نویسنده موضوع: 2 تعدادی مقاله ریسک مالی 2012  (دفعات بازدید: 6782 بار)

آفلاین مهدی رخشانی

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    • HesabdariArshad.mihanblog.com
  • دانشگاه: آزادیزد زیرنظرعلوم تحقیقا
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2 تعدادی مقاله ریسک مالی 2012
« : آوریل 12, 2012, 22:47:29 »
AA Shehu - pucsp.brAbstract: This paper tried to unveil the multifarious risks that were contained in pension fund
investment. Apart from analyzing the exchange rate risk that affects the optimal value of
pension funds firms, the content of the paper revealed two major risks: financial market



D Kraal - Asian Journal of Finance & Accounting, 2012 - macrothink.org
Abstract The purpose of this paper is to examine the extent to which the statutory accounts of
industry superannuation funds reported risk in 2007, required by the new Australian
accounting standard AASB 7-Financial Instruments: Disclosures. This study tests our




MC Stephens - Banking and Finance Law Review, 2012 - perpustakaan.depkeu.go.id
Two striking themes characterize the current state of international economic development:
the desire to create an inclusive financial system and the introduction of technology-driven
services and products that have, in many parts of the world, led to unprecedente
M Schmitz - 2012 - martinschmitz.org
Abstract In light of rapidly increasing foreign equity liability positions of emerging market
economies, we test for a necessary condition of international risk sharing, namely for
systematic patterns between idiosyncratic output fluctuations and financial market
J Lu - 2012 - cenet6.nsd.edu.cn
Abstract We investigate the link between firm size and risk-taking among financial
institutions during the period of 1998-2008 and make four contributions. First, size is
positively correlated with risk-taking measures even when controlling for other observable
C Huber, H Schmeiser… - verdi.unisg.ch
First, I would like to sincerely thank my supervisor, Prof. Dr. Hato Schmeiser, for his
exceptional support and instrumental guidance during the development of this thesis and for
providing a fruitful research environment with outstanding working conditions and strong
A Chudik, M Fratzscher - 2012 - dallasfed.com
Abstract The paper analyses the transmission of liquidity shocks and risk shocks to global
financial markets. Using a Global VAR methodology, the findings reveal fundamental
differences in the transmission strength and pattern between the 2007-08 financial crisis
A Kulathunga - 2012 - gradworks.umi.com
Abstract: The impact and cost of the recent global financial crisis of 2007+ was staggering
when compared to previous financial crisis. One of the critical repercussions was loss of
public and investor confidence in the soundness and stability of large, too big to fail




JW Hsu… - irs.princeton.edu
Abstract The knowledge and reasoning ability needed to manage one's finances is a form of
human capital. Alzheimer's disease and other dementias cause progressive declines in
cognition that lead to a complete loss of functional capacities. This poses enormous
N Frikha - 2012 - hal-polytechnique.archives-ouvertes …
In this paper, we study theoretical and computational aspects of risk minimization in financial
market models operating in discrete time. To define the risk, we consider a class of convex
risk measures defined on $ L^{p} $ in terms of shortfall risk. Under simple assumptions




K Kiviluoto, E Oja… - cis.legacy.ics.tkk.fi
Assessing the probability of bankruptcy of an enterprise is one of the key issues in a credit
granting decision. Besides analyzing the strategy, personnel etc. of the rm, the nanciers
usually perform an analysis of the nancial statements using some mathematical model.
FF Vázquez… - 2012 - papers.ssrn.com
Abstract: This paper analyzes the evolution of bank funding structures in the run up to the
global financial crisis and studies the implications for financial stability, exploiting a bank-
level dataset that covers about 11,000 banks in the US and Europe during 2001–09.


RR Chen, NK Chidambaran, M Imerman… - 2012 - papers.ssrn.com
Abstract: Assumptions underlying structural credit risk models make it difficult to apply them
for estimating default risk of financial institutions, given their complex liability structures and
ongoing debt refinancing requirements. We develop a structural model of bank default risk




A Avadanei - EDITORIAL BOARD - cse.uaic.ro
Abstract: The financial crisis followed by the recession has adversely affected the quality of
Romanian banking assets. The aim of this paper is to point out the implications of credit risk
in the Romanian banking system following the accelerate dynamics of credit activity



Algorithmic estimation of risk factors in financial markets with stochastic drift [nofollow]


http://www.math.uwaterloo.ca/~dsaunder/Site/Publications_files/Risk-Factor-Stochastic-Drift.pdf [nofollow]
J Hernández, D Saunders… - Computers & Operations Research, 2012 - ElsevierWe assume a financial market governed by a diffusion process reverting to a stochastic
mean which is itself governed by an unobservable ergodic diffusion, similar to those

observed in electricity and other energy markets. We develop a moment method algorithm
DM Osterrieder - arno.uvt.nl
Returns on financial markets are risky. Investors in financial markets are uncertain about the
future value of their investment. We distinguish between two types of risk, discount-factor
and cash-flow risk (Campbell and Vuolteenaho, 2004). Financial market agents discoun
SA Lumpkin - 2012 - oecd.org
... 2 Page 2. 2 Risk is inherent to financial intermediation Banks Securities Insurers Purpose Banks •
 Lending • Maturity transformation • => credit risk, liquidity risk, market risk Securities firms •
 Mark-to- market basis • Short-term funding • => Funding and liquidity risk
A Nowobilski - 2012 - econweb.umd.edu
Abstract I integrate a financial sector engaging in liquidity transformation into a New
Keynesian dynamic stochastic general equilibrium model. In particular, financial firms issue
demandable debt against illiquid assets. Liquidity transformation subjects financial firms to
S Chantarat - 2012 - crawford.anu.edu.au
... Demand determinants (+) familiarity with fn. product (+) with interacting financial experience with
 risk aversion (+) perceived loss profile (+) expected loss (+) wealth (wealth eff.) (-) perceived
 basis risk (+) credit constraint (buffer stock) Premium Vs. Chosen Coverage
SK Biswal, A Samantaray… - International  …, 2012 -  …
Abstract A firm's profitability is determined partly by way of its receivables management. An
efficient management of receivables will yield significant results and its neglect can be
highly dangerous to any firm. A sample of thirty two pharmaceutical companies are
B Köksal [nofollow]… - 2012 - papers.ssrn.com
Abstract: This study compares the performance of the widely used risk measure Value-at-
Risk (VaR) across a large sample of developed and developing countries. The performance
of the VaR is assessed by both unconditional and conditional tests of Kupiec and




C Pacifici, L White… - my.psychologytoday.com
In recent years, a growing number of initiatives have been aimed at increasing financial
literacy among youth in America. However, these efforts have tended to target mainstream
populations, and failing to adequately address the backgrounds, learning, and



حضرت علی ( ع) : تا آنجا که بدانید، ب

آفلاین nadia222

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پاسخ : 2 تعدادی مقاله ریسک مالی 2012
« پاسخ #1 : سپتامبر 15, 2013, 23:16:35 »
سلام. مرسی از راهنمایی شما. شما کار مشاوره و نگارش پایان نامه انجام میدید؟

آفلاین مهدی رخشانی

  • کاربر جدید
  • *
  • سپاسگزاری ها
  • -تشکر کرده: 1
  • -تشکر شده: 29
  • ارسال: 44
  • امتیاز های کاربر: 37
    • HesabdariArshad.mihanblog.com
  • دانشگاه: آزادیزد زیرنظرعلوم تحقیقا
  • مقطع تحصیلی: کارشناسی ارشد
پاسخ : 2 تعدادی مقاله ریسک مالی 2012
« پاسخ #2 : سپتامبر 15, 2013, 23:52:16 »
با سلام
تا اندازه ای که اطلاعات داشته باشم میتونم راهنماییتون کنم
یا ایمیل بزنین یا میتونین با شماره های 09135163696 و 03518112481   تماس بگیرید.
حضرت علی ( ع) : تا آنجا که بدانید، ب

تالار گفتگوی حسابداری

پاسخ : 2 تعدادی مقاله ریسک مالی 2012
« پاسخ #2 : سپتامبر 15, 2013, 23:52:16 »

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