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» Maturity-independent risk measures
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ICSE
1999
IEEE-ACM
14 years 1 months ago
Polymorphism Measures for Early Risk Prediction
Abstract. Polymorphism is a key feature of the objectoriented paradigm. However, polymorphism induces hidden forms of class dependencies, which may impact software quality. In this...
Saïda Benlarbi, Walcélio L. Melo
CORR
2008
Springer
66views Education» more  CORR 2008»
13 years 8 months ago
A Novel Approach to Formulae Production and Overconfidence Measurement to Reduce Risk in Spreadsheet Modelling
Research on formulae production in spreadsheets has established the practice as high risk yet unrecognised as such by industry. There are numerous software applications that are d...
Simon R. Thorne, David Ball, Zoe Lawson
ORL
2010
93views more  ORL 2010»
13 years 7 months ago
Internal vs. external risk measures: How capital requirements differ in practice
: We compare capital requirements derived by tail conditional expectation (TCE) with those derived by tail conditional median (TCM) and find that there is no clear-cut relationship...
Martin Eling, Luisa Tibiletti
DA
2010
74views more  DA 2010»
13 years 8 months ago
Measuring Risk Aversion in a Name-Your-Own-Price Channel
Ali E. Abbas, Il-Horn Hann