Decreasing absolute prudence: Characterization and applications to second-best risk sharing

In this paper, we provide two basic properties of utility functions u which exhibit decreasing absolute prudence i.e. (− u/u″)′ ≤ 0. These properties are used to examine the allocation of risks in an economy when some agents bear non-transferable risks. We show that it is fair Pareto-efficient to let those with a non-transferable risk bear relatively less of the transferable risk in the economy if and only if absolute prudence is decreasing. In another model, there is a complete set of contingent markets, but some agents have no direct access to them. We examine the fair efficient allocation of risk in a pool gathering a trader and a non-trader. Decreasing absolute prudence provides an upper bound to the share of the pool's risk that should be borne by the trader.     

基于熵权的信息工程监理风险评估

本文利用模糊评判方法对信息工程监理进行风险评估，对各风险因素分别从风险发生的概率和风险产生的影响两方面进行评估。采用熵权系数法对风险因素的权重进行客观计算，克服了专家评判的主观性。通过实例分析表明该方法是有效和实用的。     

金融生态建设与信贷风险控制——一个基于破产金融机构信贷风险的实证分析

金融生态建设是一项长期的、复杂的系统工程,金融生态环境与银行信贷风险息息相关。本文通过对破产金融机构信贷风险的实证分析,指出我国县域金融机构金融生态的劣质性主要是制度性欠缺导致的,其中的关键是管理制度不规范,包括行政制度、信贷制度、法律制度与信用制度的缺失,从而导致信贷风险等一系列问题的发生。最后,本文提出金融生态的改良必须彻底转换政府理念,实施金融机构战略转型,并在全社会推进信用工程建设。     

供应链风险管理与企业风险管理之比较

在概念、分类上对供应链风险与企业风险作了比较;分析了它们各自的风险来源、后果;并就供应链风险管理与企业风险管理的特点、目的、程序、方法进行了深入探讨;提出供应链风险防范与对策。     

基于模糊数学的内部审计参与风险管理研究

内部审计在企业风险管理的地位和作用日益突出。开展风险管理已是内部审计的主要职责。运用模糊数学方法,内部审计能对一个企业面临的风险及其全面风险管理水平有很好的评价和衡量作用,能够帮助企业管理层完善企业风险管理框架,形成更加有效的决策,更好地识别和应对风险以实现组织目标。     

基于供应链风险管理的食品供应商选择

从供应链风险管理的角度.对食品供应商选择的影响因素进行分析.运用层次分析法(AHP)建立食品供应商选择方案的评价指标体系及评价模型.井应用模糊理论进行模糊综合评价。结合算例.较好地解决了供应链风险管理下食品供应商的选择问题。     

Cross-sectional earnings risk and occupational sorting: The role of risk attitudes

This paper investigates to what extent individuals' risk preferences are correlated with the cross-sectional earnings risk of their occupation. We exploit data from the German Socio-Economic Panel, which contains a direct survey question about willingness to take risks that has been shown to be a behaviorally valid measure of risk aversion. As a measure of earnings risk, we use the cross-sectional variation in earnings that is left unexplained by human capital variables in Mincerian wage regressions. Our evidence shows that individuals with low willingness to take risks are more likely to work in occupations with low earnings risk. This pattern is found regardless of the level of occupation categories, region, gender and labor market experience.     

供应链风险预警指标体系研究

分析了供应链风险及其预警机制，提出了供应链风险预警指标体系设计思路，明确了供应链风险预警指标体系设计四项原则：灵敏性原则、灵活性原则、综合性原则、定性和定量指标相结合原则，构建了供应链风险预警指标体系，最后给出了一种供应链风险预警的综合评价方法。     

The price relationship between organic and non-organic vegetables in the U.S.: evidence from Nielsen scanner data

This study investigates price relationships between organic and conventional carrots, tomatoes, and lettuce in the U.S. utilizing Nielsen scanner data from 2006–2015. We employ a threshold vector error correction model (TVECM), threshold vector autoregressive model (TVAR), and threshold cointegration test to test whether market integration exists between organic and conventional vegetables as well as the existence of asymmetric price transmission. The results find positive long-run relationships between organic and conventional prices of carrots and tomatoes and show the existence of asymmetric price transmission in price pairs of lettuce and tomatoes. Our findings suggest that the price relationship between organic and conventional vegetables varies by characteristics, such as shelf life, volatility in the price premium, and substitutability.     

操作风险管理的相关研究:问题与争议

在当前的金融格局下,除了信用风险和市场风险外,操作风险的影响及其产生的破坏力进一步加大,因此,我们应加强操作性风险的监控和管理.有关学者和从业者在操作风险界定、度量工具和管理手段方面进行了研究.随着新协议的正式公布和逐步实施,以及我国银行业对外开放步伐的不断加快,新业务的不断推出,我国商业银行面临的操作风险压力越来越大,只有及早转变风险管理理念,积极引入操作风险管理,尽快建立一个有效的操作风险管理体系,才能保持我国金融体系的安全、稳健发展.