Olivia S. Mitchell, and Ralph Rogalla

in The Future of Public Employee Retirement Systems

Published in print:
2009
Published Online:
February 2010
ISBN:
9780199573349
eISBN:
9780191721946
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199573349.003.0009
Subject:
Business and Management, Public Management, Pensions and Pension Management

This chapter analyzes the risks and rewards of moving from an unfunded defined benefit pension system to a funded plan for civil servants in Germany, allowing for alternative portfolio mixes using a ... More


Portfolio Construction with Downside Risk

Harald Lohre, Thorsten Neumann, and Thomas Winterfeldt

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0012
Subject:
Economics and Finance, Financial Economics

Portfolio construction seeks an optimal tradeoff between a portfolio's mean return and its associated risk. Since risk may not be properly described by return volatility, portfolios are optimized in ... More


Measuring and Managing Market Risk

Christoph Kaserer

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0015
Subject:
Economics and Finance, Financial Economics

Market risk, which is caused by fluctuating market prices, is an extremely important risk not only for all institutional investors but also for large corporations and wealthy individuals. Therefore, ... More


Measuring and Managing Federal Financial Risk

Deborah Lucas (ed.)

Published in print:
2010
Published Online:
February 2013
ISBN:
9780226496580
eISBN:
9780226496597
Item type:
book
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226496597.001.0001
Subject:
Economics and Finance, Econometrics

The U.S. government is the world's largest financial institution, providing credit and assuming risk through diverse activities. But the potential cost and risk of these actions and obligations ... More


Reducing the White-Space

Yossi Sheffi

in The Power of Resilience: How the Best Companies Manage the Unexpected

Published in print:
2015
Published Online:
May 2016
ISBN:
9780262029797
eISBN:
9780262330626
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262029797.003.0003
Subject:
Economics and Finance, Financial Economics

The 2011 Japanese quake affected many companies and illustrates the growing problem with deep-tier supply chain disruptions in which the suppliers of suppliers are affected. Chapter 3 examines GM’s ... More


Evaluating Cash Flow at Risk

Lars Oxelheim and Clas Wihlborg

in Corporate Decision-Making with Macroeconomic Uncertainty: Performance and Risk Management

Published in print:
2008
Published Online:
May 2009
ISBN:
9780195335743
eISBN:
9780199868964
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195335743.003.0007
Subject:
Economics and Finance, Financial Economics

Risk associated with a particular macroeconomic variable depends not only on the firm's exposure to it, but also on the degree of uncertainty about the variable, and its relation with other variables ... More


Testing for Strategic Manipulation of Economic and Financial Data

Charles C. Moul and John V. C. Nye

in Benford's Law: Theory and Applications

Published in print:
2015
Published Online:
October 2017
ISBN:
9780691147611
eISBN:
9781400866595
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691147611.003.0013
Subject:
Mathematics, Probability / Statistics

This chapter surveys applications of Benford's law within economics, such as its use in investigating the validity of macroeconomic data series. It argues that, given the strong interest in strategic ... More


Risks in Value-at-Risk

Kent Osband

in Pandora's Risk: Uncertainty at the Core of Finance

Published in print:
2014
Published Online:
November 2015
ISBN:
9780231151733
eISBN:
9780231525411
Item type:
chapter
Publisher:
Columbia University Press
DOI:
10.7312/columbia/9780231151733.003.0010
Subject:
Economics and Finance, Financial Economics

This chapter presents the flaws of Value-at-Risk methodology—a statistical technique used to measure the level of financial risk within a firm or investment portfolio over a specific time frame. ... More


Resizing Risks

Kent Osband

in Pandora's Risk: Uncertainty at the Core of Finance

Published in print:
2014
Published Online:
November 2015
ISBN:
9780231151733
eISBN:
9780231525411
Item type:
chapter
Publisher:
Columbia University Press
DOI:
10.7312/columbia/9780231151733.003.0011
Subject:
Economics and Finance, Financial Economics

This chapter presents ways in which Value-at-Risk (VaR) can become useful in calculating financial risk. VaR may yield efficient results in measuring risk by applying range measures, implied ... More


Value Based Enterprise Risk Management Practices*

Torben Juul Andersen, Maxine Garvey, and Oliviero Roggi

in Managing Risk and Opportunity: The Governance of Strategic Risk-Taking

Published in print:
2014
Published Online:
June 2014
ISBN:
9780199687855
eISBN:
9780191767333
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199687855.003.0004
Subject:
Economics and Finance, Financial Economics

This chapter presents the extensive enterprise risk management processes at work. After discussing why proactive risk management is important for value generation, the chapter links the traditional ... More


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