Attribution Analysis of Bull/Bear Alphas and Betas with Applications to Downside Risk Management

2011 ◽  
Author(s):  
Andreas Steiner
Keyword(s):  
Risk Management ◽  
Downside Risk ◽  
Attribution Analysis

Risk management of a renewable-based compressed air energy storage system using downside risk constraints approach

2020 ◽  
Vol 161 ◽  
pp. 470-481
Author(s):  
Huanan Liu ◽  
Dongmin Yu ◽  
Rijun Wang ◽  
As’ad Alizadeh ◽  
Sayyad Nojavan ◽  
...  
Keyword(s):  
Risk Management ◽  
Energy Storage ◽  
Storage System ◽  
Energy Storage System ◽  
Downside Risk ◽  
Compressed Air ◽  
Compressed Air Energy Storage

Decentralized Downside Risk Management

2008 ◽  
Author(s):  
Andrea Reed ◽  
Cristian Ioan Tiu ◽  
Uzi Yoeli
Keyword(s):  
Risk Management ◽  
Downside Risk

Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk

2014 ◽  
Vol 18 (1) ◽  
pp. 68-86 ◽  
Author(s):  
Yijia Lin ◽  
Ken Seng Tan ◽  
Ruilin Tian ◽  
Jifeng Yu
Keyword(s):  
Risk Management ◽  
Downside Risk ◽  
Defined Benefit ◽  
Basis Risk ◽  
Benefit Plan

Decentralized Downside Risk Management

2009 ◽  
Author(s):  
Andrea Reed ◽  
Cristian Ioan Tiu ◽  
Uzi Yoeli
Keyword(s):  
Risk Management ◽  
Downside Risk

scholarly journals Downside risk management in the postal sector

Tehnika ◽  
2019 ◽  
Vol 74 (4) ◽  
pp. 559-566
Author(s):  
Vladimir Simić ◽  
Branka Dimitrijević
Keyword(s):  
Risk Management ◽  
Downside Risk ◽  
Postal Sector

scholarly journals Advancing real estate decision making: understanding known, unknown and unknowable risks

2018 ◽  
Vol 36 (4) ◽  
pp. 373-384
Author(s):  
David Higgins ◽  
Treshani Perera
Keyword(s):  
Decision Making ◽  
Risk Management ◽  
Real Estate ◽  
Downside Risk ◽  
Content Type ◽  
Management Framework ◽  
Risk Management Framework ◽  
Risk Framework ◽  
Management Techniques ◽  
Risk Categories

Purpose Whilst existing literature on real estate risk management focusses almost exclusively on holistic risk management techniques, documented increases in frequency and magnitude of unforeseen, rare and extreme events can throw up sudden, unexpected shocks that can challenge recognised real estate decision-making strategies. The paper aims to discuss this issue. Design/methodology/approach To advance real estate decision-making practice in this area, this research paper takes the skilfully conceptualised downside risk framework presented by Diebold et al. (2010), being the known (K), the unknown (u) and the unknowable (U) risk categories, to provide a blueprint for effective real estate decision making in a changing global environment. Findings In recording categories of risk, managing uncertainty can be achieved by an interrelated approach of adaption, robustness and resilience. This is important part of a real estate manager’s decision-making toolkit as risk recognition and knowledge of KuU event categories can augment an effective management strategy. Originality/value The mastery of modern real estate risk management can be better served by understanding and managing extreme downside risk events. Creating a comprehensive risk management framework can enhance comparative real estate performance whereby unprepared competitors fail in a world increasingly affected by large, highly improbable and unpredictable events.

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