Essays about: "Coherent Risk Measures"

Showing result 1 - 5 of 15 essays containing the words Coherent Risk Measures.

  1. 1. Government Support for Semiconductors & International Trade Disciplines - Proposed Chips Act for Europe within the Frame of WTO Commitments

    University essay from Lunds universitet/Institutionen för handelsrätt

    Author : Matthew Langdon; [2022]
    Keywords : subsidies; semiconductors; chips; EU; Chips Act; Subsidies and Countervailing Measures Agreement; WTO; DRAMS; R D; trade disputes; GATT; Chips Fund; Law and Political Science;

    Abstract : The global semiconductor industry has benefited from a period of intense geographic specialization, yet faces the growing prospect of a new era of turbulence in international trade relations. Severely disrupted by exogenous shocks in global supply chains, the ability of the industry to cater to ceaseless demand growth is jeopardized by an increasing number of initiatives proposed for most industrialized economies to subsidize domestic development and production of semiconductors. READ MORE

  3. 2. Distributional justice in Swedish-global value chain partnerships for sustainable textile production : A case study on economic distribution within the Sweden Textile Water Initiative

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Ingrid Myhr Radell; [2021]
    Keywords : RSCM; PPDP; sustainability; textiles; partnerships; investments; value chain; RSCM; PPDP; hållbarhet; textil; partnerskap; investeringar; värdekedja;

    Abstract : Due to the textile industry’s polluting impact on aquatic environments the Sweden Textile Water Initiative (STWI) was established. This Sida funded collaboration between SIWI (Stockholm International Water Institute), Swedish fashion brands and their suppliers received international recognition for their success in achieving tangible environmental results after implementing sustainability measures at the suppliers. READ MORE

  4. 3. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures

    University essay from KTH/Matematisk statistik

    Author : Andreas Prastorfer; [2020]
    Keywords : Risk Management; Portfolio Optimization; Conditional Value-at-Risk; Coherent Distortion Riks Measures; Elliptical Distribution; GARCH model; Normal Copulas; Extreme Value Theory; Risk Contributions; Riskhantering; Portföljoptimering; Conditional Value-at-Risk; Koherenta distortionsriskmått; Elliptiska fördelningar; GARCH modeller; Normal-copula; Extremvärdes teori; Riskbidrag;

    Abstract : This master's thesis studies portfolio optimization using linear programming algorithms. The contribution of this thesis is an extension of the convex framework for portfolio optimization with Conditional Value-at-Risk, introduced by Rockafeller and Uryasev. READ MORE

  5. 4. Climate Smart Risk Reduction in Urban Areas: A Review of factors for integrating Disaster Risk Reduction and Climate Change Adaptation within the context of urban Resilience

    University essay from Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Author : Fariba Toufani; [2019]
    Keywords : Disaster Risk Reduction; Climate Change Adaptation; Integration; Urban Resilience; 100 Resilient Cities; Technology and Engineering;

    Abstract : In recent years, the drawbacks of parallel systems in Disaster Risk Reduction (DRR) and Climate Change Adaptation (CCA) have been acknowledged in professional and academic communities, where the need for integration of the two fields in connection to development has been stressed. In this regard, the concept of resilience as an antithesis of risks has also been considered. READ MORE

  6. 5. Multiple Sides, Multiple Challenges : The Need for a Uniform Approach in Defining the Relevant Product Market in Abuse of Dominance Cases on Multi-Sided Markets

    University essay from Uppsala universitet/Juridiska institutionen

    Author : Jacob Giesecke; [2018]
    Keywords : Multi-sided markets; multi sided markets; multisided markets; two-sided markets; two sided market; multi-sided platforms; platform; platforms; abuse of a dominant position; google shopping; google search; market definition; relevant product market; google; flersidiga marknader; tvåsidiga marknader; missbruk av dominerande ställning; dominans; marknadsavgränsning; relevant produktmarknad; plattformar; google search; google shopping; google;

    Abstract : The study shows that multi-sided markets pose difficulties when the relevant product market is to be defined. These difficulties pertain to two questions. The first question is whether one or several markets should be defined. In this regard, it is not easy to extract a coherent method from the cases examined. READ MORE