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Моделирование оптимального хеджирующего соотношения с учетом междневного и внутридневного рисков торговых позиций
С. 191–193.
Sirotkin I., Penikas H. I.
In book
СПб.: Издательство Нестор-История, 2013.
Bardin L., Юридический мир 2026 № 8 (356) С. 34–37
This article analyzes certain legislative provisions and scientific publications related to addressing risks associated with providing qualified legal assistance to organizations. Proposals are made for measures to prevent risks for both organizations and individuals providing legal assistance. A proposal is made regarding the need for a number of legislative amendments to minimize these risks. ...
Added: August 12, 2026
Бояров Е. Н., Абрамова С. В., Шитов Э. Н. et al., В кн.: Приморские зори - 2024: Международные научные чтения: сборник научных трудов, Владивосток, 18–20 апреля 2024 года.: Владивосток: Дальневосточный федеральный университет, 2024. С. 166–170.
В статье проведен анализ необходимости и эффективности применения современных средств, в частности искусственного интеллекта и больших данных, в процессах моделирования управления производственными и профессиональными рисками. Рассматривается, каким образом интеграция передовых технологических решений способствует повышению точности прогнозирования потенциальных рисков, а также обеспечивает оптимизацию ресурсов и процессов управления рисками в организациях. Освещаются основные этапы построения моделей управления ...
Added: September 24, 2025
Lapteva A., Законодательство 2025 № 6 С. 11–17
The purpose of this article is to research the problems associated with the risky nature of investments.
The author analyzes the concept of "risk" and its features in relation to investment activities. In particular, it is suggested the definition if the investment risk as the possibility of both favorable and unfavorable property consequences, as a result ...
Added: August 8, 2025
Петрановский И. А., Вестник экономического правосудия Российской Федерации 2025 № 4 С. 127–154
Статья посвящена проблеме распределения риска исполнения ненадлежащему лицу, когда должник исполняет свое обязательство не кредитору, а третьему лицу, выдающему себя за кредитора. Прежде всего исследуются сложные случаи распределения соответствующего риска, когда ни должник, ни кредитор «не виноваты» в том, что должник исполняет третьему лицу, обладающему статусом видимого кредитора, а также когда и должник, и кредитор в ...
Added: April 14, 2025
Maron A., Марон М. А., Казьмина А. А., Бизнес-информатика 2024 Т. 18 № 2 С. 67–77
This article is devoted to the problem of theoretical and information support for decision-making in strategic management of raw material procurement processes. The study is timely, because there is currently significant volatility in prices for raw materials. This poses very difficult challenges for managers. Finding solutions is one of the most important areas of business ...
Added: October 4, 2024
Klementiev A., Вестник Пермского университета. Юридические науки 2024 № 3(65) С. 419–447
Introduction: there is no unity of approach to the concept of ‘derivative’ as a legal category in doctrine and in legislation. When defining the term ‘derivative financial instrument’, economists and financial experts base their definitions on the non-legal attribute of price derivativeness as well as on maturity of the assets. Purpose: to analyze approaches to ...
Added: October 2, 2024
Anlló H., Bavard S., Benmarrakchi F. et al., Nature Human Behaviour 2024 Vol. 6 No. 8 P. 1554–1567
Recent evidence indicates that reward value encoding in humans is highly context dependent, leading to suboptimal decisions in some cases, but whether this computational constraint on valuation is a shared feature of human cognition remains unknown. Here we studied the behaviour of n = 561 individuals from 11 countries of markedly different socioeconomic and cultural makeup. Our findings ...
Added: July 17, 2024
Белов М. Д., Социология власти 2024 Т. 36 № 1 С. 29–43
This article is devoted to the consideration of rationality as one of the key characteristics of Michel Foucault’s concept of governmentality and related contradictions both inside and outside Foucauldian theory. Using risk theory, the author explores the possibility of the existence of multiple rationality in governmentality and offers a solution to the contradiction within Foucauldian ...
Added: June 16, 2024
Shults V., Чернов И. В., Кульба В. В. et al., Национальная безопасность / nota bene 2023 № 5 С. 36–61
The article deals with the study of methodological problems of increasing the efficiency of planning and management of ensuring the national security of the Russian Federation in context of uncertainty and risk. The results of the analysis of the main features of national security as a subject area and a complex object of public administration ...
Added: January 17, 2024
Коновалова П. В., Филатов А. Ю., В кн.: Системное моделирование социально-экономических процессов: труды 46-ой международной научной школы-семинара, г. Уфа, 9 - 15 октября 2023 г.: Воронеж: Истоки, 2024. С. 7–8.
Added: January 10, 2024
Hanif W., Andraz J. M., Gubareva M. et al., International Review of Economics and Finance 2024 Vol. 89 P. 1–16
This paper studies the hedge against falling oil prices and the safe haven properties of fourteen major country-specific real estate investment trusts (REITs) indices for the Asian, American, European, and worldwide geographies. Our analyses are performed from both, returns and conditional volatility perspectives. Our sample spans from January 2016 until August 2022, covering the COVID-19 ...
Added: July 31, 2023
Bossman A., Gubareva M., Teplova T., Resources Policy 2023 Vol. 82 Article 103515
This study examines the asymmetric relationships between EU sectoral stocks and oil, oil implied volatility, geopolitical risk, and market sentiment during turbulent times of geopolitical unrest. In a set of parametric and nonparametric quantile-based techniques, we employ daily data on eleven sectors of economic activity in addition to crude oil prices (WTI) and three sentiment-driven ...
Added: June 22, 2023
Vatletsov S., Юридическая наука и практика: Вестник Нижегородской академии МВД России 2019 № 2 (46) С. 10–15
The article deals with an attempt of defining and analyzing the phenomenon of hypernormalization of the language of law as a prevailing of normalized, overclichéd abstract language elements in the speech of lawyers. The author argues that hypernormalization is predetermined with the previous stage of the language development - the Soviet period. It misconceptionalizes and ...
Added: March 2, 2023
Kalmychkova E. N., В кн.: Ежегодная научная конференция Ломоносовские чтения-2018 Секция экономических наук «Цифровая экономика: Человек, технологии, институты». Сборник тезисов выступлений.: М.: Экономический факультет МГУ им. М.В. Ломоносова, 2018. С. 29–37.
Added: July 28, 2022
Асмолов К. В., Soloviev A., Международная аналитика 2021 Т. 12 № 2 С. 49–73
The discourse of "strategic autonomy," going rounds in the Republic of Korea in recent years, has yet to undergo deep theoretical conceptualization. This article attempts to fill this gap by examining the South Korean discourse of "middlepowermanship", which sprouted the discourse of "strategic autonomy"; besides, the authors undertake socio-historical analysis of Korean perceptions of concept of ...
Added: January 27, 2022
Галанов В. А., Galanova A., Научные исследования и разработки. Экономика фирмы 2021 № 4(37) С. 55–62
Joint-stock company is the pinnacle of development of organizational forms of functioning of private capital. Having emerged at a certain stage in the development of the market, a joint-stock company has become the leading form
of concentration of private capital and the main source of their further growth including the form of citizens’ money savings. The expansion of the ...
Added: January 4, 2022
Gavrilov K. A., Бутынко М. В., Социологический журнал 2021 Т. 27 № 4 С. 146–168
The article presents the results of using the “psychometric paradigm” methodology (P. Slovic, B. Fischhoff, S. Lichtenstein and others) to study the perception of cyber risks and compare them with other risks designated as “traditional”. The respondents in the online survey were presented with seven cyber risks (from computer games to hacker attacks and viruses) and 65 ...
Added: December 13, 2021
Impact of induced moods, sensation seeking, and emotional contagion on economic decisions under risk
Efimov K., Ntoumanis I., Kuskova O. et al., Frontiers in Psychology 2022 Vol. 12 Article 796016
In addition to probabilities of monetary gains and losses, personality traits, socio-economic factors, and specific contexts such as emotions and framing influence financial risk taking. Here, we investigated the effects of joyful, neutral, and sad mood states on participants’ risk-taking behaviour in a simple task with safe and risky options. We also analysed the effect ...
Added: December 11, 2021
Selivanovskiy A., Закон 2021 № 10 С. 51–81
In most OTC derivatives contracts, there is a power imbalance between the parties: the financial institution (the strongest party) has the expertise and experience in futures transactions and submits the contract documentation, while its client (the weakest party) often has no relevant experience and is confronted with such financial instruments for the first time. In ...
Added: November 11, 2021
Gavrilov K. A., Journal of Risk Research 2022 Vol. 25 No. 3 P. 285–302
There is a growing body of research that uses different content analysis techniques to study risk and related issues. In this article, we focused on the question of how analysis of textual data relates to individual judgments, specifically responsibility ascriptions after the case of a terrorist attack. Our methodological goal was to assess the agreement between the results ...
Added: October 30, 2021
Лопушанский Д. И., Sokolova T., Teplova T., Экономика и математические методы 2021 № 2 С. 106–120
The paper identifies country specific features of hedging strategies for stock indices. We propose the methodology of the optimization hedging parameters (the time of entering and exit, the type of an option strategy) based on the synthesis of technical (TA) and fundamental analysis (FA) indicators. Country differences in the design of the authors’ strategies are ...
Added: October 13, 2021